Pine Script分形止损策略平仓后异常重复开仓问题求解

平仓后连续同方向重复开仓的核心是3个逻辑漏洞：

• 开仓条件无触发边界、无持仓校验：原代码用fastEMA>slowEMA作为开多条件，只要快慢线处于多头排列，这个条件在每根K线都成立，止损/止盈平仓后会立刻触发重新开仓，不会等新的入场信号
• 空单平仓逻辑缺失：原代码只写了多单的EMA死叉平仓规则，空单没有对应的EMA金叉平仓逻辑，空单止损出场后会立刻重新进空
• 止损值未做重置：平仓后旧的止损价位会一直保留，同时原代码写的limit=1000000、limit=0.0属于无效止盈参数，会干扰策略引擎的出场判定逻辑

• 把开仓条件从「EMA多空排列持续成立」改成「EMA金叉/死叉当根K线触发」，只在交叉发生的瞬间允许开仓
• 增加引擎层面的禁加仓设置，从底层禁止同方向重复开仓
• 补全空单的EMA交叉平仓逻辑
• 把止损更新逻辑和持仓状态绑定，平仓后自动清空对应方向的旧止损值，避免干扰下一次开仓
• 移除无效的止盈参数，需要止盈时可传入自定义的止盈价位即可

//@version=4
strategy("Fractal SMA ADX 2 修复版", overlay=true, pyramiding=0)
//////////////////////////ADX
//Average Directional Index Calculation (ADX)
lengthADX = input(title="lengthADX", type=input.integer, defval=14)
threshold =  input(title="ADX threshold Exit", type=input.integer, defval=30)
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/lengthADX) + TrueRange

SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/lengthADX) + DirectionalMovementPlus

SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/lengthADX) + DirectionalMovementMinus

DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
ADX = sma(DX, lengthADX)

//Frctals Above/Below Desired Moving Average 
SmaConditionFractal = sma(close, 55)

filteredtopf = ((high[4] < high[3] and high[3] < high[2] and high[2] > high[1] and high[1] > high[0]) and (high[2]<SmaConditionFractal  and  ADX>threshold)) ? high[2]:na
plotshape(filteredtopf, title='Filtered Top Fractals', style=shape.triangledown,size=size.small, location=location.abovebar, color=color.red,offset=-2)

filteredbotf = ((low[4] > low[3] and low[3] > low[2] and low[2] < low[1] and low[1] < low[0]) and (low[2]>SmaConditionFractal  and  ADX>threshold)) ? low[2]:na
plotshape(filteredbotf, title='Filtered Bottom Fractals', style=shape.triangleup, size=size.small,location=location.belowbar, color=color.lime,offset=-2)

// Define a 5-bar fractals greater than sma55 and adx>30
upFractal = ((high[4] < high[3] and high[3] < high[2] and high[2] > high[1] and high[1] > high[0]) and (high[2]<SmaConditionFractal  and  ADX>threshold))
dnFractal = ((low[4] > low[3] and low[3] > low[2] and low[2] < low[1] and low[1] < low[0]) and (low[2]>SmaConditionFractal  and  ADX>threshold))

//Entry Conditions
fastEMA = ema(close, 14)
slowEMA = ema(close, 28)
// 仅在金叉/死叉当根K线触发开仓信号
longCondition = crossover(fastEMA, slowEMA)
shortCondition = crossunder(fastEMA, slowEMA)
// 平仓信号
longExit = crossunder(fastEMA, slowEMA)
shortExit = crossover(fastEMA, slowEMA)

// Set your stop-loss
var float stop_long_FB = na
var float stop_short_FB = na
// 持仓时更新对应方向止损，平仓后重置止损值
if strategy.position_size > 0
    if dnFractal
        stop_long_FB := low[2]
else
    stop_long_FB := na

if strategy.position_size < 0
    if upFractal
        stop_short_FB := high[2]
else
    stop_short_FB := na

//Strategy Execution
if longCondition
    strategy.entry("long", strategy.long)
// 仅持多单时绑定多单止损、EMA平仓规则
if strategy.position_size > 0
    strategy.exit("Stop Loss Long", "long", stop = stop_long_FB)
    strategy.close("long", when=longExit)

if shortCondition
    strategy.entry("short", strategy.short)
// 仅持空单时绑定空单止损、EMA平仓规则
if strategy.position_size < 0
    strategy.exit("Stop Loss Short", "short", stop = stop_short_FB)
    strategy.close("short", when=shortExit)

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