Pine Script策略多退出条件异常:止损与止盈故障排查
策略开发问题求助
我开发了一款仅适用于多头的指标,可显示仓位的入场和止盈信号,但基于该指标开发策略时遇到两个问题:
- 设置止损(stop-loss)和止盈(take-profit)两个退出条件时,仅其中一个生效(止盈在多指标给出退出信号时触发);
- 止损设置多数情况下异常:我希望以入场K线的低点作为止损价,但当前止损在后续K线满足
ta.lowest(low,20)条件时才触发,而非绑定入场K线。
(注:预期止损点为绿色标记,非预期为红色标记)
以下是策略示例代码:
// Long enter conditions emaConditionE = false macdConditionE = false rsiConditionE = false buyConditionE = false buyConditionEnter := emaConditionE and macdConditionE and rsiConditionE and stopPrice = ta.lowest(low,20) // Long escape conditions buyConditionEscape := macdConditionEs and rsiConditionEs // Strategy Orders if (buyConditionEnter and inTradeWindow) qty = // 此处原代码为输入数量的内容,暂留空 strategy.entry("ENTER", strategy.long,qty,limit = high,stop = stopPrice) if(buyConditionEscape and inTradeWindow) strategy.exit(id = "TAKE" ,from_entry = "ENTER",limit = low) strategy.exit(id = "STOP LOSS" ,from_entry = "ENTER",stop = stopPrice)
我曾尝试将止损与入场指令合并为strategy.order("ENTER", strategy.long,qty,limit = high,stop = stopPrice),但止损仍无法触发。
内容的提问来源于stack exchange,提问作者Avtor
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