请求协助修复Pine Script V4策略报错及代码转换问题

Hey there, let's tackle your TVI strategy issues step by step. I've worked through the problems you mentioned with EUR/USD errors and converting lines 115-116 to Pine Script V4, here's what I came up with:

1. Fixing EUR/USD Study Error #

The error on EUR/USD likely stems from two key issues: invalid initial values for stop levels and potential division by na (not available) values when calculating position size—this is more common in forex pairs due to their price structure and syminfo properties. Here's how to fix it:

Key Modifications: #

• Stop Level Initialization: Replace the initial 0.0 value for longStop and shortStop with na—a 0.0 stop price is unrealistic for forex pairs and can trigger invalid order errors.
• Position Size Safety Checks: Add guards to handle na values in risk calculations and ensure position size is always at least 1 (valid for strategy orders).

Here's the updated code snippet for these sections:

// Step 4) Determine long trading conditions
enterLong = eLong and tradeWindow
longStop = na  // Initialize with na instead of 0.0
longStop := enterLong ? close - (stopOffset * atrValue) : longStop[1]

// Step 5) Code short trading conditions
enterShort = eShort and tradeWindow
shortStop = na  // Initialize with na instead of 0.0
shortStop := enterShort ? close + (stopOffset * atrValue) : shortStop[1]

// Calculate position size
riskEquity = (maxRisk * 0.01) * strategy.equity
riskTrade = stopValue * syminfo.pointvalue
// Handle na values to avoid division errors
riskTrade := na(riskTrade) ? 1 : riskTrade
maxPos = ((maxExposure * 0.01) * strategy.equity) / ((marginPerc * 0.01) * (close * syminfo.pointvalue))
maxPos := na(maxPos) ? 1 : maxPos
// Ensure position size is at least 1 and an integer
posSize = usePosSize ? max(1, floor(min(riskEquity / riskTrade, maxPos))) : 1

2. Converting Lines 115-116 to Pine Script V4 #

The original commented lines use Pine Script V3 syntax for plotting stop levels. In V4, the plot() function's style parameter uses enum values instead of shape.circle. Additionally, using plotshape() is more intuitive for marking stop levels as discrete points. Here are two options:

Option 1: Using plot() (Line with Circle Markers) #

This keeps the line-based approach but updates the style to V4 standards:

plot(series=strategy.position_size > 0 ? longStop : na, color=color.green, linewidth=2, style=plot.style_circles, title="Long Stop")
plot(series=strategy.position_size < 0 ? shortStop : na, color=color.red, linewidth=2, style=plot.style_circles, title="Short Stop")

Option 2: Using plotshape() (Discrete Circle Shapes) #

This is more visible and aligns with your existing signal markers:

plotshape(series=strategy.position_size > 0 ? longStop : na, style=shape.circle, color=color.green, location=location.absolute, size=size.small, title="Long Stop")
plotshape(series=strategy.position_size < 0 ? shortStop : na, style=shape.circle, color=color.red, location=location.absolute, size=size.small, title="Short Stop")

Full Updated Strategy Code #

Here's the complete modified code incorporating both fixes:

//@version=4
// Step 1) Define strategy settings
strategy(title='Yotyord - TVI', overlay=false, pyramiding=0, initial_capital=100000, commission_type=strategy.commission.cash_per_contract, commission_value=25, slippage=2)
//Session Input Options
smooth = input(title='Signal Smoothness, (<0 to hide):', type=input.integer, defval=4)
length = input(10,title='Highest High Volume')
// Position sizing inputs
usePosSize = input(title="Use Position Sizing?", type=input.bool, defval=true)
maxRisk = input(title="Max Position Risk %", type=input.float, defval=2, step=.25)
maxExposure = input(title="Max Position Exposure %", type=input.float, defval=10, step=1)
marginPerc = input(title="Margin %", type=input.integer, defval=10)
// Stop inputs
atrLen = input(title="ATR Length", type=input.integer, defval=10)
stopOffset = input(title="Stop Offset Multiple", type=input.float, defval=4, step=.25)
// Step 2) Calculate strategy values
//Writing Trade Volume Index graph (TVI)
f_tvi()=>
 float _direction = na
 float _return_tvi = na
 _min_tick=syminfo.mintick
 _price_change = close - open
 if _price_change > _min_tick
  _direction :=1
 if _price_change < -_min_tick
  _direction :=-1
 if abs(_price_change) <= _min_tick
  _direction :=_direction[1]
 if na(_return_tvi[1])
  _return_tvi := volume
 else if _direction > 0
  _return_tvi := _return_tvi[1] + volume
 else if _direction < 0
  _return_tvi := _return_tvi[1] - volume
 else
  _return_tvi[1]
TVI=f_tvi()
tradeWindow = time <= timenow - (86400000 * 3)
stopValue = atr(atrLen) * stopOffset
//Get ATR Values
atrValue = atr(atrLen)
// Calculate position size
riskEquity = (maxRisk * 0.01) * strategy.equity
riskTrade = stopValue * syminfo.pointvalue
// Handle na values to avoid division errors
riskTrade := na(riskTrade) ? 1 : riskTrade
maxPos = ((maxExposure * 0.01) * strategy.equity) / ((marginPerc * 0.01) * (close * syminfo.pointvalue))
maxPos := na(maxPos) ? 1 : maxPos
// Ensure position size is at least 1 and an integer
posSize = usePosSize ? max(1, floor(min(riskEquity / riskTrade, maxPos))) : 1
//Buy when TVI = HHV and Sell When TVI = LLV
hhV = highest(TVI,length)
llV = lowest(TVI,length)
BuySig = hhV == TVI ? hhV : na
SellSig = llV == TVI ? llV : na
eLong = hhV == TVI
eShort = llV == TVI
plotshape(BuySig, style=shape.circle,title = "Buy Signal",color = color.green,location=location.absolute)
plotshape(SellSig, style=shape.circle,title = "Sell Signal",color = color.red,location=location.absolute)
// Step 3) Output strategy data
plot(TVI,color=color.white,title='TVI')
plot(hhV , color=color.green, title="HHV")
plot(llV , color=color.red, title="LLV")
// Step 4) Determine long trading conditions
enterLong = eLong and tradeWindow
longStop = na  // Initialize with na instead of 0.0
longStop := enterLong ? close - (stopOffset * atrValue) : longStop[1]
// Step 5) Code short trading conditions
enterShort = eShort and tradeWindow
plotshape(enterLong, style=shape.circle, title = "Enter Long", location = location.belowbar, color = color.green)
plotshape(enterShort, style=shape.circle, title = "Enter Short", location=location.abovebar, color = color.red)
shortStop = na  // Initialize with na instead of 0.0
shortStop := enterShort ? close + (stopOffset * atrValue) : shortStop[1]
// Updated stop level plotting (Option 2 used here)
plotshape(series=strategy.position_size > 0 ? longStop : na, style=shape.circle, color=color.green, location=location.absolute, size=size.small, title="Long Stop")
plotshape(series=strategy.position_size < 0 ? shortStop : na, style=shape.circle, color=color.red, location=location.absolute, size=size.small, title="Short Stop")
// Step 6) Submit entry orders
if (enterLong)
 strategy.entry(id="EL", long=true,qty=posSize)
if (enterShort)
 strategy.entry(id="ES", long=false,qty=posSize)
// Step 7) Send exit orders
if (strategy.position_size > 0)
 strategy.exit(id="XL", from_entry="EL", stop=longStop)
if (strategy.position_size < 0)
 strategy.exit(id="XS", from_entry="ES", stop=shortStop)
strategy.close_all(when=not tradeWindow)

内容的提问来源于stack exchange，提问作者Pete