Pine script 在pine脚本研究中添加跟踪停止损失
我希望在下面显示的pine脚本研究中添加止损和后续止损(最初由@quantnomad共享)。代码运行得很完美,但后续止损会给它带来更好的盈利因素Pine script 在pine脚本研究中添加跟踪停止损失,pine-script,Pine Script,我希望在下面显示的pine脚本研究中添加止损和后续止损(最初由@quantnomad共享)。代码运行得很完美,但后续止损会给它带来更好的盈利因素 //@version=3 study("Kozlod - Channel Break Out Alerts", overlay=true) // // author: Kozlod // date: 2018-03-16 // // Params length = input(title="Length", type=integer, minv
//@version=3
study("Kozlod - Channel Break Out Alerts", overlay=true)
//
// author: Kozlod
// date: 2018-03-16
//
// Params
length = input(title="Length", type=integer, minval=1, maxval=1000, defval=5)
// Calculate up/down bound
upBound = highest(high, length)
downBound = lowest(low, length)
// Initial signals
up = upBound > upBound[1]
down = downBound < downBound[1]
// Filter out signals if oposite signal is also on
up_filt = up and not down
down_filt = down and not up
// Filter out consecutive signals
prev = 0
prev := up_filt ? 1 : down_filt ? -1 : prev[1]
up_final = up_filt and prev[1] == -1
down_final = down_filt and prev[1] == 1
//////////////
// PLOTTING //
//////////////
plot(upBound, color = green)
plot(downBound, color = red)
plotshape(up_final, style = shape.arrowup, color = blue, location = location.belowbar)
plotshape(down_final, style = shape.arrowdown, color = red, location = location.abovebar)
// Create custom alserts
alertcondition(up_final, "up", "up")
alertcondition(down_final, "down", "down")
/@version=3
研究(“Kozlod-通道中断警报”,叠加=真)
//
//作者:科兹洛德
//日期:2018-03-16
//
//Params
长度=输入(title=“length”,type=integer,minval=1,maxval=1000,deffal=5)
//计算上界/下界
向上=最高(高,长度)
下行=最低(低,长度)
//初始信号
向上=向上>向上[1]
向下=向下<向下[1]
//如果oposite信号也打开,则过滤掉信号
向上过滤=向上而非向下
向下过滤=向下而不是向上
//滤除连续信号
prev=0
上一页:=上一页?1:下过滤器-1:prev[1]
向上最终=向上过滤和上[1]=-1
向下\最终=向下\过滤和上一个[1]==1
//////////////
//策划//
//////////////
绘图(向上,颜色=绿色)
绘图(向下,颜色=红色)
plotshape(向上\最终,样式=shape.arrow向上,颜色=蓝色,位置=位置。下图)
plotshape(向下\最终,样式=shape.arrowdown,颜色=红色,位置=位置。条形图上方)
//创建自定义alserts
alertcondition(向上\最终“向上”、“向上”)
alertcondition(下降\最终“下降”、“下降”)