如何在 Trading View Strategy Tester 中计算每天的利润

Question

I want to set a daily profit target, lets say of $500. Once the.net profit during that trading day is at or above $500, I want strategy tester to stop taking trades until the next trading day.I could use the strategy.netprofit function but that wouldn't work over the span of multiple days. Any ideas?

Answer 1

Try this:

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © adolgov

//@version=5
strategy("My strategy", margin_long=100, margin_short=100)

dailyNetProfitLimit = input(500)

canTrade(dailyNetProfitLimit)=>
    var bool canTrade = false
    tD = time("D")
    var float dailyProfitStart = na
    if tD!=tD[1] or na(dailyProfitStart) // new day or start
        dailyProfitStart := strategy.netprofit
        canTrade := true
    if strategy.netprofit - dailyProfitStart >= dailyNetProfitLimit
        canTrade := false
    canTrade

canTrade = canTrade(dailyNetProfitLimit)

// debug plot
plot(strategy.netprofit, color = canTrade?color.green:color.red)


longCondition = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
if (longCondition and canTrade)
    strategy.entry("My Long Entry Id", strategy.long)

shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (shortCondition and canTrade)
    strategy.entry("My Short Entry Id", strategy.short)