如果最后订单相反，我可以将交易视图策略限制为仅做空/做多吗

Question

我一直在用 pinescript 编写我的策略，除了我无法解决的一件事之外，一切都很好。

有没有办法告诉策略在最后一次入场是空头时只做多，反之亦然？

编辑：抱歉之前没有在下面添加正确的代码，但这是因为我从来没有看到它不允许我保存它，因为我在帖子中没有足够的信息。

我当前的代码是：

//@version=4
strategy("My Script", overlay = true)

ma = ema(close, 200)

// Base condition
aboveMa = close > ma
belowMa = close < ma

//long conditions
threeAboveMa = aboveMa[1] and aboveMa[2] and aboveMa[3]
first3AboveMa = not aboveMa[4] and threeAboveMa

//short conditions
threeBelowMa = belowMa[1] and belowMa[2] and belowMa[3]
first3BelowMa = not belowMa[4] and threeBelowMa

// Debugging
plot(ma)
plotchar(aboveMa, "aboveMa", ".", location.top)
plotchar(threeAboveMa, "threeAboveMa", "•", location.top)
plotchar(first3AboveMa, "first3AboveMa", "▲", location.top)

// Debugging
plot(ma)
plotchar(belowMa, "aboveMa", ".", location.bottom)
plotchar(threeBelowMa, "threeAboveMa", "•", location.bottom)
plotchar(first3BelowMa, "first3AboveMa", "▲", location.bottom)

// The Fixed Percent Stop Loss Code
// User Options to Change Inputs (%)
stopPer = input(8.0, title='Stop Loss %', type=input.float) / 100
takePer = input(8.0, title='Take Profit %', type=input.float) / 100

// Determine where you've entered and in what direction
longStop = strategy.position_avg_price * (1 - stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 - takePer)
longTake = strategy.position_avg_price * (1 + takePer)

//TRAILING STOP CODE
trailStop = input(title="Long Trailing Stop (%)", type=input.float, minval=0.0, step=0.1, defval=10) * 0.01

longStopPrice = 0.0
shortStopPrice = 0.0
longStopPrice := if strategy.position_size > 0
    stopValue = close * (1 - trailStop)
    max(stopValue, longStopPrice[1])
else
    0
shortStopPrice := if strategy.position_size < 0
    stopValue = close * (1 + trailStop)
    min(stopValue, shortStopPrice[1])
else
    999999

//Long Entry
entrylong() => threeAboveMa
exitlong() => first3AboveMa

//Short Entry
entryshort() => threeBelowMa
exitshort() => first3AboveMa


if (threeAboveMa)
    strategy.entry(id = "long_ma", long = true, when = entrylong())
if (threeBelowMa)
    strategy.entry(id = "short_ma", long = false, when = entryshort())

if (threeAboveMa)
    strategy.exit(id = "exit_long", stop=longStop, limit=longTake)
if (threeBelowMa)
    strategy.exit(id = "exit_short", stop=shortStop, limit=shortTake)


//strategy.entry(id = "long_ma", long = true, when = entry())
//strategy.close(id = "long_ma", when = exit())

Answer 1

你可以实现这个

• 添加一个变量来跟踪最后的交易方向。
• 当您进入多头或空头头寸时更新此变量。
• 如果最后一笔交易是空头交易，则仅允许新的多头入场；如果最后一笔交易是多头交易，则仅允许新的空头入场。

这是经过这些修改的脚本：

 //@version=4
strategy("My Script", overlay = true)

ma = ema(close, 200)

// Base condition
aboveMa = close > ma
belowMa = close < ma

//long conditions
threeAboveMa = aboveMa[1] and aboveMa[2] and aboveMa[3]
first3AboveMa = not aboveMa[4] and threeAboveMa

//short conditions
threeBelowMa = belowMa[1] and belowMa[2] and belowMa[3]
first3BelowMa = not belowMa[4] and threeBelowMa

// Debugging
plot(ma)
plotchar(aboveMa, "aboveMa", ".", location.top)
plotchar(threeAboveMa, "threeAboveMa", "•", location.top)
plotchar(first3AboveMa, "first3AboveMa", "▲", location.top)

plotchar(belowMa, "belowMa", ".", location.bottom)
plotchar(threeBelowMa, "threeBelowMa", "•", location.bottom)
plotchar(first3BelowMa, "first3BelowMa", "▲", location.bottom)

// The Fixed Percent Stop Loss Code
// User Options to Change Inputs (%)
stopPer = input(8.0, title='Stop Loss %', type=input.float) / 100
takePer = input(8.0, title='Take Profit %', type=input.float) / 100

// Determine where you've entered and in what direction
longStop = strategy.position_avg_price * (1 - stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 - takePer)
longTake = strategy.position_avg_price * (1 + takePer)

// TRAILING STOP CODE
trailStop = input(title="Long Trailing Stop (%)", type=input.float, minval=0.0, step=0.1, defval=10) * 0.01

longStopPrice = 0.0
shortStopPrice = 0.0
longStopPrice := if strategy.position_size > 0
    stopValue = close * (1 - trailStop)
    max(stopValue, longStopPrice[1])
else
    0
shortStopPrice := if strategy.position_size < 0
    stopValue = close * (1 + trailStop)
    min(stopValue, shortStopPrice[1])
else
    999999

// Create a variable to track the last trade direction: 1 for long, -1 for short, 0 for no trade
var lastTrade = 0  // 0 = none, 1 = long, -1 = short

// Long Entry
entrylong() => threeAboveMa and lastTrade == -1  // Only enter long if last trade was a short
exitlong() => first3AboveMa

// Short Entry
entryshort() => threeBelowMa and lastTrade == 1  // Only enter short if last trade was a long
exitshort() => first3BelowMa

if (threeAboveMa and lastTrade == -1)
    strategy.entry(id = "long_ma", long = true, when = entrylong())
    lastTrade := 1  // Update last trade to long

if (threeBelowMa and lastTrade == 1)
    strategy.entry(id = "short_ma", long = false, when = entryshort())
    lastTrade := -1  // Update last trade to short

// Exits for long and short
if (strategy.position_size > 0)
    strategy.exit(id = "exit_long", stop=longStop, limit=longTake)
if (strategy.position_size < 0)
    strategy.exit(id = "exit_short", stop=shortStop, limit=shortTake)

var lastTrade = 0：跟踪最后交易类型的变量：

1：上次交易很长。 -1：上次交易是空头。 0：还没有交易。 Entrylong() 和 Entryshort()：仅当最后一笔交易为空头 (lastTrade == -1) 时才允许多头入场，仅当最后一笔交易为多头 (lastTrade == 1) 时才允许空头入场。

更新lastTrade：每次入场（多头或空头）后，lastTrade 变量都会更新以反映新交易的方向。