Pine script 管理多头和空头订单，如LucF PineCoders回测交易引擎
我正试图在学习模式下完成交易方向（长/短/两者），就像LucF和PineCoders所做的那样 问题：Pine script 管理多头和空头订单，如LucF PineCoders回测交易引擎,pine-script,Pine Script,我正试图在学习模式下完成交易方向（长/短/两者），就像LucF和PineCoders所做的那样 问题： 当我选择“仅多头”时，我希望它只显示多头交易，但这不是因为缺少在多头交易中找到蜡烛范围的部分。如果你检查我上面给出的链接（反向测试和交易引擎[PineCoders]），LucF使用InLong、InShort和InTrade变量。问题是他的代码对我来说太旧，太过复杂，我不知道如何重新创建它 我说的是过度工程化，因为他的代码包括金字塔、滑动和其他现在内置在TradingView中的东西，可能
- 当我选择“仅多头”时，我希望它只显示多头交易，但这不是因为缺少在多头交易中找到蜡烛范围的部分。如果你检查我上面给出的链接（反向测试和交易引擎[PineCoders]），LucF使用InLong、InShort和InTrade变量。问题是他的代码对我来说太旧，太过复杂，我不知道如何重新创建它
- 条形图着色部分不起作用，并且它当前已被注释，因此代码可以编译。问题与上面的描述相同。我需要知道我是在做多还是做空，或者根本不在交易中。我不知道如何完成那部分
/@version=4
//@作者=团队交易1
研究（“未来策略”，叠加=真实，精度=6）
//-------常数{
//----输入选项
var string ON=“ON”
var string OFF=“OFF”
var string TD1=“两者”
var string TD2=“仅长”
var string TD3=“仅限短裤”
//----颜色常数
var color C#U AQUA=#0080FFff
变量颜色C#U黑色=#000000 ff
变量颜色C#U蓝=#013BCAff
var color C#U珊瑚=#FF8080ff
var color C#U GOLD=#CCCC00ff
变量颜色C#U灰色=#80FF
变量颜色C#U深绿色=#006400ff
变量颜色C#U绿色=#008000ff
变量颜色C#U石灰=#00FF00ff
var color C#U栗色=#800000 ff
变量颜色C#U橙色=#FF8000ff
变量颜色C#U粉色=#FF0080ff
变量颜色C#U深#U红=#8B0000ff
变量颜色C#U红色=#FF0000ff
变量颜色C#U紫色=#AA00FFff
变量颜色C#U黄色=#FFFF00ff
变量颜色C#U白色=#FFFFFF FF
var color C_UPTREND=color.new（color.green，80）
var color C_下降趋势=color.new（color.red，80）
var color C_HARDEXIT=color.new（color.maroon，25）
// }
//-------输入{
//----参赛作品
var string GP1=“条目”
字符串i_tradeDirection=输入（TD1，“交易方向”，选项=[TD1，TD2，TD3]，组=GP1）
//----用户选择的交易方向
var bool doLongs=（i_tradeDirection==TD2或i_tradeDirection==TD1）
var bool doShorts=（i_tradeDirection==TD3或i_tradeDirection==TD1）
// }
//-------功能{
//-----函数将OHLC四舍五入到刻度精度
f_roundedToTickOHLC（）=>
float _op=round（open/syminfo.mintick）*syminfo.mintick
浮动高度=圆形（高度/符号信息.mintick）*符号信息.mintick
浮点数_lo=圆形（低位/符号信息.mintick）*符号信息.mintick
浮动_cl=圆形（关闭/syminfo.mintick）*syminfo.mintick
[_op，_hi，_lo，_cl]
//----用于HTF数据重新绘制/非重新绘制版本的函数
f_安全性（_符号、_分辨率、_src、_重绘）=>
安全性（_-symbol，_-resolution，_-src[_-repaint？0:barstate.isrealtime？1:0]）[_-repaint？0:barstate.isrealtime？0:1]
// }
//-------计算{
//-----四舍五入价格
[rOpen，rHigh，rLow，rClose]=f_roundedToTickOHLC（）
//----电视内置MACD代码
fastLength=12
慢长=26
麦德伦=9
MACD=ema（闭合，快速长度）-ema（闭合，慢速长度）
AMCD=ema（MACD，MACDLength）
//----过滤器
filterLong=MACD>0
filterShort=MACD<0
//----参赛作品
enterLong=交叉（MACD，0）
enterShort=crossunder（MACD，0）
//----停止
atr=atr（14）
stopLong=min（最低（5），min（关闭，打开）-atr*1.5
stopShort=最大值（最高（5），最大值（关闭，打开）+atr*1.5）
//----出口
exitLong=交叉（MACD、AMCD）和MACD>0
exitShort=交叉（MACD、AMCD）和MACD<0
//-----确定我们是否已进入交易和传播状态，直到我们退出
longEntryTrigger=doLongs
shortEntryTrigger=doShorts
bool inLong=false
bool inShort=false
//stoppedCondition=（（inLong和rCloseInTradeStop[shortEntryTrigger[1]？0:1]））
exitTradeCondition=（inLong和exitLong）或（inShort和exitShort）
exitCondition=exitTradeCondition//stoppedCondition或exitTradeCondition
inLong:=longEntryTrigger[1]或（inLong[1]且不存在条件[1]）
inShort:=shortEntryTrigger[1]或（inShort[1]且不存在条件[1]）
entryPrice=valuewhen（enterLong或enterShort，close，0）
// }
//-------情节{
//----潮流背景色
bgcolor（filterLong？C_上升趋势：filterShort？C_下降趋势：na，title=“趋势背景色”）
//入口价格颜色
绘图（entryPrice，title=“Entry Price”，color=color.blue，style=plot.style\u圆圈，线宽=2）
//硬出口颜色
绘图（stopLong，title=“硬退出价格”，color=color.orange，style=plot.style\u圆圈，线宽=2）
//----入口背景色
plotshape（enterLong，title=“Main BUY”，style=shape.triangleup，location=location.belowbar，color=color.green，size=size.large）
plotshape（enterShort，title=“Main SELL”，style=shape.triangledown，location=location.overbar，color=color.red，size=size.large）
plotshape（exitLong，title=“Close BUY”，style=shape.diamond，location=location.overbar，color=color.green，size=size.large）
plotshape（exitShort，title=“Close SELL”，style=shape.diamond，location=location.belowbar，color=color.red，size=size.large）
//进场价=石灰色
//非交易时为灰色
//深绿色
//@version=4
//@author=TeamTrading1
study("Futures Strategy", overlay = true, precision = 6)
// —————————— Constants {
// ————— Input options
var string ON = "On"
var string OFF = "Off"
var string TD1 = "Both"
var string TD2 = "Longs Only"
var string TD3 = "Shorts Only"
// ————— Color constants
var color C_AQUA = #0080FFff
var color C_BLACK = #000000ff
var color C_BLUE = #013BCAff
var color C_CORAL = #FF8080ff
var color C_GOLD = #CCCC00ff
var color C_GRAY = #808080ff
var color C_DARK_GREEN = #006400ff
var color C_GREEN = #008000ff
var color C_LIME = #00FF00ff
var color C_MAROON = #800000ff
var color C_ORANGE = #FF8000ff
var color C_PINK = #FF0080ff
var color C_DARK_RED = #8B0000ff
var color C_RED = #FF0000ff
var color C_VIOLET = #AA00FFff
var color C_YELLOW = #FFFF00ff
var color C_WHITE = #FFFFFFff
var color C_UPTREND = color.new(color.green, 80)
var color C_DOWNTREND = color.new(color.red, 80)
var color C_HARDEXIT = color.new(color.maroon, 25)
// }
// —————————— Inputs {
// ————— Entries
var string GP1 = "Entries"
string i_tradeDirection = input(TD1, "Trade Direction", options = [TD1, TD2, TD3], group = GP1)
// ————— User-selected trade directions
var bool doLongs = (i_tradeDirection == TD2 or i_tradeDirection == TD1)
var bool doShorts = (i_tradeDirection == TD3 or i_tradeDirection == TD1)
// }
// —————————— Functions {
// ————— Functions rounding OHLC to tick precision
f_roundedToTickOHLC() =>
float _op = round(open / syminfo.mintick) * syminfo.mintick
float _hi = round(high / syminfo.mintick) * syminfo.mintick
float _lo = round(low / syminfo.mintick) * syminfo.mintick
float _cl = round(close / syminfo.mintick) * syminfo.mintick
[_op, _hi, _lo, _cl]
// ————— Function for a repainting/non-repainting version of the HTF data
f_security(_symbol, _resolution, _src, _repaint) =>
security(_symbol, _resolution, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
// }
// —————————— Calculations {
// ————— Get rounded prices
[rOpen, rHigh, rLow, rClose] = f_roundedToTickOHLC()
// ————— TV built-in MACD code
fastLength = 12
slowlength = 26
MACDLength = 9
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
// ————— Filter
filterLong = MACD > 0
filterShort = MACD < 0
// ————— Entries
enterLong = crossover(MACD, 0)
enterShort = crossunder(MACD, 0)
// ————— Stops
atr = atr(14)
stopLong = min(lowest(5), min(close, open) - atr * 1.5)
stopShort = max(highest(5), max(close, open) + atr * 1.5)
// ————— Exits
exitLong = crossunder(MACD, aMACD) and MACD > 0
exitShort = crossover(MACD, aMACD) and MACD < 0
// ————— Determine if we have entered a trade and propagate state until we exit
longEntryTrigger = doLongs
shortEntryTrigger = doShorts
bool inLong = false
bool inShort = false
//stoppedCondition = ((inLong and rClose < InTradeStop[longEntryTrigger[1] ? 0 : 1]) or (InShort and rClose > InTradeStop[shortEntryTrigger[1] ? 0 : 1]))
exitTradeCondition = (inLong and exitLong) or (inShort and exitShort)
exitCondition = exitTradeCondition // stoppedCondition or exitTradeCondition
inLong := longEntryTrigger[1] or (inLong[1] and not exitCondition[1])
inShort := shortEntryTrigger[1] or (inShort[1] and not exitCondition[1])
entryPrice = valuewhen(enterLong or enterShort, close, 0)
// }
// —————————— Plots {
// ————— Trend Background Colors
bgcolor(filterLong ? C_UPTREND : filterShort ? C_DOWNTREND : na, title = "Trend Background Colors")
// Entry Price Colors
plot(entryPrice, title = "Entry Price", color = color.blue, style = plot.style_circles, linewidth = 2)
// Hard Exit Colors
plot(stopLong, title = "Hard Exit Price", color = color.orange, style = plot.style_circles, linewidth = 2)
// ————— Entry Background Colors
plotshape(enterLong, title = "Main BUY", style = shape.triangleup, location = location.belowbar, color = color.green, size = size.large)
plotshape(enterShort, title = "Main SELL", style = shape.triangledown, location = location.abovebar, color = color.red, size = size.large)
plotshape(exitLong, title = "Close BUY", style = shape.diamond, location = location.abovebar, color = color.green, size = size.large)
plotshape(exitShort, title = "Close SELL", style = shape.diamond, location = location.belowbar, color = color.red, size = size.large)
// entry price = lime colored
// gray when not in a trade
// dark green when the candle close is below the entry price (in a loss)
// light green when the candle close is above the entry price (in a win position)
// dark red when the candle close is above the entry price (in a loss)
// light red when the candle close is below the entry price (in a win position)
var color c = na
// if signal == 0
// c := c_NOT_IN_TRADE
// if signal == 1 and close < entryPrice
// c := c_LONG_ABOVE_ENTRYPRICE
// else if signal == 1 and close > entryPrice
// c := c_LONG_BELOW_ENTRYPRICE
// else if signal == -1 and close > entryPrice
// c := c_SHORT_BELOW_ENTRYPRICE
// else if signal == -1 and close < entryPrice
// c := c_SHORT_ABOVE_ENTRYPRICE
// barcolor(c, title = "Trade State Bar Coloring")
// —————————— Alerts {
alertcondition(enterLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(enterShort, title = "Sell Alert", message = "Sell Alert")
alertcondition(exitLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(exitShort, title = "Sell Alert", message = "Sell Alert")
// }
//@version=4
//@author=TeamTrading1
study("Futures Strategy", overlay = true, precision = 6)
// —————————— Constants {
// ————— Input options
var string ON = "On"
var string OFF = "Off"
var string TD1 = "Both"
var string TD2 = "Longs Only"
var string TD3 = "Shorts Only"
// ————— Color constants
var color C_AQUA = #0080FFff
var color C_BLACK = #000000ff
var color C_BLUE = #013BCAff
var color C_CORAL = #FF8080ff
var color C_GOLD = #CCCC00ff
var color C_GRAY = #808080ff
var color C_DARK_GREEN = #006400ff
var color C_GREEN = #008000ff
var color C_LIME = #00FF00ff
var color C_MAROON = #800000ff
var color C_ORANGE = #FF8000ff
var color C_PINK = #FF0080ff
var color C_DARK_RED = #8B0000ff
var color C_RED = #FF0000ff
var color C_VIOLET = #AA00FFff
var color C_YELLOW = #FFFF00ff
var color C_WHITE = #FFFFFFff
var color C_UPTREND = color.new(color.green, 80)
var color C_DOWNTREND = color.new(color.red, 80)
var color C_HARDEXIT = color.new(color.maroon, 25)
// }
// —————————— Inputs {
// ————— Entries
var string GP1 = "Entries"
string i_tradeDirection = input(TD1, "Trade Direction", options = [TD1, TD2, TD3], group = GP1)
// ————— User-selected trade directions
var bool doLongs = (i_tradeDirection == TD2 or i_tradeDirection == TD1)
var bool doShorts = (i_tradeDirection == TD3 or i_tradeDirection == TD1)
// }
// —————————— Functions {
// ————— Functions rounding OHLC to tick precision
f_roundedToTickOHLC() =>
float _op = round(open / syminfo.mintick) * syminfo.mintick
float _hi = round(high / syminfo.mintick) * syminfo.mintick
float _lo = round(low / syminfo.mintick) * syminfo.mintick
float _cl = round(close / syminfo.mintick) * syminfo.mintick
[_op, _hi, _lo, _cl]
// ————— Function for a repainting/non-repainting version of the HTF data
f_security(_symbol, _resolution, _src, _repaint) =>
security(_symbol, _resolution, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
// }
// —————————— Calculations {
// ————— Get rounded prices
[rOpen, rHigh, rLow, rClose] = f_roundedToTickOHLC()
// ————— TV built-in MACD code
fastLength = 12
slowlength = 26
MACDLength = 9
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
// ————— Filter
filterLong = MACD > 0
filterShort = MACD < 0
// ————— States
var float entryPrice = na
var bool inLong = false
var bool inShort = false
bool inTrade = inLong or inShort
// ————— Entries
enterLong = doLongs and not inTrade and crossover(MACD, 0)
enterShort = doShorts and not inTrade and crossunder(MACD, 0)
// ————— Stops
atr = atr(14)
stopLong = min(lowest(5), min(close, open) - atr * 1.5)
stopShort = max(highest(5), max(close, open) + atr * 1.5)
// ————— Exits
exitLong = inLong and ((crossunder(MACD, aMACD) and MACD > 0) or close < stopLong[1])
exitShort = inShort and ((crossover(MACD, aMACD) and MACD < 0) or close > stopShort[1])
if enterLong
inLong := true
entryPrice := close
else if enterShort
inShort := true
entryPrice := close
else if exitLong
inLong := false
entryPrice := na
else if exitShort
inShort := false
entryPrice := na
// }
// —————————— Plots {
// ————— Trend Background Colors
bgcolor(filterLong ? C_UPTREND : filterShort ? C_DOWNTREND : na, title = "Trend Background Colors")
// Entry Price Colors
plot(entryPrice, title = "Entry Price", color = color.blue, style = plot.style_circles, linewidth = 2)
// Hard Exit Colors
plot(inLong ? stopLong : inShort ? stopShort : na, title = "Hard Exit Price", color = color.orange, style = plot.style_circles, linewidth = 2)
// ————— Entry Background Colors
plotshape(enterLong, title = "Main BUY", style = shape.triangleup, location = location.belowbar, color = color.green, size = size.large)
plotshape(enterShort, title = "Main SELL", style = shape.triangledown, location = location.abovebar, color = color.red, size = size.large)
plotshape(exitLong, title = "Close BUY", style = shape.diamond, location = location.abovebar, color = color.green, size = size.large)
plotshape(exitShort, title = "Close SELL", style = shape.diamond, location = location.belowbar, color = color.red, size = size.large)
// —————————— Alerts {
alertcondition(enterLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(enterShort, title = "Sell Alert", message = "Sell Alert")
alertcondition(exitLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(exitShort, title = "Sell Alert", message = "Sell Alert")
// }