Pine Script多空单止盈止损异常：空单一进场即平仓求助

问题根源 #

1. 持仓判断逻辑错误：strategy.position_avg_price是持仓的实际成交价格（始终为正数），空单持仓时该值不会小于0，导致空单的TP/SL代码从未执行。正确的空单持仓判断应使用strategy.position_size < 0（持仓量为负代表空单）。
2. 平仓指令目标ID错误：strategy.close需要指定对应开仓指令的ID，原代码中"LongExit"、"ShortExit"并非开仓时的ID（开仓ID是"buy"、"sell"），导致平仓逻辑混乱。
3. 止盈止损指令ID重复：多空单共用同一个exit ID "close"，会引发策略内部指令冲突，必须为多空单分别设置独立的exit ID。

修正后的代码 #

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Hawkreign

//@version=5
strategy(title="SGA Alert", overlay=true, default_qty_type = strategy.cash, default_qty_value = 100)

// Input options
src = input.source(close, title = "SGA Prime" )

// Long and Short Conditions on the SGA
long = ta.rising(src, 1)
short = ta.falling(src, 1)

// Long and Short Memory
longmem = false
shortmem = false

// Memory Conditions
longmem := long ? true : short ? false : longmem[1]
shortmem := short ? true : long ? false : shortmem[1]

// Entry and Exit Variables
buy = long and not (longmem[1])
sell = short and not (shortmem[1])

// Take Profit and Stop Loss
SL = 0.10
TP = 0.04
LongStop = strategy.position_avg_price*(1-SL)
ShortStop = strategy.position_avg_price*(1+SL)
LongProfit = strategy.position_avg_price*(1+TP)
ShortProfit = strategy.position_avg_price*(1-TP)

// Long and Short Background color
bgcolor(buy ? color(color.rgb(11, 238, 18)): na)
bgcolor(sell ? color(color.rgb(134, 7, 7)): na)

// Long Entry and Exit
strategy.entry("buy", strategy.long, when = buy)
strategy.close("buy", when = sell) // 指定平仓多单的ID为"buy"
if strategy.position_size > 0 // 用持仓量判断多单持仓
    strategy.exit(id = "LongExit", stop = LongStop, limit = LongProfit)

// Short Entry and Exit
strategy.entry("sell", strategy.short, when = sell)
strategy.close("sell", when = buy) // 指定平仓空单的ID为"sell"
if strategy.position_size < 0 // 用持仓量判断空单持仓
    strategy.exit(id = "ShortExit", stop = ShortStop, limit = ShortProfit)

plot(src)

关键修改说明 #

• 将空单持仓判断从strategy.position_avg_price<0改为strategy.position_size < 0，确保空单的TP/SL逻辑能正常触发。
• 修正strategy.close的目标ID为对应开仓指令的"buy"和"sell"，保证平仓指令精准作用于目标持仓。
• 为多空单的strategy.exit分别设置独立ID "LongExit"和"ShortExit"，避免指令冲突。

内容的提问来源于stack exchange，提问作者HuskyReign