隨機松腳本策略

Question

大家好，希望你們做得好，

我正在嘗試編寫一個策略，當 k 處於超買區域並越過 d 時做多，而做空則相反

但我是新手，如果交叉發生在超買區域，我現在不知道如何寫多頭入場。

謝謝大家，

Answer 1

我編寫了以下代碼，以獲得當 k 處於超買區域並越過 d 時做多的策略結果，反之則做空。 在代碼注釋中添加了更多詳細信息。

//@version=5
strategy("Stochastic Strategy", overlay=true)
//Stochastic Inputs
length = input.int(14, minval=1)
OverBought = input(80)
OverSold = input(20)
smoothK = 3
smoothD = 3
k = ta.sma(ta.stoch(close, high, low, length), smoothK)
d = ta.sma(k, smoothD)
//Rule to define crossover /crossunder
co = ta.crossover(k,d)
cu = ta.crossunder(k,d)

if (not na(k) and not na(d))
    //code to define if k is in overbought zone and k crossover d and enter a long trade
    if (co and k < OverSold)
        strategy.entry("StochLE", strategy.long, comment="StochLE")
    //code to define if k is in oversold zone and k crossunder d and enters a short trade
    if (cu and k > OverBought)
        strategy.entry("StochSE", strategy.short, comment="StochSE")