Pine script 如何为过滤器订单使用回测线?松树

Pine script 如何为过滤器订单使用回测线?松树,pine-script,back-testing,Pine Script,Back Testing,我有战略中的“净利润”线,我喜欢在这条线上使用ema cross来过滤真实订单。不幸的是,我不知道如何完成脚本来完成它必须做的事情。这是代码。THX求救 strategy.entry("long", strategy.long, when=longCond==true) strategy.entry("short", strategy.short, when=shortCond==true) strategy.close("long",

我有战略中的“净利润”线,我喜欢在这条线上使用ema cross来过滤真实订单。不幸的是,我不知道如何完成脚本来完成它必须做的事情。这是代码。THX求救

strategy.entry("long", strategy.long, when=longCond==true)
strategy.entry("short", strategy.short, when=shortCond==true)
strategy.close("long", when = shortCond==true)
strategy.close("short", when = longCond==true)


loss = strategy.grossloss //GROSS LOSS SINCE START 
gain = strategy.grossprofit //GROSS LOSS SINCE START
lmax = 0.
lmax := max(loss,nz(loss[1]))

gmax = 0.
gmax := max(gain,nz(gain[1]))


zisk = gmax - lmax


plot(zisk, "zisk", color.purple,2,transp=0)
// short ma
maFastSource   = zisk
maFastLength   = input(defval = 13, title = "Fast MA Period", minval = 1)

// long ma
maSlowSource   = zisk
maSlowLength   = input(defval = 48, title = "Slow MA Period", minval = 1)
// === Vars and Series ===
fastMA = ema(maFastSource, maFastLength)
slowMA = ema(maSlowSource, maSlowLength)

plot(fastMA,"fastma", color.blue,2,transp=0)
plot(slowMA,"slowma", color.purple,2,transp=0)
positiveprofit = crossover(fastMA, slowMA)
negativeprofit = crossunder(fastMA, slowMA)