松脚本。 用于追踪止损和部分止盈的 strategy.exit

Question

我试图在我的策略上有两个退出，一个作为部分止盈，另一个作为追踪止损。 但是我在网上找到了一些代码，我试图把它放在一起，但是追踪止损不起作用。 它接缝与代码的顺序有关。 因为如果我在部分止盈之前执行追踪止损，追踪止损有效，但部分 TP 无效。 我会很感激一些帮助。 谢谢你。

//@version=5
strategy("BASE", overlay=true, initial_capital = 1000)

//######################################################################################## TIME RANGE ######################################################################################
FromDay=input.int(defval=18,title="FromDay",minval=1,maxval=31)
FromMonth=input.int(defval=8,title="FromMonth",minval=1,maxval=12)
FromYear=input.int(defval=2021,title="FromYear",minval=2016)
dateCond = (time >= timestamp('GMT+10', FromYear,FromMonth, FromDay, 00, 00))
//######################################################################################## TIME RANGE ######################################################################################

//######################################################################################## STRATEGY ########################################################################################
// 3 rsi strategy , when all of them are overbought we sell, and vice versa

if ta.crossover(ta.ema(close,20),ta.ema(close,100)) and dateCond
    strategy.entry("BUY", strategy.long)

if ta.crossunder(ta.ema(close,20),ta.ema(close,100)) and dateCond
    strategy.entry("SELL", strategy.short)


//######################################################################################## STRATEGY ########################################################################################

//######################################################################################## TRAILING STOP AND TAKE PROFIT #################################################################
//Trailing Stop
longTrailPerc  = input.float(title='Trailing Long Loss (%)', minval=0.0, step=0.1, defval=1) * 0.01
shortTrailPerc = input.float(title='Trailing Short Loss (%)', minval=0.0, step=0.1, defval=1) * 0.01

longStopPrice = 0.0
shortStopPrice = 0.0

longStopPrice := if strategy.position_size > 0
    stopValue = close * (1 - longTrailPerc)
    math.max(stopValue, longStopPrice[1])
else
    0
shortStopPrice := if strategy.position_size < 0
    stopValue = close * (1 + shortTrailPerc)
    math.min(stopValue, shortStopPrice[1])
else
    999999
//################################################################### Partial Take Profit ############################
percentAsPoints(pcnt) =>
    strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)

lossPnt = percentAsPoints(2)

strategy.exit("x1", qty_percent = 50, profit = percentAsPoints(5), comment = "Loss")//, loss = lossPnt)
strategy.exit("x2", qty_percent = 25, profit = percentAsPoints(20), comment = "Loss")//, loss = lossPnt)
strategy.exit("x3", qty_percent = 25, profit = percentAsPoints(30), comment = "Loss")//, loss = lossPnt)
strategy.exit("x4", profit = percentAsPoints(4), comment = "Loss")//, loss = lossPnt)

profitPercent(price) =>
    posSign = strategy.position_size > 0 ? 1 : strategy.position_size < 0 ? -1 : 0
    (price - strategy.position_avg_price) / strategy.position_avg_price * posSign * 100

p1 = plot(profitPercent(high), style=plot.style_linebr, title = "open profit % upper bound")
p2 = plot(profitPercent(low), style=plot.style_linebr, title = "open profit % lower bound")
fill(p1, p2, color = color.red)
//####################################################################### Execution ################################
if strategy.position_size > 0
    strategy.exit(id='Trailing', stop=longStopPrice, alert_message="close BTCUSDT a=usdm")
    
if strategy.position_size < 0
    strategy.exit(id='Trailing', stop=shortStopPrice, alert_message="close BTCUSDT a=usdm")

Answer 1

您的尾随 SL 代码看起来正确

你写了相同的 strategy.exit ID

if strategy.position_size > 0
    strategy.exit(id='Trailing Long', stop=longStopPrice, alert_message="close BTCUSDT a=usdm")
    
if strategy.position_size < 0
    strategy.exit(id='Trailing Short', stop=shortStopPrice, alert_message="close BTCUSDT a=usdm")

2/ 在下面的情况下，x4 退出将不会执行，因为 x1 正在关闭初始 position 的 50%，x2 初始 position 的 25% 和 x3 初始 Z4757FE07FD492A8BEEZA8 的 25%。 所以......没有什么可以让 x4 关闭

strategy.exit("x1", qty_percent = 50, profit = percentAsPoints(5), comment = "Loss")//, loss = lossPnt)
strategy.exit("x2", qty_percent = 25, profit = percentAsPoints(20), comment = "Loss")//, loss = lossPnt)
strategy.exit("x3", qty_percent = 25, profit = percentAsPoints(30), comment = "Loss")//, loss = lossPnt)
strategy.exit("x4", profit = percentAsPoints(4), comment = "Loss")//, loss = lossPnt)