Tradingview - Pinescript 和策略问题

Question

我不是编码员，但尽我所能:)

我为 tradingview 制作了一些代码，我在其中使用 ema 和 hoffman 策略来打开和关闭订单。

起初它是一个指标代码，但现在我想将它重写成一个策略代码，但这里出错了。

不知何故，战略部分没有按计划进行，我被卡住了。 当 c_long 为真时，该策略应在 c_longEntryPrice 处输入多单，止损为 c_longStopPrice，并从 c_longExitPrice 获利。 线条被绘制到图表中，label 与价格值一起添加到图表中，所以这部分是可以的

如果订单已输入且接下来的 5 根柱线未达到入场价（订单未成交），则应取消订单。 这没有按预期工作。

当我查看多头挂单的三角形时，它不位于 c_longEntryPrice 水平，而是位于新柱的 [open] 价格水平。 这正常吗？？？

如果有人可以提供帮助，那就太好了。

问候，杰洛

这是我已经写好的代码

//@version=5
strategy("3min Hoffman and MA Slope scalping", shorttitle="3min HS", format=format.price, precision=0, overlay=true)

var g_strategy        = "Strategy waarden"

i_longProfitPerc    = input.float(title='Long TP (%)', minval=0.5, step=0.5, defval=1, inline='2', group= g_strategy) * 0.01
i_shortProfitPerc   = input.float(title='Short TP (%)', minval=0.5, step=0.5, defval=1, inline='2', group= g_strategy) * 0.01
i_entryPerc         = input.float(title='Entry Point (%)', minval=0.05, step=0.01, defval=0.10, group= g_strategy) * 0.01
i_mntMargin         = input.float(title='mnt Margin (%)', minval=0.5, step=0.5, defval=1.0, group= g_strategy) * 0.01
i_Leverage          = input.float(title='Leverage', minval=0, step=5, defval=10, group= g_strategy)
i_investment        = input.float(title='Investment', minval=10, step=5, defval=10, group= g_strategy)

var g_hof           = "Hoffman Inventory Retractment %" 
i_irpChk            = input.bool(title = "Use Hoffman Inventory Retractment", defval = true, group = g_hof, tooltip = "Use retractment criterea for evaluation or not")
i_irp               = input.int(title = "Inventory Retracement Percentage %",defval=35, maxval=100, group = g_hof)
i_candlePosChk      = input.bool(title = "Check Candle position vs emaFast", defval = true, group = g_hof, tooltip = "Check if Candle is totally below or above emaFast")

var g_ema           = "EMA trend"
i_emaGapChk         = input.bool(title = "Use Ema Gap", defval = true, group = g_ema, tooltip = "Gap between Emas must be greater than % of the whole security price,\neg. 0.1 = 0.1% of the security price which is the minimum gap tolerated for an entry")
i_emaGap            = input.float(title = "Ema Gap %", defval = 0.1, step = 0.01, group = g_ema)
i_emaslowChk        = input.bool(title = "Use slow Ema", defval = true, group = g_ema, tooltip = "Use slow EMA for Bull or Bearish criterea")
i_emalongChk        = input.bool(title = "Use long Ema", defval = false, group = g_ema, tooltip = "Use long EMA for Bull or Bearish criterea")
i_emaSlopePeriod    = input.int(title="Bars back for slope cal.", defval=5, minval = 1, group = g_ema, tooltip = "Lookback period for Slope of EMA values")
i_slope             = input.int(title="Slope for EMA trend", defval=20, minval = 15, step = 1, group = g_ema, tooltip = "Slope for Slope period EMA values")

// Get Ema trend Lines and conditions
c_emaFast = ta.sma(close, 5)
c_emaSlow = ta.ema(close, 18)
c_emaSSlow = ta.ema(close, 144)

c_emaGap = math.abs(c_emaFast - c_emaSlow) >= ((close / 100) * i_emaGap)

c_emaLong = (i_emaslowChk ? c_emaFast >= c_emaSlow : true) and (i_emalongChk ? c_emaSlow >= c_emaSSlow : true) and (i_emaGapChk ? c_emaGap : true)
c_emaShort = (i_emaslowChk ? c_emaFast < c_emaSlow :true) and (i_emalongChk ? c_emaSlow < c_emaSSlow : true) and (i_emaGapChk ? c_emaGap : true)

// Plot
plot(c_emaFast, "Ema fast", color = color.yellow, linewidth = 2, display = display.all)
plot(c_emaSlow, "Ema slow", color = color.orange, linewidth = 2, display = display.all)
plot(c_emaSSlow, "Ema long", color = color.red, linewidth = 2, display = display.all)

// Get Hoffman inventory retractments my code
Total = math.abs(high - low) // Candle Range 100%
dlong = (close > open ? math.abs(high - close) : math.abs(high - open))
dshort = (close < open ? math.abs(close - low) : math.abs(low-open)) 
perc = i_irp/100 // Percent 45% to Decimal 0.45

// Price Level % for Retracement
dl = dlong / Total
ds = dshort / Total
db = math.abs(open-close) / Total

c_hoffLongMy = dl > perc //and open < close 
c_hoffShortMy = ds > perc //and open > close 

c_hoffLong = (i_irpChk ? c_hoffLongMy : true) and (i_candlePosChk ? low > c_emaFast : true) 
c_hoffShort = (i_irpChk ? c_hoffShortMy : true) and (i_candlePosChk ? high < c_emaFast : true)

// Angle of emaFast Slope
i_src = ohlc4

angle(_i_src) =>
    rad2degree = 180 / 3.14159265359  //pi 
    ang = rad2degree * math.atan((_i_src[0] - _i_src[1]) / ta.atr(14))
    ang

c_slope = angle(c_emaFast)

c_longSlope = c_slope >= i_slope
c_shortSlope = c_slope <= -i_slope

// Plot 
plotshape(c_hoffLong, style=shape.triangleup, location=location.belowbar, color=color.green, title = "Long Bar")
plotshape(c_hoffShort, style=shape.triangledown, location=location.abovebar, color=color.red, title = "Short Bar")

c_longCondition = c_hoffLong and c_emaLong and c_longSlope
c_shortCondition = c_hoffShort and c_emaShort and c_shortSlope

// Entry point
c_longEntryPrice = high * (1 + i_entryPerc)
c_shortEntryPrice = low * (1 - i_entryPerc)

// Exit point
c_longExitPrice = c_longEntryPrice * (1 + i_longProfitPerc)
c_shortExitPrice = c_shortEntryPrice * (1 - i_shortProfitPerc)

c_shortLiqPrice=c_shortEntryPrice * (1 + (1 / i_Leverage) - i_mntMargin)
c_longLiqPrice=c_longEntryPrice * (1 - (1 / i_Leverage) + i_mntMargin)

// StopLoss point
c_longStopPrice = low * (1 - i_entryPerc)
c_shortStopPrice = high * (1 + i_entryPerc)

c_longStopvsLiq = (c_longStopPrice > c_longLiqPrice) ? true : false
c_shortStopvsLiq = (c_shortStopPrice < c_shortLiqPrice) ? true : false

// Quantity of contracts
c_longDistSL = math.abs(c_longStopPrice - c_longEntryPrice) / c_longEntryPrice
c_shortDistSL = math.abs(c_shortEntryPrice - c_shortStopPrice) / c_shortEntryPrice

c_longQtyContractsT = (i_investment / c_longEntryPrice) / c_longDistSL
c_shortQtyContractsT = (i_investment / c_shortEntryPrice) / c_longDistSL

c_longQtyContractsUSD = (i_investment / c_longDistSL)
c_shortQtyContractsUSD = (i_investment / c_longDistSL)

longQtyContractsTicker=str.format("{0,number,#.###}", c_longQtyContractsT)
shortQtyContractsTicker=str.format("{0,number,#.###}", c_shortQtyContractsT)
longQtyContractsUSD=str.format("{0,number,#}", c_longQtyContractsUSD)
shortQtyContractsUSD=str.format("{0,number,#}", c_shortQtyContractsUSD)

// Plot order lines
var line EntryLine = na
var line StopLine = na
var line LiqLine = na
var line ExitLine = na

c_longLabelHeight=hl2 + 0.015*hl2
c_shortLabelHeight=hl2 - 0.015*hl2

c_short =c_shortCondition and barstate.isconfirmed and c_shortStopvsLiq
c_long = c_longCondition and barstate.isconfirmed and c_longStopvsLiq

if c_short
    label.new(x=bar_index, y=c_longLabelHeight, style=label.style_label_down,
         color=color.rgb(60, 60, 70), textcolor=color.white, size=size.large,
         text= "Short" + "\n\n Entry - " + str.tostring(c_shortEntryPrice, format.mintick) + "\nQty T   - " + str.tostring(shortQtyContractsTicker) + "\nQty $   - " + str.tostring(shortQtyContractsUSD) + "\nStop - " + str.tostring(c_shortStopPrice, format.mintick) + "\n  Exit - " + str.tostring(c_shortExitPrice, format.mintick) + "\n Liq - " + str.tostring(c_shortLiqPrice, format.mintick))
    EntryLine := line.new(bar_index, c_shortEntryPrice, bar_index + 5,c_shortEntryPrice, color = color.gray, width = 2)
    StopLine := line.new(bar_index, c_shortStopPrice, bar_index + 5, c_shortStopPrice, color = color.red, width = 2)
    LiqLine := line.new(bar_index, c_shortLiqPrice, bar_index + 5, c_shortLiqPrice, color = color.orange, width = 2)
    ExitLine := line.new(bar_index, c_shortExitPrice, bar_index + 5, c_shortExitPrice, color = color.green, width = 2)
    //HalfLine := line.new(bar_index, c_shortHalfStopPrice, bar_index + 5, c_shortHalfStopPrice, color = color.yellow, width = 2)

if c_long
    label.new(x=bar_index, y=c_shortLabelHeight, style=label.style_label_up,
         color=color.rgb(60, 60, 70), textcolor=color.white, size=size.large,
         text="Long" + "\n\n Entry - " + str.tostring(c_longEntryPrice, format.mintick) + "\nQty T  - " + str.tostring(longQtyContractsTicker) + "\nQty $  - " + str.tostring(longQtyContractsUSD) + "\nStop - " + str.tostring(c_longStopPrice, format.mintick) + "\n  Exit - " + str.tostring(c_longExitPrice, format.mintick) + "\n Liq - " + str.tostring(c_longLiqPrice, format.mintick))
    EntryLine := line.new(bar_index, c_longEntryPrice, bar_index + 5,c_longEntryPrice, color = color.gray, width = 2)
    StopLine := line.new(bar_index, c_longStopPrice, bar_index + 5, c_longStopPrice, color = color.red, width = 2)
    LiqLine := line.new(bar_index, c_longLiqPrice, bar_index + 5, c_longLiqPrice, color = color.orange, width = 2)
    ExitLine := line.new(bar_index, c_longExitPrice, bar_index + 5, c_longExitPrice, color = color.green, width = 2)

// Send out an alert if this candle meets our conditions
alertcondition((c_long) or c_short, title="condition Alert!", message="!! Long/Short order Alarm !!")

shouldPlaceOrderlong = c_long
BarsSincePlacingOrderlong = ta.barssince(shouldPlaceOrderlong)
CancelLong = BarsSincePlacingOrderlong == 5 and strategy.position_size == 0

shouldPlaceOrdershort = c_short
BarsSincePlacingOrdershort = ta.barssince(shouldPlaceOrdershort)
CancelShort = BarsSincePlacingOrdershort == 5 and strategy.position_size == 0
    
plotshape(CancelLong ? c_longLabelHeight : na, location=location.absolute, style=shape.labeldown, color=color.gray, textcolor=color.white, text="cancel\nlong", size=size.tiny)
plotshape(CancelShort ? c_shortLabelHeight : na, location=location.absolute, style=shape.labelup, color=color.gray, textcolor=color.white, text="cancel\nshort", size=size.tiny)

strategy.entry("Long", strategy.long, when=c_long)
strategy.exit("XLong", from_entry="Long", limit=c_longExitPrice)
strategy.cancel("Long", when = CancelLong)

strategy.entry("Short", strategy.short, when=c_short)
strategy.exit("XShort", from_entry="Short", limit=c_shortExitPrice)
strategy.cancel("Short", when = CancelShort)

if c_long
    alertsyntax_c_long='long Entry=' + str.tostring(c_longEntryPrice) + ' Stoploss [SL]=' + str.tostring(c_longStopPrice) + ' Exit [TP]=' + str.tostring(c_longExitPrice)
    alert(message=alertsyntax_c_long, freq=alert.freq_once_per_bar_close)
if c_short
    alertsyntax_c_short='short Entry=' + str.tostring(c_shortEntryPrice) + ' Stoploss [SL]=' + str.tostring(c_shortStopPrice) + ' Exit [TP]=' + str.tostring(c_shortExitPrice)
    alert(message=alertsyntax_c_short, freq=alert.freq_once_per_bar_close)
if CancelLong
    alertsyntax_cancellong='cancel long'
    alert(message=alertsyntax_cancellong, freq=alert.freq_once_per_bar_close)
if CancelShort
    alertsyntax_cancelshort='cancel short'
    alert(message=alertsyntax_cancelshort, freq=alert.freq_once_per_bar_close)

Answer 1

要在同一根蜡烛上开盘（收盘），您需要在顶部的策略行中添加：process_orders_on_close = true