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[英]How to modify the code in TradingView Pine Realize trailing stop loss and profit?
[英]How to force a "Buy-Signal" to reactivate ASAP after a Trailing Stop-Loss closes in profit, if conditions for initial Entry are still being met?
我正在构建基于秒的策略(目前使用 5 秒蜡烛来限制警报数量),它在回溯测试中效果很好,但我认为它可以进一步优化。
假设我使用一个指标来触发一个简单的buySignal
和sellSignal
(一个必须跟随另一个而不重复),我已经根据这些信号设置了我的strategy.entry/close
(duh.) 并添加了一个追踪止损useTrailStop
太紧以至于它经常退出(80% 的时间获利)在进入后(1 秒或 5 秒)一根、两根,也许最多三根蜡烛。
好吧,很酷,我赚了很多钱,而且随着时间的推移它在稳定增长,但是我错过了每一个大的价格波动,因为获利回吐发生得太快了,下一个buySignal
只能在跟随sellSignal
。 所以...
如果我最初的多头入场条件仍然满足,是否有任何方法可以重新激活我的买入信号以在退出后尽快触发?
代码来了,精简到最基本的部分。
// Risk management inputs (settings) :
//If one of you knows how to translate this part in percentages, something about input.float I think, I'd love to know.
inpTrailStop = input(defval = 200, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)
// === RISK MANAGEMENT Back-end ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na
useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na
// Strategy backtesting signals Buy / Close :
strategy.entry("Long", strategy.long, 1, when=buySignal)
strategy.close("Long", when=sellSignal)
// === STRATEGY RISK MANAGEMENT EXECUTION ===
strategy.exit("Exit Long", from_entry = "Long", trail_points = useTrailStop, trail_offset = useTrailOffset )
这个想法是用strategy.exit
监控最后一笔关闭的交易(在这种情况下关闭交易的注释将是“Trail”),并检查 position 是否已更改,然后输入 Long。
// Strategy backtesting signals Buy / Close :
if (buySignal) or (ta.change(strategy.closedtrades) and strategy.closedtrades.exit_comment(strategy.closedtrades -1) == "Trail")
strategy.entry("Long", strategy.long, 1)
if sellSignal
strategy.close("Long")
// === STRATEGY RISK MANAGEMENT EXECUTION ===
strategy.exit("Exit Long", from_entry = "Long", trail_points = useTrailStop, trail_offset = useTrailOffset, comment = "Trail")
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