如何在 Pine Script 中出现一个信号后触发仓位

Question

请帮我： 我的策略很简单。

多头头寸： signal=> 穿越“Bollinger Bound”的下限 位置触发器=> 蜡烛收盘价高于“Donchian Channels(13)” - 信号发生后

空头头寸： signal=> 穿越“Bollinger Bound”的上限 位置触发器=> 蜡烛收盘价低于“Donchian Channels(13)” - 信号发生后

给出交易信号（signalLong 或 signalLong）后，我等待触发（close>DC_basis 或 close>DC_basis）。我已经使用 ta.barsince 函数编写了这个。

signalLong :=   low<lower 
signalShort :=  high>upper 

since_signalLong = 0
since_signalShort = 0
since_signalLong := ta.barssince(ta.change(signalLong))
since_signalShort := ta.barssince(ta.change(signalShort))

enterLong = false
enterShort = false
enterLong := signalLong[since_signalLong+1] and close > DC_basis
enterShort :=  signalShort[since_signalShort+1]  and  close < DC_basis

但触发器被激活后，它会在所有后续蜡烛上进行交易。

如果收盘价 > DC_basis 然后执行多头头寸 (enterLong) //它检查 since_signalShort+1 根蜡烛前的信号（信号在第一次交叉后保持真实直到结束） if close < DC_basis then execute Short position (enterShort) //它检查 since_signalShort+1 根蜡烛前的信号（信号在第一次交叉后保持真实直到结束）

在我看来，这个问题是触发后信号保持“真实”。

我不知道如何在开仓后处理入市信号（enterLong 或 enterShort）。

/@version=5
strategy(title="myStrategy", overlay=true, pyramiding=10)

///////////////BB
length = input.int(20, minval=1)
src = input(close, title="Source")
mult = input.float(3.0, minval=0.001, maxval=50, title="StdDev")
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input.int(0, "Offset", minval = -500, maxval = 500)
//plot(basis, "Basis", color=#FF6D00, offset = offset)
p1 = plot(upper, "Upper", color=#2962FF, offset = offset)
p2 = plot(lower, "Lower", color=#2962FF, offset = offset)
//fill(p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))
///////////////BB

///////////////DC
DC_length = input.int(13, minval=1)
DC_lower = ta.lowest(DC_length)
DC_upper = ta.highest(DC_length)
DC_basis = math.avg(DC_upper, lower)
plot(DC_basis, "Basis", color=#FF6D00,linewidth = 2)
///////////////DC

signalLong= false
signalShort = false
signalLong :=   low<lower 
signalShort :=  high>upper 

plot(signalLong  ? low :na , color=color.green,style=plot.style_cross, linewidth  = 5)
plot(signalShort   ? high :na , color=color.red,style=plot.style_cross, linewidth  = 5)

since_signalLong = 0
since_signalShort = 0
since_signalLong := ta.barssince(ta.change(signalLong))
since_signalShort := ta.barssince(ta.change(signalShort))

enterLong = false
enterShort = false
enterLong := signalLong[since_signalLong+1] and close > DC_basis
enterShort :=  signalShort[since_signalShort+1]  and  close < DC_basis

plot(enterLong  ? low :na , color=color.green,style=plot.style_circles, linewidth  = 5)
plot(enterShort ? high :na , color=color.red,style=plot.style_circles, linewidth  = 5)

不正确的

enter image description here

正确的 enter image description here

Answer 1

听起来你正在寻找 ta.crossover() 和 ta.crossunder() 函数，只有在交叉时才会触发条件：

signalLong := ta.crossunder(low, lower)
signalShort := ta.crossover(high, upper)