TradingView Pine Script策略仅回测最近500根K线免手动调参求助

修改后完整代码 #

//@version=4
strategy("Simple alert strategy", overlay=true, max_lines_count=500, max_bars_back=5000, pyramiding=10000, commission_type=strategy.commission.percent, commission_value=0.015)

////////////////////////////////////////////////////////////////////////////////
// 回测范围设置
use_date_range = input.bool(false, title="使用自定义时间范围回测（关闭则自动使用最近N根K线）")
backtest_bars = input.int(500, title="回测使用最近K线数量", minval=10)

// 自定义时间范围参数（开启上面的开关才会生效）
// From Date Inputs
fromMinute = input(defval = 0, title = "From Minute", minval = 0, maxval = 59)
fromHour = input(defval = 0, title = "From Hour", minval = 0, maxval = 23)
fromDay = input(defval = 9, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 11, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2021, title = "From Year", minval = 1970)

// To Date Inputs
toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 11, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2100, title = "To Year", minval = 1970)

// 计算回测条件
startDate = timestamp(fromYear, fromMonth, fromDay, fromHour, fromMinute, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
date_cond = time >= startDate and time <= finishDate
// 最近N根K线条件
last_n_bars_cond = bar_index >= last_bar_index - backtest_bars + 1
// 最终回测生效条件
time_cond = use_date_range ? date_cond : last_n_bars_cond

////////////////////////////////////////////////////////////////////////////////


strategy.order("long", true, 1, when = close<open and time_cond, alert_message='Long')
strategy.order("short", false, 1, when = close>open and time_cond, alert_message='Short')

改动说明 #

• 新增回测模式切换开关，默认关闭自定义时间范围，自动使用最近500根K线回测，无需每次手动调整时间参数
• 新增可自定义的最近K线数量参数，默认500根，可直接在参数设置界面调整数值
• 完全保留原有自定义时间范围的功能，需要用的时候打开开关即可，无需修改代码
• 核心逻辑通过内置last_bar_index变量获取当前图表最新K线的编号，自动往前倒推指定数量的K线作为回测范围，适配任意周期的K线图表

内容的提问来源于stack exchange，提问作者Jakx