为何此Pine Script策略显示‘无数据’？已按建议修正代码

核心问题 #

1. 交易逻辑执行时机错误：所有下单代码都包裹在barstate.islastconfirmedhistory条件块中，该块仅在最后一根已确认的历史K线上执行一次，导致历史周期内无交易信号，仅最后一日触发开仓。
2. 开平仓逻辑颠倒：原代码中向下箭头（▼）触发开多，向上箭头（▲）触发平仓，与需求的「向上箭头开多、向下箭头平仓」完全相反。
3. 无加仓控制机制：未限制重复开仓，可能出现多次加仓情况。
4. 变量声明与使用不当：var声明的条件变量仅初始化一次，逻辑判断存在冲突。

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/
// © george10001000

//@version=5
strategy("test1", overlay=true, initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, process_orders_on_close=true)
backTestStart = input.time(timestamp("1 Jan 2022 12:00"), title="Start backtest")

//==Nadaraya====
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')
//----
n = bar_index
var k = 2
var upper = array.new_line(0) 
var lower = array.new_line(0) 

lset(l, x1, y1, x2, y2, col)=>
    line.set_xy1(l, x1, y1)
    line.set_xy2(l, x2, y2)
    line.set_color(l, col)
    line.set_width(l, 2)

// 仅在最后K线绘制通道，不包含交易逻辑
if barstate.islastconfirmedhistory
    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))
    
    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)
        
        lset(up, n-i+1, y1 + mae, n-i, y2 + mae, up_col)
        lset(dn, n-i+1, y1 - mae, n-i, y2 - mae, dn_col)

// 分离信号计算与交易逻辑，每根K线执行
var float[] y_array = array.new_float(0)
var float mae_val = na

// 预计算Nadaraya估计值与MAE，确保每根K线可调用
if barstate.isfirst
    y_temp = array.new_float(0)
    sum_e_temp = 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_temp += math.abs(src[i] - y2)
        array.push(y_temp, y2)
    
    mae_val := sum_e_temp/length*mult
    array.copy(y_array, y_temp)

// 计算当前与前一根的通道值
y_current = array.get(y_array, bar_index % length)
y_prev = array.get(y_array, (bar_index - 1) % length)
upper_current = y_current + mae_val
upper_prev = y_prev + mae_val
lower_current = y_current - mae_val
lower_prev = y_prev - mae_val

// 开多信号：价格上穿下通道（对应向上箭头）
longCondition = ta.crossover(src, lower_prev) and time > backTestStart and strategy.position_size == 0
// 平仓信号：价格下穿上通道（对应向下箭头）
closeCondition = ta.crossunder(src, upper_prev) and strategy.position_size > 0

// 执行交易
if longCondition
    strategy.entry("Long", strategy.long)
    label.new(bar_index, src, '▲', color=#00000000, style=label.style_label_up, textcolor=up_col, textalign=text.align_center)
    label.new(bar_index, src-30, str.tostring(close, ".#"), color=#00000000, style=label.style_label_up, textcolor=up_col, textalign=text.align_center)

if closeCondition
    strategy.close_all()
    label.new(bar_index, src, '▼', color=#00000000, style=label.style_label_down, textcolor=dn_col, textalign=text.align_center)
    label.new(bar_index, src+30, str.tostring(close, ".#"), color=#00000000, style=label.style_label_down, textcolor=dn_col, textalign=text.align_center)

// 预警条件
alertcondition(longCondition, '开多信号', '向上箭头触发开多')
alertcondition(closeCondition, '平仓信号', '向下箭头触发平仓')

//----
var tb = table.new(position.top_right, 1, 1 , bgcolor = #35202b)

关键修正点 #

• 分离绘制与交易逻辑：将通道绘制代码留在barstate.islastconfirmedhistory块，交易逻辑移到外部，确保每根K线都能执行信号判断。
• 修正开平仓逻辑：向上箭头（价格上穿下通道）触发开多，向下箭头（价格下穿上通道）触发平仓，匹配需求。
• 控制加仓：通过strategy.position_size == 0确保仅空仓时开多，避免重复加仓。
• 优化变量存储：预计算Nadaraya估计值并存储到数组，供每根K线调用，避免重复计算。

内容的提问来源于stack exchange，提问作者george10001000