Pine Script新手求助：Nadaraya-Watson Envelope策略无输出且条件不更新

本人是Pine Script新手，尝试基于Nadaraya-Watson Envelope编写交易策略，但策略测试器无输出。我希望通过布尔变量envelopeCondition判断收盘价是否在通道外，进而执行开平仓逻辑，但该变量似乎无法更新。

用户提供的原始代码：

//@version=5
strategy("Envelope", overlay=true, initial_capital =1000, default_qty_value =100, default_qty_type = strategy.percent_of_equity)

bool envelopeCondition = false

length = input.float(500,'Window Size',maxval=500,minval=0)
h      = input.float(8.,'Bandwidth')
mult   = input.float(3.) 
src    = input.source(close,'Source')

up_col = input.color(#39ff14,'Colors',inline='col')
dn_col = input.color(#ff1100,'',inline='col')
disclaimer = input(false, 'Hide Disclaimer')

n = bar_index
var k = 2
var upper = array.new_line(0) 
var lower = array.new_line(0) 

if barstate.isfirst
    for i = 0 to length/k-1
        array.push(upper,line.new(na,na,na,na))
        array.push(lower,line.new(na,na,na,na))

line up = na
line dn = na

cross_up = 0.`your text`
cross_dn = 0.`your text`
if barstate.islast
    y = array.new_float(0)
    
    sum_e = 0.
    for i = 0 to length-1
        sum = 0.
        sumw = 0.
        
        for j = 0 to length-1
            w = math.exp(-(math.pow(i-j,2)/(h*h*2)))
            sum += src[j]*w
            sumw += w
        
        y2 = sum/sumw
        sum_e += math.abs(src[i] - y2)
        array.push(y,y2)

    mae = sum_e/length*mult
    
    for i = 1 to length-1
        y2 = array.get(y,i)
        y1 = array.get(y,i-1)
        
        up := array.get(upper,i/k)
        dn := array.get(lower,i/k)
        
        if src[i] > y1 + mae and src[i+1] < y1 + mae
            envelopeCondition := false
            

        if src[i] < y1 - mae and src[i+1] > y1 - mae
            envelopeCondition := true


if envelopeCondition
    strategy.entry("Long",strategy.long)
else 
    strategy.close("Long")
    
plot(na)

• barstate.islast的致命误用：你把通道计算、envelopeCondition更新逻辑全放在barstate.islast块里，这个条件仅在图表最后一根K线触发。策略测试器需要逐根K线计算交易信号，前面所有K线根本不会执行这些逻辑，envelopeCondition始终是初始的false，导致策略只会持续平仓，没有开仓信号，测试器自然无输出。
• 语法错误：代码中cross_up = 0.your text和`cross_dn = 0.`your text是无效语法，直接导致编译失败，这也是策略无法运行的核心原因之一。
• 通道计算逻辑脱节：双重循环计算拟合值的逻辑仅在最后一根K线执行，无法为每根K线生成对应的通道上下轨，无法基于实时价格生成交易信号。

//@version=5
strategy("Nadaraya-Watson Envelope Strategy", overlay=true, initial_capital=1000, default_qty_value=100, default_qty_type=strategy.percent_of_equity)

// 输入参数
length = input.int(500, 'Window Size', maxval=500, minval=10)
h      = input.float(8., 'Bandwidth')
mult   = input.float(3.) 
src    = input.source(close, 'Source')

up_col = input.color(#39ff14, 'Upper Band Color')
dn_col = input.color(#ff1100, 'Lower Band Color')

// 存储历史拟合值和MAE的变量
var float[] y_values = array.new_float()
var float mae = na

// 当K线数量满足窗口长度时，计算拟合值和MAE
if bar_index >= length - 1
    y = array.new_float()
    sum_e = 0.
    // 计算Nadaraya-Watson拟合值
    for i = 0 to length - 1
        sum = 0.
        sumw = 0.
        for j = 0 to length - 1
            w = math.exp(-(math.pow(i - j, 2) / (h * h * 2)))
            sum += src[j] * w
            sumw += w
        y2 = sum / sumw
        array.push(y, y2)
        sum_e += math.abs(src[i] - y2)
    // 存储最新拟合值并计算MAE
    array.clear(y_values)
    array.push(y_values, array.get(y, length - 1))
    mae := sum_e / length * mult

// 获取当前K线的通道上下轨
current_y = array.size(y_values) > 0 ? array.get(y_values, 0) : na
upper_band = current_y + mae
lower_band = current_y - mae

// 更新信号变量：价格跌破下轨时触发多单
envelopeCondition = not na(lower_band) and src < lower_band

// 交易逻辑
if envelopeCondition
    strategy.entry("Long", strategy.long)
else
    strategy.close("Long")

// 绘制通道便于验证
plot(upper_band, color=up_col, title="Upper Envelope")
plot(lower_band, color=dn_col, title="Lower Envelope")

关键修改说明：

1. 移除barstate.islast限制，确保每根符合窗口长度的K线都会计算通道值
2. 删除无效的cross_up/cross_dn错误代码，修复编译问题
3. 调整envelopeCondition逻辑为实时价格判断（可根据需求修改开平仓触发条件）
4. 添加通道绘图代码，方便可视化验证信号是否正确

内容的提问来源于stack exchange，提问作者Halosydnus