[英]why this pinescript strategy does show 'no data'
//我已按照上一个问题的建议更正了代码。 我还为正确显示的测试添加了一些价格//标签。 该策略虽然说没有数据,但它在最后一天有一个//条目(?。),我试图在箭头向上进入并在箭头//向下时退出。 没有金字塔。 建议是//赞赏。谢谢。
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © george10001000
//@version=5
strategy("test1", overlay=true,initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100,process_orders_on_close=true)
backTestStart=input.time(timestamp("1 Jan 2022 12:00"), title="Start backtest")
//==Nadaraya====
length = input.float(500,'Window Size',maxval=500,minval=0)
h = input.float(8.,'Bandwidth')
mult = input.float(3.)
src = input.source(close,'Source')
var condL=false
var condS=false
var longCondition=bool(false)
var shortCondition=bool(false)
up_col = input.color(#39ff14,'Colors',inline='col')
dn_col = input.color(#ff1100,'',inline='col')
//----
n = bar_index
var k = 2
var upper = array.new_line(0)
var lower = array.new_line(0)
lset(l,x1,y1,x2,y2,col)=>
line.set_xy1(l,x1,y1)
line.set_xy2(l,x2,y2)
line.set_color(l,col)
line.set_width(l,2)
if barstate.islastconfirmedhistory
for i = 0 to length/k-1
array.push(upper,line.new(na,na,na,na))
array.push(lower,line.new(na,na,na,na))
//----
line up = na
line dn = na
//----
cross_up = 0.
cross_dn = 0.
if barstate.islastconfirmedhistory
y = array.new_float(0)
sum_e = 0.
for i = 0 to length-1
sum = 0.
sumw = 0.
for j = 0 to length-1
w = math.exp(-(math.pow(i-j,2)/(h*h*2)))
sum += src[j]*w
sumw += w
y2 = sum/sumw
sum_e += math.abs(src[i] - y2)
array.push(y,y2)
mae = sum_e/length*mult
for i = 1 to length-1
y2 = array.get(y,i)
y1 = array.get(y,i-1)
up := array.get(upper,i/k)
dn := array.get(lower,i/k)
lset(up,n-i+1,y1 + mae,n-i,y2 + mae,up_col)
lset(dn,n-i+1,y1 - mae,n-i,y2 - mae,dn_col)
if src[i] > y1 + mae and src[i+1] < y1 + mae
label.new(n-i,src[i],'▼',color=#00000000,style=label.style_label_down,textcolor=dn_col,textalign=text.align_center)
label.new(n-i,src[i]+30,str.tostring(close[i],".#"),color=#00000000,style=label.style_label_down,textcolor=dn_col,textalign=text.align_center)
condL:=true
longCondition :=condL and time>backTestStart
if (longCondition)
strategy.entry("Long", strategy.long)
condL:=false
if src[i] < y1 - mae and src[i+1] > y1 - mae
label.new(n-i,src[i],'▲',color=#00000000,style=label.style_label_up,textcolor=up_col,textalign=text.align_center)
label.new(n-i,src[i]-30,str.tostring(close[i],".#"),color=#00000000,style=label.style_label_up,textcolor=up_col,textalign=text.align_center)
condS:=true
shortCondition:=true
if shortCondition
strategy.close_all()
condS:=false
//======================
cross_up := array.get(y,0) + mae
cross_dn := array.get(y,0) - mae
//=============test
//plotchar(condL,char="D",color=color.white)
alertcondition(ta.crossover(src,cross_up),'Down','Down')
alertcondition(ta.crossunder(src,cross_dn),'Up','Up')
//----
var tb = table.new(position.top_right, 1, 1 , bgcolor = #35202b)
由于您单开 position 且没有平仓交易,没有足够的数据来计算策略报告,所以no data
。
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