Pine Script 策略回测结果从 V2 到 V4 不一样

Question

pine script back test results are varied from V2 to V4

I tried converting Pine script V2 to V4. I think there is lot of changes in securities function from V2 to V4. changes in back test results. If any one know the solution please do help me

This is V2 pine script strategy

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © suryaobulareddy
//@version=2
strategy("Strategy1", overlay=true)
tim=input('50')
//160

isSession  = input(defval = true, title = "Apply Trading Session", type = bool)
sess = input(defval = "0935-1500", title="Trading Session")
t = time(period, sess)
sessionOpen = isSession ? (na(t) ? false : true):false
startYear   = input(defval = 2020, title = "From Year",     type = integer)
startMonth  = input(defval = 1,    title = "From Month",    type = integer )
startDay    = input(defval = 1,    title = "From Day",      type = integer)
endYear     = input(defval = 2112, title = "To Year",       type = integer)
endMonth    = input(defval = 1,    title = "To Month",      type = integer)
endDay      = input(defval = 1,    title = "To Day",        type = integer)
showDate  = input(defval = true, title = "Show Date Range", type = bool)
start     = timestamp(startYear, startMonth, startDay, 00, 00)        // backtest start window
finish    = timestamp(endYear, endMonth, endDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false       // create function "within window of time"
out1 = security(tickerid, tim, open)
out2 = security(tickerid, tim, close)
//plot(out1,color=color.red)
//plot(out2,color=color.green)
longCondition = (crossover(security(tickerid, tim, close),security(tickerid, tim, open)) and sessionOpen and window())
shortCondition = (crossunder(security(tickerid, tim, close),security(tickerid, tim, open)) and sessionOpen and window())
val = 0
if (longCondition)
    val := 1
    strategy.entry("long", strategy.long)
if (shortCondition)
    val := -1
    strategy.entry("short", strategy.short)
if(not sessionOpen)
    val := -3
strategy.close_all(when =  not sessionOpen)
plot_stoploss_short= plot(val, title="type", color=red)

This is V4 pine script strategy

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © suryaobulareddy
//@version=4
strategy("Strategy1", overlay=true)
tim=input('50')
timopen=input('50')
//160

isSession  = input(defval = true, title = "Apply Trading Session", type = input.bool)
sess = input(defval = "0935-1500", title="Trading Session")
t = time(timeframe.period, sess)
sessionOpen = isSession ? (na(t) ? false : true):false 
startYear   = input(defval = 2020, title = "From Year",     type = input.integer)
startMonth  = input(defval = 1,    title = "From Month",    type = input.integer )
startDay    = input(defval = 1,    title = "From Day",      type = input.integer)
endYear     = input(defval = 2112, title = "To Year",       type = input.integer)
endMonth    = input(defval = 1,    title = "To Month",      type = input.integer)
endDay      = input(defval = 1,    title = "To Day",        type = input.integer)
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)
start     = timestamp(startYear, startMonth, startDay, 00, 00)        // backtest start window
finish    = timestamp(endYear, endMonth, endDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false       // create function "within window of time"
out1 = security(syminfo.tickerid, tim, open)
out2 = security(syminfo.tickerid, tim, close)
longCondition = (crossover(security(syminfo.tickerid, tim, close),security(syminfo.tickerid, timopen, open)) and sessionOpen and window())
shortCondition = (crossunder(security(syminfo.tickerid, tim, close),security(syminfo.tickerid, timopen, open)) and sessionOpen and window())
val = 0
if (longCondition)
    val := 1
    strategy.entry("long", strategy.long)
if (shortCondition)
    val := -1
    strategy.entry("short", strategy.short)
if(not sessionOpen)
    val := -3
strategy.close_all(when =  not sessionOpen)
plot_stoploss_short= plot(val, title="type", color=color.red)

Answer 1

Yes there were important changes in how security() behaves starting with v3 . It used future lookahead before v3 and the default setting doesn't anymore.

The results you are getting with the v4 backtest will thus be more reliable.