Question

我有一个 MACD 策略代码，它只持有多头头寸（基于 Kodify.net tutorial）。当 MACD 线穿过信号线时，进入条件发生。当MACD线在信号线下方交叉时出现退出条件。

//@version=4
strategy(title="MACD example strategy", overlay=false, max_bars_back=2000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=10000)

// Create inputs
fastLen = input(title="Fast Length", type=input.integer, defval=12)
slowLen = input(title="Slow Length", type=input.integer, defval=26)
sigLen  = input(title="Signal Length", type=input.integer, defval=9)

// Get MACD values
[macdLine, signalLine, _] = macd(close, fastLen, slowLen, sigLen)

// Plot MACD values and line
plot(series=macdLine, color=#6495ED, linewidth=2)
plot(series=signalLine, color=color.orange, linewidth=2)

hline(price=0)

// Determine long and short conditions
entryCondition  = crossover(macdLine, signalLine)
exitCondition = crossunder(macdLine, signalLine)

// Submit orders
strategy.entry(id="Long Entry", long=true, when=entryCondition)
strategy.close("Long Entry", when=exitCondition)

该策略运行良好，但我想在入场价的基础上增加 5% 的止损。由于将 strategy.close("Long Entry", when=exitCondition) 行替换为 strategy.exit("Long Exit", from_entry="Long Entry", stop=strategy.position_avg_price * 0.95, when=exitCondition) 行不起作用，因此如何完成此操作？

Answer 1

试试这个：

...
// Submit orders
strategy.entry(id="Long Entry", long=true, when=entryCondition)
strategy.exit("Long Exit", from_entry="Long Entry", stop=strategy.position_avg_price * 0.95)
strategy.close("Long Entry", when=exitCondition)

Pine Script - 为 MACD 策略添加止损

1 个答案: