是否可以在strategy.exit之后立即进入?

Is is possible to entry after strategy.exit immediately?

提问人:Peter 提问时间:11/15/2023 最后编辑:Peter 更新时间:11/15/2023 访问量:15

问:

我想在达到止盈后实现这一点,strategy.exit 关闭当前仓位,并立即开立新仓位。这可能吗?

我尝试了几种不同的方法,但没有奏效。

你有什么建议吗,我该怎么做?

//@version=5 strategy('Test', overlay=true, initial_capital=10000, process_orders_on_close=true, calc_on_every_tick=true) 
backtime = input(title='Period', defval=1) 
overbought = input(title='RSI Overbought', defval=1) 
oversold = input(title='RSI Oversold', defval=1) 
takeProfit = input(title='Take Profit', defval=1) 
stopLoss = input(title='Stop Loss', defval=1) 
showDirection = input(title='Show Direction Trading In', defval=false)

var contract = "Test"

isOversold(k) => xyz

isOverbought(k) => xyz

plotshape(isOverbought(1) and isOverbought(0), style=shape.labeldown, location=location.abovebar, color=color.new(#ff0000, 0)) plotshape(isOversold(1) and isOversold(0), style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0))

var inOrder2 = false 
var inOrder1 = false

if strategy.opentrades == 0 
inOrder1 := false 
inOrder2 := false

if isOverbought(1) and isOverbought(0) and not inOrder1 

inOrder1 := true 
inOrder2 := false

quantity = 1
takeProfitPrice = close + takeProfit
stopLossPrice = close - stopLoss

entryPriceToString = str.tostring(close)
quantityToString = str.tostring(quantity)
takeProfitPriceToString = str.tostring(takeProfitPrice)
stopLossPriceToString = str.tostring(stopLossPrice)

strategy.entry('buyOverBought', strategy.long)
strategy.exit('exit', 'buyOverBought', limit=takeProfitPrice, stop=stopLossPrice)

if isOversold(1) and isOversold(0) and not inOrder2 

inOrder2 := true 
inOrder1 := false

quantity = 1
takeProfitPrice = close - takeProfit
stopLossPrice = close + stopLoss

entryPriceToString = str.tostring(close)
quantityToString = str.tostring(quantity)
takeProfitPriceToString = str.tostring(takeProfitPrice)
stopLossPriceToString = str.tostring(stopLossPrice)

strategy.entry('sellOverSold', strategy.short)
strategy.exit('exit', 'sellOverSold', limit=takeProfitPrice, stop=stopLossPrice)
松脚本 -v5

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答:

0赞 Gu5tavo71 11/15/2023 #1

默认情况下,的值为“FIFO”(先进先出)close_entries_rule

尝试将其更改为 .但是有限制
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