将策略转化为研究,停止金字塔式

时间:2021-03-19 14:20:45

标签: pine-script

我是 Pine 的新手,我正在尝试将以下策略转化为一项研究:


@commands.is_owner() #make sure no one else uses it
@bot.command()
async def stop_bot(ctx):
    exit()

这是我目前的尝试:

//@version=4
strategy(title="test", default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.0020, pyramiding=0, slippage=3, overlay=true)

ema8 = ema(close, 8)
ema13 = ema(close, 13)
ema55 = ema(close, 55)
longEmaCondition = ema8 > ema13
exitLongEmaCondition = ema13 < ema55

// STRATEGY //

longCondition = longEmaCondition and strategy.position_size == 0
exitLongCondition = exitLongEmaCondition and strategy.position_size > 0

if longCondition
    strategy.entry("LONG", strategy.long)
if exitLongCondition
    strategy.close("LONG")

然而,当绘制上图时,有很多金字塔交易(见下面的图片链接)。我该如何阻止?我删除了 //@version=4 study("My Script",overlay = true) ema8 = ema(close, 8) ema13 = ema(close, 13) ema55 = ema(close, 55) longEmaCondition = ema8 > ema13 exitLongEmaCondition = ema13 < ema55 // STRATEGY // longCondition = longEmaCondition exitLongCondition = exitLongEmaCondition alertcondition(longCondition, title = "Entry Long") alertcondition(exitLongCondition, title = "Exit Long") plotshape(longCondition,text='LONG' ,color=color.green, location=location.abovebar,style=shape.arrowup) plotshape(exitLongCondition, color=color.green,text='Close \n LONG', location=location.belowbar) 变量,因为我在 Study 脚本中找不到等效的函数。这是造成金字塔效应的原因吗?

pyramiding in Study script

任何帮助将不胜感激。

0 个答案:

没有答案