管理多头和空头订单，如LucF PineCooders Backtesting Trading Engine

Question

我正试图在学习模式下完成交易方向(多头/空头/两者皆有(，就像LucF和PineCoders在这里所做的那样。

问题：

• 当我选择"；Longs Only"；，我希望它只显示做多交易，但它没有显示，因为缺少了在做多交易中找到蜡烛范围的部分。如果你检查我上面给出的链接(Backtesting&Trading Engine[PineCoders](，LucF使用InLong、InShort和InTrade变量。问题是他的代码太老了，对我来说太过复杂，我不知道如何重新创建它

我说过度工程化，因为他的代码包括金字塔、滑动和其他现在内置TradingView的东西，可能是因为早在2019年，PineScript就没有这样的功能。

该指示器背后的实际想法是绘制警报和另一个脚本，该脚本使用该指示器作为源对其进行回溯测试。

• 条形图着色部分不工作，目前已被注释，因此代码可以编译。问题与上面的描述相同。我需要知道我是做多还是做空。我不知道如何完成那部分

//@version=4
//@author=TeamTrading1
study("Futures Strategy", overlay = true, precision = 6)
// —————————— Constants {
// ————— Input options
var string ON  = "On"
var string OFF = "Off"
var string TD1 = "Both"
var string TD2 = "Longs Only"
var string TD3 = "Shorts Only"
// ————— Color constants
var color C_AQUA        = #0080FFff
var color C_BLACK       = #000000ff
var color C_BLUE        = #013BCAff
var color C_CORAL       = #FF8080ff
var color C_GOLD        = #CCCC00ff
var color C_GRAY        = #808080ff
var color C_DARK_GREEN  = #006400ff
var color C_GREEN       = #008000ff
var color C_LIME        = #00FF00ff
var color C_MAROON      = #800000ff
var color C_ORANGE      = #FF8000ff
var color C_PINK        = #FF0080ff
var color C_DARK_RED    = #8B0000ff
var color C_RED         = #FF0000ff
var color C_VIOLET      = #AA00FFff
var color C_YELLOW      = #FFFF00ff
var color C_WHITE       = #FFFFFFff
var color C_UPTREND     = color.new(color.green, 80)
var color C_DOWNTREND   = color.new(color.red, 80)
var color C_HARDEXIT    = color.new(color.maroon, 25)
// }
// —————————— Inputs {
// ————— Entries
var string GP1 = "Entries"
string i_tradeDirection = input(TD1, "Trade Direction", options = [TD1, TD2, TD3], group = GP1)
// ————— User-selected trade directions
var bool doLongs  = (i_tradeDirection == TD2 or i_tradeDirection == TD1)
var bool doShorts = (i_tradeDirection == TD3 or i_tradeDirection == TD1)
// }
// —————————— Functions {
// ————— Functions rounding OHLC to tick precision
f_roundedToTickOHLC() =>
float _op = round(open  / syminfo.mintick) * syminfo.mintick
float _hi = round(high  / syminfo.mintick) * syminfo.mintick
float _lo = round(low   / syminfo.mintick) * syminfo.mintick
float _cl = round(close / syminfo.mintick) * syminfo.mintick
[_op, _hi, _lo, _cl]
// ————— Function for a repainting/non-repainting version of the HTF data
f_security(_symbol, _resolution, _src, _repaint) =>
security(_symbol, _resolution, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
// }
// —————————— Calculations {
// ————— Get rounded prices
[rOpen, rHigh, rLow, rClose] = f_roundedToTickOHLC()
// ————— TV built-in MACD code
fastLength = 12
slowlength = 26
MACDLength = 9
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
// ————— Filter
filterLong = MACD > 0
filterShort = MACD < 0
// ————— Entries
enterLong = crossover(MACD, 0)
enterShort = crossunder(MACD, 0)
// ————— Stops
atr = atr(14)
stopLong  = min(lowest(5), min(close, open) - atr * 1.5)
stopShort = max(highest(5), max(close, open) + atr * 1.5)
// ————— Exits
exitLong  = crossunder(MACD, aMACD) and MACD > 0
exitShort = crossover(MACD, aMACD) and MACD < 0
// ————— Determine if we have entered a trade and propagate state until we exit
longEntryTrigger = doLongs
shortEntryTrigger = doShorts
bool inLong = false
bool inShort = false
//stoppedCondition = ((inLong and rClose < InTradeStop[longEntryTrigger[1] ? 0 : 1]) or (InShort and rClose > InTradeStop[shortEntryTrigger[1] ? 0 : 1]))
exitTradeCondition = (inLong and exitLong) or (inShort and exitShort)
exitCondition = exitTradeCondition // stoppedCondition or exitTradeCondition
inLong := longEntryTrigger[1] or (inLong[1] and not exitCondition[1])
inShort := shortEntryTrigger[1] or (inShort[1] and not exitCondition[1])
entryPrice = valuewhen(enterLong or enterShort, close, 0)
// }
// —————————— Plots {
// ————— Trend Background Colors
bgcolor(filterLong ? C_UPTREND : filterShort ? C_DOWNTREND : na, title = "Trend Background Colors")
// Entry Price Colors
plot(entryPrice, title = "Entry Price", color = color.blue, style = plot.style_circles, linewidth = 2)
// Hard Exit Colors
plot(stopLong, title = "Hard Exit Price", color = color.orange, style = plot.style_circles, linewidth = 2)
// ————— Entry Background Colors
plotshape(enterLong, title = "Main BUY", style = shape.triangleup, location = location.belowbar, color = color.green, size = size.large)
plotshape(enterShort, title = "Main SELL", style = shape.triangledown, location = location.abovebar, color = color.red, size = size.large)
plotshape(exitLong, title = "Close BUY", style = shape.diamond, location = location.abovebar, color = color.green, size = size.large)
plotshape(exitShort, title = "Close SELL", style = shape.diamond, location = location.belowbar, color = color.red, size = size.large)
// entry price = lime colored
// gray when not in a trade
// dark green when the candle close is below the entry price (in a loss)
// light green when the candle close is above the entry price (in a win position)
// dark red when the candle close is above the entry price (in a loss)
// light red when the candle close is below the entry price (in a win position)
var color c = na
// if signal == 0
//     c := c_NOT_IN_TRADE
// if signal == 1 and close < entryPrice
//     c := c_LONG_ABOVE_ENTRYPRICE
// else if signal == 1 and close > entryPrice
//     c := c_LONG_BELOW_ENTRYPRICE
// else if signal == -1 and close > entryPrice
//     c := c_SHORT_BELOW_ENTRYPRICE
// else if signal == -1 and close < entryPrice
//     c := c_SHORT_ABOVE_ENTRYPRICE
// barcolor(c, title = "Trade State Bar Coloring")
// —————————— Alerts {
alertcondition(enterLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(enterShort, title = "Sell Alert", message = "Sell Alert")
alertcondition(exitLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(exitShort, title = "Sell Alert", message = "Sell Alert")
// }

Answer 1

这将让您开始。我们：

• 跟踪空头/多头的状态，这使得只有当我们在交易中时才可以绘制停止和进入水平
• 使doLongs/doShorts输入成为部分输入条件
• 在退出条件中添加了违反停止的情况

请注意，此逻辑不会复制引擎的逻辑，因为此处您在关闭时输入，而引擎在检测到进入/退出条件后在下一个栏上输入，这更现实。你也可以调整你的代码，以这种方式进行：

//@version=4
//@author=TeamTrading1
study("Futures Strategy", overlay = true, precision = 6)
// —————————— Constants {
// ————— Input options
var string ON  = "On"
var string OFF = "Off"
var string TD1 = "Both"
var string TD2 = "Longs Only"
var string TD3 = "Shorts Only"
// ————— Color constants
var color C_AQUA        = #0080FFff
var color C_BLACK       = #000000ff
var color C_BLUE        = #013BCAff
var color C_CORAL       = #FF8080ff
var color C_GOLD        = #CCCC00ff
var color C_GRAY        = #808080ff
var color C_DARK_GREEN  = #006400ff
var color C_GREEN       = #008000ff
var color C_LIME        = #00FF00ff
var color C_MAROON      = #800000ff
var color C_ORANGE      = #FF8000ff
var color C_PINK        = #FF0080ff
var color C_DARK_RED    = #8B0000ff
var color C_RED         = #FF0000ff
var color C_VIOLET      = #AA00FFff
var color C_YELLOW      = #FFFF00ff
var color C_WHITE       = #FFFFFFff
var color C_UPTREND     = color.new(color.green, 80)
var color C_DOWNTREND   = color.new(color.red, 80)
var color C_HARDEXIT    = color.new(color.maroon, 25)
// }
// —————————— Inputs {
// ————— Entries
var string GP1 = "Entries"
string i_tradeDirection = input(TD1, "Trade Direction", options = [TD1, TD2, TD3], group = GP1)
// ————— User-selected trade directions
var bool doLongs  = (i_tradeDirection == TD2 or i_tradeDirection == TD1)
var bool doShorts = (i_tradeDirection == TD3 or i_tradeDirection == TD1)
// }
// —————————— Functions {
// ————— Functions rounding OHLC to tick precision
f_roundedToTickOHLC() =>
float _op = round(open  / syminfo.mintick) * syminfo.mintick
float _hi = round(high  / syminfo.mintick) * syminfo.mintick
float _lo = round(low   / syminfo.mintick) * syminfo.mintick
float _cl = round(close / syminfo.mintick) * syminfo.mintick
[_op, _hi, _lo, _cl]
// ————— Function for a repainting/non-repainting version of the HTF data
f_security(_symbol, _resolution, _src, _repaint) =>
security(_symbol, _resolution, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
// }
// —————————— Calculations {
// ————— Get rounded prices
[rOpen, rHigh, rLow, rClose] = f_roundedToTickOHLC()
// ————— TV built-in MACD code
fastLength = 12
slowlength = 26
MACDLength = 9
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
// ————— Filter
filterLong = MACD > 0
filterShort = MACD < 0
// ————— States
var float entryPrice = na
var bool inLong = false
var bool inShort = false
bool inTrade = inLong or inShort
// ————— Entries
enterLong  = doLongs  and not inTrade and crossover(MACD, 0)
enterShort = doShorts and not inTrade and crossunder(MACD, 0)
// ————— Stops
atr = atr(14)
stopLong  = min(lowest(5), min(close, open) - atr * 1.5)
stopShort = max(highest(5), max(close, open) + atr * 1.5)
// ————— Exits
exitLong  = inLong  and ((crossunder(MACD, aMACD) and MACD > 0) or close < stopLong[1])
exitShort = inShort and ((crossover(MACD, aMACD) and MACD < 0)  or close > stopShort[1])
if enterLong
inLong := true
entryPrice := close
else if enterShort
inShort := true
entryPrice := close
else if exitLong
inLong := false
entryPrice := na
else if exitShort
inShort := false
entryPrice := na
// }

// —————————— Plots {
// ————— Trend Background Colors
bgcolor(filterLong ? C_UPTREND : filterShort ? C_DOWNTREND : na, title = "Trend Background Colors")
// Entry Price Colors
plot(entryPrice, title = "Entry Price", color = color.blue, style = plot.style_circles, linewidth = 2)
// Hard Exit Colors
plot(inLong ? stopLong : inShort ? stopShort : na, title = "Hard Exit Price", color = color.orange, style = plot.style_circles, linewidth = 2)
// ————— Entry Background Colors
plotshape(enterLong, title = "Main BUY", style = shape.triangleup, location = location.belowbar, color = color.green, size = size.large)
plotshape(enterShort, title = "Main SELL", style = shape.triangledown, location = location.abovebar, color = color.red, size = size.large)
plotshape(exitLong, title = "Close BUY", style = shape.diamond, location = location.abovebar, color = color.green, size = size.large)
plotshape(exitShort, title = "Close SELL", style = shape.diamond, location = location.belowbar, color = color.red, size = size.large)
// —————————— Alerts {
alertcondition(enterLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(enterShort, title = "Sell Alert", message = "Sell Alert")
alertcondition(exitLong, title = "Buy Alert", message = "Buy Alert")
alertcondition(exitShort, title = "Sell Alert", message = "Sell Alert")
// }