我正在使用 ta.lowest 函数来计算止损和止盈。虽然我希望在执行交易时这些成为静态固定数字

Question

我使用 ta.lowest 和 ta.highest 函数来计算止损和获利。尽管我希望这些在执行交易时成为静态固定数字。因此，在多头交易中，我尝试将止损设在过去 10 天的低点，并将止盈设为该低点的数倍。不过，当交易执行时，这些数字会继续根据过去的柱进行计算并随价格变化（正如它们应该的那样）。有没有办法可以在交易执行后将它们设为静态数字？

high10 = ta.highestbars(10)

low10 = ta.lowest(low, 10)

takeProfit = ((close - low10) * 2) + close


longCondition = ta.crossover(EMA_fast, EMA_slow)

longExitCondition = ta.crossunder(EMA_fast, EMA_slow)

longExitCondition1 = takeProfit

if longCondition
    strategy.entry("long", strategy.long)
    stopLoss = low10
    strategy.exit("exit", "long", loss=stopLoss)
    
    

if high >= longExitCondition1
    strategy.close(id="long")

Answer 1

我们可以使用 var 来防止重新计算柱之间的值。使用 var 声明的变量在运行时在第一个柱上初始化，并保留它们的值，除非我们指定另一个值。稍后可以使用 := 运算符将新值分配给脚本中的变量。在这里，我采用了您的脚本并添加了停止和限制，并用 var 声明它们。它们是根据进入条件分配的。我还绘制了它们，以便您可以看到它们，并包含用于描述更改的注释。

干杯并祝您编码和交易好运

EMA_fast = ta.ema(close, 9)
EMA_slow = ta.ema(close, 21)

// declare 2 variables with `var` which sets them to 0 on first bar and will not recalculate until we "set" them
var stopLoss   = 0.0
var takeProfit = 0.0

long = strategy.position_size > 0 // a variable to check if we are in a long position 

high10 = ta.highestbars(10)

low10 = ta.lowest(low, 10)

takeProfitCalc = ((close - low10) * 2) + close

longCondition = ta.crossover(EMA_fast, EMA_slow)

longExitCondition = ta.crossunder(EMA_fast, EMA_slow)

// we need to check that we are not already long otherwise we may "set" our limits again mid-trade if the condition were to occur before the trade is through
if longCondition and not long
    strategy.entry("long", strategy.long)
    stopLoss   := low10
    takeProfit := takeProfitCalc  // Here we use `:=` to "set" the variables under the entry condition

strategy.exit("exit", "long", stop = stopLoss, limit = takeProfit) // we use the `stop` and `limit` args to enter our levels 

drawOrders = long or longCondition // condition to check when to draw lines. we only want them when in, or entering a position

plot(drawOrders or drawOrders[1] ? stopLoss   : na, "Stop Loss",   color.red   ,style = plot.style_linebr) // we use the draworders cond to draw lines on the exit bar too 
plot(drawOrders or drawOrders[1] ? takeProfit : na, "Take Profit", color.green ,style = plot.style_linebr) // note the plot style. this allows breaks in the lines when not in pos.

// optional close if cross back down
// if longExitCondition
//     strategy.close(id="long")