文章/答案/技术大牛

发布

社区首页 >问答首页 >变量在不应该更新时进行更新

问变量在不应该更新时进行更新
EN

Stack Overflow用户

提问于 2021-05-16 03:07:56

回答 1查看 46关注 0票数 0

我正在尝试为TradingView做一个松树脚本，将买卖基于MACD，但只有在变化足够大的情况下。但是，即使没有进行任何交易，我的lastLong和lastShort变量也会不断更新。我如何确保lastLong和lastShort只更新一个实际的交易？

编辑:不幸的是，答案并没有解决这个问题，红线(lastShort)消失了，蓝线(lastLong)仍然比交易更频繁地更新。

//@version=4

strategy("MACD Strategy", overlay=true)
// Variables
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
desiredGain = 1.05
desiredLoss = 1.025
lastLong = 1.0
lastLong := na(lastLong[1]) ? na : lastLong[1]
lastShort = 1.0
lastShort := na(lastShort[1]) ? na : lastShort[1]

inDateRange = (time >= timestamp(syminfo.timezone, 2021, 04, 01, 0, 0))// and (time < timestamp(syminfo.timezone, 2021, 05, 16, 0, 0))

// Calculation
fastMA = ema(close, fastLength)
slowMA = ema(close, slowlength)
macd = fastMA - slowMA
signal = sma(macd, MACDLength)
esignal = ema(macd, MACDLength)
delta = macd - esignal

didRiseEnough = close/lastLong > desiredGain
didFallEnough = lastShort/close > desiredLoss

if na(lastLong) // If lastLong is uninitialized, run the first entry without checking didFallEnough
    if (inDateRange and crossover(macd, esignal))
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
else
    if (inDateRange and crossover(macd, esignal) and didFallEnough)
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
        
if na(lastShort) // If lastShort is uninitialized, run the first entry without checking didRiseEnough
    if (inDateRange and crossunder(macd, esignal))
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close
else
    if (inDateRange and crossunder(macd, esignal) and didRiseEnough)
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close

// Plot
plot(macd * 10 + close/2, color=color.blue)
//plot(signal * 10 + close/2, color=color.orange)
plot(esignal * 10 + close/2, color=color.orange)

plot(lastLong, color=color.blue)
plot(lastShort, color=color.red)

plotshape(didRiseEnough, style=shape.arrowup, color=color.red)
plotshape(didFallEnough, style=shape.arrowdown, color=color.blue)

if (not inDateRange)
    strategy.close_all()

pine-script

回答 1

Stack Overflow用户

发布于 2021-05-16 03:30:01

您必须将它们声明为var，否则它们将在每个条形图上重新初始化。

此外，您必须在每个栏上调用crossover()和crossunder()，以避免编译器警告。

我在您的脚本中将它们命名为co和cu。

请看看这个能不能用。

我不能检查，因为你没有指定你的屏幕截图是在哪个报价器和时间范围内进行的。

//@version=4

strategy("MACD Strategy", overlay=true)
// Variables
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
desiredGain = 1.05
desiredLoss = 1.025
var lastLong = 1.0
lastLong := na(lastLong[1]) ? na : lastLong[1]
var lastShort = 1.0
lastShort := na(lastShort[1]) ? na : lastShort[1]

inDateRange = (time >= timestamp(syminfo.timezone, 2021, 04, 01, 0, 0))// and (time < timestamp(syminfo.timezone, 2021, 05, 16, 0, 0))

// Calculation
fastMA = ema(close, fastLength)
slowMA = ema(close, slowlength)
macd = fastMA - slowMA
signal = sma(macd, MACDLength)
esignal = ema(macd, MACDLength)
delta = macd - esignal

didRiseEnough = close/lastLong > desiredGain
didFallEnough = lastShort/close > desiredLoss

co = crossover(macd, esignal)
cu = crossunder(macd, esignal)

if na(lastLong) // If lastLong is uninitialized, run the first entry without checking didFallEnough
    if (inDateRange and co)
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
else
    if (inDateRange and co and didFallEnough)
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
        
if na(lastShort) // If lastShort is uninitialized, run the first entry without checking didRiseEnough
    if (inDateRange and cu)
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close
else
    if (inDateRange and cu and didRiseEnough)
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close

// Plot
plot(macd * 10 + close/2, color=color.blue)
//plot(signal * 10 + close/2, color=color.orange)
plot(esignal * 10 + close/2, color=color.orange)

plot(lastLong, color=color.blue)
plot(lastShort, color=color.red)

plotshape(didRiseEnough, style=shape.arrowup, color=color.red)
plotshape(didFallEnough, style=shape.arrowdown, color=color.blue)

if (not inDateRange)
    strategy.close_all()

更新1:下面的代码正在进行中，需要进行一些调试。

你会说:蓝色(lastLong)仍然比交易更频繁。

这是因为那里可能存在交易，因为在这些更新点进行交易的条件是有效的。但是，您的策略并不需要在那里进行交易，因为在策略的属性中，Pyramiding被设置为1。这意味着你的策略在任何时候都只会在每个方向上接受一个订单。如果增加Pyramiding，您将看到交易将在这些更新点进行。现在，这取决于你想要什么。你想在每个方向上只做一个交易吗？或者你只想在任何时候处于一个位置(多头或空头)？

//@version=4

strategy("MACD Strategy", overlay=true)
// Variables
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
desiredGain = 1.05
desiredLoss = 1.025
var float lastLong = na
// lastLong := na(lastLong[1]) ? na : lastLong[1]
var float lastShort = na
// lastShort := na(lastShort[1]) ? na : lastShort[1]

inDateRange = (time >= timestamp(syminfo.timezone, 2021, 04, 01, 0, 0))// and (time < timestamp(syminfo.timezone, 2021, 05, 16, 0, 0))

// Calculation
fastMA = ema(close, fastLength)
slowMA = ema(close, slowlength)
macd = fastMA - slowMA
signal = sma(macd, MACDLength)
esignal = ema(macd, MACDLength)
delta = macd - esignal

didRiseEnough = close/lastLong > desiredGain
didFallEnough = lastShort/close > desiredLoss

co = crossover(macd, esignal)
cu = crossunder(macd, esignal)

plotchar(na(lastLong),"na(lastLong)","")
plotchar(inDateRange and co, "inDateRange and co", "")
plotchar(inDateRange and co and didFallEnough, "inDateRange and co and didFallEnough", "")

if na(lastLong) // If lastLong is uninitialized, run the first entry without checking didFallEnough
    if (inDateRange and co)
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
else
    if (inDateRange and co and didFallEnough)
        strategy.entry("MacdLE", strategy.long, comment="MacdLE")
        lastLong := close
        
if na(lastShort) // If lastShort is uninitialized, run the first entry without checking didRiseEnough
    if (inDateRange and cu)
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close
else
    if (inDateRange and cu and didRiseEnough)
        strategy.entry("MacdSE", strategy.short, comment="MacdSE")
        lastShort := close

// Plot
plot(macd * 10 + close/2, "macd", color=color.blue)
//plot(signal * 10 + close/2, color=color.orange)
plot(esignal * 10 + close/2, "esignal", color=color.orange)

plot(lastLong, "lastLong", color=color.blue)
plot(lastShort, "lastShort", color=color.red)

// plotshape(didRiseEnough, style=shape.arrowup, color=color.red)
// plotshape(didFallEnough, style=shape.arrowdown, color=color.blue)

if (not inDateRange)
    strategy.close_all()

票数 0

页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持

原文链接：

https://stackoverflow.com/questions/67550341

复制

相似问题

问变量在不应该更新时进行更新
EN

回答 1

Stack Overflow用户

社区

活动

圈层

关于

腾讯云开发者

热门产品

热门推荐

更多推荐

问变量在不应该更新时进行更新EN

回答 1

Stack Overflow用户

社区

活动

圈层

关于

腾讯云开发者

热门产品

热门推荐

更多推荐

问变量在不应该更新时进行更新
EN