当价格上涨或下跌 X% 时退出松树策略

Question

你好，我正在尝试创建一个松树策略，一旦价格上涨 3% 或下跌 1% 就会平仓，任何人都可以指导这就是我目前所拥有的

//@version=5


startDate = input(title="Start Date",defval=15)
startMonth = input(title="Start Month",defval=1)
startYear = input(title="Start Year",defval=2023)
afterStartDate = (time >= timestamp(syminfo.timezone,startYear, startMonth, startDate, 0, 0))
investment = input.int(defval=1000, title='INVESTMENT USDT')
comm=0.08


strategy('BS WAB with lines', shorttitle='WAB', overlay=true, default_qty_value = 1000, commission_type = strategy.commission.percent, commission_value = comm)


// Definitions: Price and Timeframes
src = input(close, title='Source')
resolution = timeframe.period
price = request.security(syminfo.tickerid, resolution, src)

// Defintions: Moving Average periods and types
ma1Period = input.int(defval=8, title='Period', inline='1', group='Moving Averages: Zone 1')
ma1Type = input.string(defval='EMA', title='Type', options=['EMA', 'SMA', 'WMA', 'HMA', 'LIN'], tooltip='MA Smoothing', inline='1', group='Moving Averages: Zone 1')

ma2Period = input.int(defval=21, title='Period', inline='2', group='Moving Averages: Zone 1')
ma2Type = input.string(defval='EMA', title='Type', options=['EMA', 'SMA', 'WMA', 'HMA', 'LIN'], tooltip='MA Smoothing', inline='2', group='Moving Averages: Zone 1')


// Moving Average Calculation
ma1 = ma1Type == 'EMA' ? ta.ema(price, ma1Period) : ma1Type == 'SMA' ? ta.sma(price, ma1Period) : ma1Type == 'WMA' ? ta.wma(price, ma1Period) : ma1Type == 'HMA' ? ta.hma(price, ma1Period) : ma1Type == 'LIN' ? ta.linreg(price, ma1Period, 0) : na
ma2 = ma2Type == 'EMA' ? ta.ema(price, ma2Period) : ma2Type == 'SMA' ? ta.sma(price, ma2Period) : ma2Type == 'WMA' ? ta.wma(price, ma2Period) : ma2Type == 'HMA' ? ta.hma(price, ma2Period) : ma2Type == 'LIN' ? ta.linreg(price, ma2Period, 0) : na

// Definitions: Trends
TrendUp1() =>
    ma1 > ma2
TrendDown1() =>
    ma1 < ma2

trendColor1 = TrendUp1() ? color.green : TrendDown1() ? color.red : color.blue

p_ma1 = plot(ma1)
p_ma2 = plot(ma2)
fill(p_ma1, p_ma2, color=trendColor1)


plotshape(ma1 > ma2 and ma1[1] < ma2[1], style=shape.triangleup, color= color.rgb(59, 255, 108), size=size.small, text="B", location=location.belowbar,  title='Buy shades', offset=1)
plotshape(ma1 < ma2 and ma1[1] > ma2[1], style=shape.triangledown, color= color.rgb(255, 0, 0), size=size.small, text="S", location=location.abovebar,  title='Sell shades', offset=1)


mainComment=str.tostring(high[1])
strategyAmount=investment/close
longCondition = ma1 > ma2 and ma1[1] < ma2[1]
if (longCondition and afterStartDate)
    strategy.entry("BUY", strategy.long, qty=strategyAmount, comment = mainComment)

shortCondition = ma1 < ma2 and ma1[1] > ma2[1]
if (shortCondition and afterStartDate)
    strategy.entry("SELL", strategy.short, qty=strategyAmount, comment = mainComment)

如果有人可以帮助我，在此示例中创建一个出口，将不胜感激

Answer 1

你基本上想要基于百分比的 TP 和 SL。

使用

strategy.position_avg_price

获得您的平均头寸规模，然后计算从那里上涨 3% 和下跌 1%。然后使用

strategy.exit()

功能下达您的退出订单。

对于多头头寸，如下所示：

tp_per = 0.03
sl_per = 0.01

tp_price = strategy.position_avg_price * (1 + tp_per)
sl_price = strategy.position_avg_price * (1 - sl_per)

if (strategy.position_size > 0)
    strategy.exit("LE", "BUY", stop=sl_price, limit=tp_price)

Answer 2

我的建议，复制你的代码，打开聊天 gpt，告诉聊天 gpt 优化代码以包含你需要的参数，在你的参数后面粘贴你的代码，按回车键。

这就是我最近在做的，而且效果很好。

希望有帮助。