Pine TradingView - несколько стратегий. Вход / выход - PullRequest
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Pine TradingView - несколько стратегий. Вход / выход

0 голосов
/ 28 марта 2020

В моем скрипте я также использую множественный вход в рынок цен; когда в бэк-тесте я использую только одну стратегию. входной относительный TP / SL стратегии. выход всегда применяется правильно; когда я использую двойной вход с относительным двойным выходом, случается, что: первый Strategy.entry и выход правильный, тогда как во второй стратегии. входной случается, что относительные TP и SL его стратегии.exit неверны, потому что принимают значения предыдущая стратегия. выход. Все входы и выходы имеют разные идентификаторы ... Я не могу найти свою ошибку. Может кто-нибудь мне помочь? Большое спасибо. Я могу отправить вам подробности по электронной почте. Мой электронный адрес greeen@tiscali.it `

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  SU TF SETTIMANALE e  MACD UP/DOWN SU TF GIORNALIERO    
ConditionEntryL = MACDweekly>deltaweekly and crossover(MACDdaily, deltadaily) and MACDdaily < 0 and deltadaily < 0
ConditionEntryS = MACDweekly<deltaweekly and crossunder(MACDdaily, deltadaily) and MACDdaily > 0 and deltadaily > 0

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlong1",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong1ex",profit = LongTP1, loss = LongSL1, when = ConditionEntryL and TradeDateIsAllowed())
strategy.entry ("MACDlong2",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong2",profit = LongTP2, loss = LongSL2, when = ConditionEntryL and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORTSU TF GG
strategy.entry ("MACDshort1",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort1ex", profit = ShortTP1, loss = ShortSL1, when = ConditionEntryS and TradeDateIsAllowed())
strategy.entry ("MACDshort2",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort2ex", profit = ShortTP2, loss = ShortSL2, when = ConditionEntryS and TradeDateIsAllowed()) 

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  TF SETTIMANALE e  MACD TF GIORNALIERO CHE INCROCIA LO ZERO
ConditionEntryL1 = MACDweekly>deltaweekly and MACDdaily>deltadaily and crossover(MACDdaily,0) and TradeDateIsAllowed()
ConditionEntryS1 = MACDweekly<deltaweekly and MACDdaily<deltadaily and crossunder(MACDdaily,0) and TradeDateIsAllowed()

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlongZ1",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ1ex",profit = LongZTP1, loss = LongZSL1, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.entry ("MACDlongZ2",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ2ex",profit = LongZTP2, loss = LongZSL2, when = ConditionEntryL1 and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORT SU TF GG
strategy.entry ("MACDshortZ1",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ1ex", profit = ShortZTP1, loss = ShortZSL1, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.entry ("MACDshortZ2",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ2ex", profit = ShortZTP2, loss = ShortZSL2, when = ConditionEntryS1 and TradeDateIsAllowed())

Ответы [ 2 ]

0 голосов
/ 07 апреля 2020 
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © greeen
//@version=4
//study("My first Script")
//plot(close)
//@version=4

strategy("MIX Strategy", "MIX", overlay=true, pyramiding=2, default_qty_type=strategy.cash, default_qty_value=100, initial_capital=200, currency=currency.USD, slippage=0, commission_type=strategy.commission.cash_per_order, commission_value=0, close_entries_rule="ANY") 

//parametri per calcolo MACD
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)

//calcolo MACD settimanale e giornaliero
MACD = ema(close, fastLength) - ema(close, slowlength)
delta = ema(MACD, MACDLength)
MACDweekly = security(syminfo.tickerid, "1W", MACD)
deltaweekly = security(syminfo.tickerid, "1W", delta)
MACDdaily = security(syminfo.tickerid, "D", MACD)
deltadaily = security(syminfo.tickerid, "D", delta)

//disegno su grafico MACDe SIGNAL
plot (MACDweekly, color = color.green)
plot (deltaweekly, color = color.orange)
plot (MACDdaily, color = color.blue)
plot (deltadaily, color = color.red)
plot (0, color = color.black)

//MACD CROSS UP SIGNAL  - TP e SL per le operazioni LONG - 2 INGRESSI
LongTP1 =5*close
LongSL1 = 4*close
LongTP2 = 15*close
LongSL2 = 12*close

//MACD CROSS DOWN SIGNAL – TP e SL per le operazioni SHORT - 2 INGRESSI
ShortTP1 = 5*close
ShortSL1 = 4*close
ShortTP2 = 15*close
ShortSL2 = 12*close

//MACD CROSS UP ZERO  - TP e SL per le operazioni LONG - 2 INGRESSI
LongZTP1 = 5*close
LongZSL1 = 4*close
LongZTP2 = 10*close
LongZSL2 = 8*close

//MACD CROSS DOWN ZERO  – TP e SL per le operazioni SHORT - 2 INGRESSI
ShortZTP1 =5*close
ShortZSL1 = 4*close
ShortZTP2 = 10*close
ShortZSL2 = 12*close

//INCROCI MEDIE EXPONENZIALI – TP e SL per le operazioni LONG/SHORT – 1 INGRESSO
EmaTP= 10*close
EmaSL = 8*close

DateFilter = input(false, "═════════════ Date Range Filtering")
FromYear = input(2019, "From Year", minval = 1900)
FromMonth = input(1, "From Month", minval = 1, maxval = 12)
FromDay = input(1, "From Day", minval = 1, maxval = 31)
ToYear = input(2020, "To Year", minval = 1900)
ToMonth = input(1, "To Month", minval = 1, maxval = 12)
ToDay = input(1, "To Day", minval = 1, maxval = 31)
FromDate = timestamp(FromYear, FromMonth, FromDay, 00, 00)
ToDate = timestamp(ToYear, ToMonth, ToDay, 23, 59)
TradeDateIsAllowed() => DateFilter ? (time >= FromDate and time <= ToDate) : true

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  SU TF SETTIMANALE e  MACD UP/DOW N SU TF GIORNALIERO    
ConditionEntryL = MACDweekly>deltaweekly and crossover(MACDdaily, deltadaily) and MACDdaily < 0 and deltadaily < 0
ConditionEntryS = MACDweekly<deltaweekly and crossunder(MACDdaily, deltadaily) and MACDdaily > 0 and deltadaily > 0

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlong1",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong1ex",profit = LongTP1, loss = LongSL1, when = ConditionEntryL and TradeDateIsAllowed())
strategy.entry ("MACDlong2",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong2ex",profit = LongTP2, loss = LongSL2, when = ConditionEntryL and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORTSU TF GG
strategy.entry ("MACDshort1",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort1ex", profit = ShortTP1, loss = ShortSL1, when = ConditionEntryS and TradeDateIsAllowed())
strategy.entry ("MACDshort2",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort2ex", profit = ShortTP2, loss = ShortSL2, when = ConditionEntryS and TradeDateIsAllowed()) 

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  TF SETTIMANALE e  MACD TF GIORNALIERO CHE INCROCIA LO ZERO
ConditionEntryL1 = MACDweekly>deltaweekly and MACDdaily>deltadaily and crossover(MACDdaily,0) and TradeDateIsAllowed()
ConditionEntryS1 = MACDweekly<deltaweekly and MACDdaily<deltadaily and crossunder(MACDdaily,0) and TradeDateIsAllowed()

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlongZ1",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ1ex",profit = LongZTP1, loss = LongZSL1, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.entry ("MACDlongZ2",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ2ex",profit = LongZTP2, loss = LongZSL2, when = ConditionEntryL1 and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORT SU TF GG
strategy.entry ("MACDshortZ1",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ1ex", profit = ShortZTP1, loss = ShortZSL1, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.entry ("MACDshortZ2",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ2ex", profit = ShortZTP2, loss = ShortZSL2, when = ConditionEntryS1 and TradeDateIsAllowed())

//parametri e calcolo EMA
EMAfastLength = input(8)
EMAslowLength = input(24)
EMAlongLenght = input (80)
price = close
EMAfast = ema(price, EMAfastLength)
EMAslow = ema(price, EMAslowLength)
EMAlong = ema(price, EMAlongLenght)

//condizioni ingresso ed uscita mercato secondo INCROCI UP MEDIE ESP 
if (crossover(EMAfast,EMAslow)) and EMAslow>EMAlong and crossover(MACDdaily,0) and TradeDateIsAllowed()
    strategy.entry("3EMAcrossLong", strategy.long, comment="3EMAcrossLong")
    strategy.exit ("3EMAcrossLongEx",profit = EmaTP,loss = EmaSL)

//condizioni ingresso ed uscita mercato secondo INCROCI DOWN MEDIE ESP 
if (crossunder(EMAfast, EMAslow)) and EMAslow<EMAlong and crossunder(MACDdaily,0) and TradeDateIsAllowed()
    strategy.entry("3EMAcrossShort", strategy.short, comment="3EMAcrossShort")
    strategy.exit ("3EMAcrossShortEx",profit = EmaTP,loss = EmaSL)

//disegno EMA su grafico
plot (EMAfast, color = color.green)
plot (EMAslow, color = color.orange)
plot (EMAlong, color = color.red)
0 голосов
/ 02 апреля 2020

1) Вы можете включить его следующим образом: 

//@version=4
strategy("***", ..., close_entries_rule = 'ANY', ...)
...

2) Если вы хотите выйти из определенного выхода, вам нужно указать его через from_entry param: 

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © greeen
//@version=4
//study("My first Script")
//plot(close)
//@version=4

strategy("MIX Strategy", "MIX", overlay=true, pyramiding=2, default_qty_type=strategy.cash, default_qty_value=100, initial_capital=200, currency=currency.USD, slippage=0, commission_type=strategy.commission.cash_per_order, commission_value=0, close_entries_rule="ANY") 

//parametri per calcolo MACD
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)

//calcolo MACD settimanale e giornaliero
MACD = ema(close, fastLength) - ema(close, slowlength)
delta = ema(MACD, MACDLength)
MACDweekly = security(syminfo.tickerid, "1W", MACD)
deltaweekly = security(syminfo.tickerid, "1W", delta)
MACDdaily = security(syminfo.tickerid, "D", MACD)
deltadaily = security(syminfo.tickerid, "D", delta)

//disegno su grafico MACDe SIGNAL
plot (MACDweekly, color = color.green)
plot (deltaweekly, color = color.orange)
plot (MACDdaily, color = color.blue)
plot (deltadaily, color = color.red)
plot (0, color = color.black)

//MACD CROSS UP SIGNAL  - TP e SL per le operazioni LONG - 2 INGRESSI
LongTP1 =5*close
LongSL1 = 4*close
LongTP2 = 15*close
LongSL2 = 12*close

//MACD CROSS DOWN SIGNAL – TP e SL per le operazioni SHORT - 2 INGRESSI
ShortTP1 = 5*close
ShortSL1 = 4*close
ShortTP2 = 15*close
ShortSL2 = 12*close

//MACD CROSS UP ZERO  - TP e SL per le operazioni LONG - 2 INGRESSI
LongZTP1 = 5*close
LongZSL1 = 4*close
LongZTP2 = 10*close
LongZSL2 = 8*close

//MACD CROSS DOWN ZERO  – TP e SL per le operazioni SHORT - 2 INGRESSI
ShortZTP1 =5*close
ShortZSL1 = 4*close
ShortZTP2 = 10*close
ShortZSL2 = 12*close

//INCROCI MEDIE EXPONENZIALI – TP e SL per le operazioni LONG/SHORT – 1 INGRESSO
EmaTP= 10*close
EmaSL = 8*close

DateFilter = input(false, "═════════════ Date Range Filtering")
FromYear = input(2019, "From Year", minval = 1900)
FromMonth = input(1, "From Month", minval = 1, maxval = 12)
FromDay = input(1, "From Day", minval = 1, maxval = 31)
ToYear = input(2020, "To Year", minval = 1900)
ToMonth = input(1, "To Month", minval = 1, maxval = 12)
ToDay = input(1, "To Day", minval = 1, maxval = 31)
FromDate = timestamp(FromYear, FromMonth, FromDay, 00, 00)
ToDate = timestamp(ToYear, ToMonth, ToDay, 23, 59)
TradeDateIsAllowed() => DateFilter ? (time >= FromDate and time <= ToDate) : true

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  SU TF SETTIMANALE e  MACD UP/DOW N SU TF GIORNALIERO    
ConditionEntryL = MACDweekly>deltaweekly and crossover(MACDdaily, deltadaily) and MACDdaily < 0 and deltadaily < 0
ConditionEntryS = MACDweekly<deltaweekly and crossunder(MACDdaily, deltadaily) and MACDdaily > 0 and deltadaily > 0

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlong1",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong1ex",from_entry="MACDlong1",profit = LongTP1, loss = LongSL1, when = ConditionEntryL and TradeDateIsAllowed())
strategy.entry ("MACDlong2",strategy.long, when = ConditionEntryL and TradeDateIsAllowed())
strategy.exit ("MACDlong2ex",from_entry="MACDlong2",profit = LongTP2, loss = LongSL2, when = ConditionEntryL and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORTSU TF GG
strategy.entry ("MACDshort1",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort1ex",from_entry="MACDshort1", profit = ShortTP1, loss = ShortSL1, when = ConditionEntryS and TradeDateIsAllowed())
strategy.entry ("MACDshort2",strategy.short, when = ConditionEntryS and TradeDateIsAllowed())
strategy.exit ("MACDshort2ex",from_entry="MACDshort2", profit = ShortTP2, loss = ShortSL2, when = ConditionEntryS and TradeDateIsAllowed()) 

//condizioni ingresso ed uscita mercato secondo MACD UP/DOWN  TF SETTIMANALE e  MACD TF GIORNALIERO CHE INCROCIA LO ZERO
ConditionEntryL1 = MACDweekly>deltaweekly and MACDdaily>deltadaily and crossover(MACDdaily,0) and TradeDateIsAllowed()
ConditionEntryS1 = MACDweekly<deltaweekly and MACDdaily<deltadaily and crossunder(MACDdaily,0) and TradeDateIsAllowed()

//ingressi ed uscite Mercato - operazione LONG SU TF GG
strategy.entry ("MACDlongZ1",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ1ex",from_entry="MACDlongZ1",profit = LongZTP1, loss = LongZSL1, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.entry ("MACDlongZ2",strategy.long, when = ConditionEntryL1 and TradeDateIsAllowed())
strategy.exit ("MACDlongZ2ex",from_entry="MACDlongZ2",profit = LongZTP2, loss = LongZSL2, when = ConditionEntryL1 and TradeDateIsAllowed())

//ingressi ed uscite Mercato - operazione SHORT SU TF GG
strategy.entry ("MACDshortZ1",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ1ex",from_entry="MACDshortZ1", profit = ShortZTP1, loss = ShortZSL1, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.entry ("MACDshortZ2",strategy.short, when = ConditionEntryS1 and TradeDateIsAllowed())
strategy.exit ("MACDshortZ2ex",from_entry="MACDshortZ2", profit = ShortZTP2, loss = ShortZSL2, when = ConditionEntryS1 and TradeDateIsAllowed())

//parametri e calcolo EMA
EMAfastLength = input(8)
EMAslowLength = input(24)
EMAlongLenght = input (80)
price = close
EMAfast = ema(price, EMAfastLength)
EMAslow = ema(price, EMAslowLength)
EMAlong = ema(price, EMAlongLenght)

//condizioni ingresso ed uscita mercato secondo INCROCI UP MEDIE ESP 
if (crossover(EMAfast,EMAslow)) and EMAslow>EMAlong and crossover(MACDdaily,0) and TradeDateIsAllowed()
    strategy.entry("3EMAcrossLong", strategy.long, comment="3EMAcrossLong")
    strategy.exit ("3EMAcrossLongEx",from_entry="3EMAcrossLong",profit = EmaTP,loss = EmaSL)

//condizioni ingresso ed uscita mercato secondo INCROCI DOWN MEDIE ESP 
if (crossunder(EMAfast, EMAslow)) and EMAslow<EMAlong and crossunder(MACDdaily,0) and TradeDateIsAllowed()
    strategy.entry("3EMAcrossShort", strategy.short, comment="3EMAcrossShort")
    strategy.exit ("3EMAcrossShortEx",from_entry="3EMAcrossShort",profit = EmaTP,loss = EmaSL)

//disegno EMA su grafico
plot (EMAfast, color = color.green)
plot (EMAslow, color = color.orange)
plot (EMAlong, color = color.red)

последний тест: последний тест

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