TradingView 策略测试程序交易列表按执行顺序显示已平仓交易
我试图了解如何制定一个可以使用金字塔并拥有多个订单 ID 的策略。这样我就可以使用指定的 ID 和正确的注释退出交易。
有没有办法以不同的顺序进入和退出交易？
我编写了这段代码来使用 unqiue id 进行测试。我想看看我是否可以在限价和止损的情况下退出交易。但在贸易列表中，一切看起来都是按时间排序的。因此，进入是有序的，退出也是按时间排序的。因此，当我不按顺序退出交易时，交易列表中将会有不同类型的交易混合在一起。我预计只有 A 入口和 A 出口。
//@version=5
strategy("My strategy", overlay=true, precision=2, pyramiding=100, commission_type=strategy.commission.percent, commission_value=0.02, initial_capital=100, currency=currency.USD, default_qty_type=strategy.cash, calc_on_order_fills=false, calc_on_every_tick=false, process_orders_on_close=false, slippage=0, backtest_fill_limits_assumption=200)
s(value) => str.tostring(value)
p(value, percentage) => value * (1 + (percentage / 100))
id(id) => id + ' ' + s(bar_index)
limitA=p(close, 2)
stopA=p(close, -2)
limitB=p(close, 4)
stopB=p(close, -4)
if (bar_index % 20 == 0)
strategy.entry(id('A'), strategy.long, qty=0.001, comment=id('A') + ' ' + s(close))
strategy.exit(id('Exit-A'), id('A'), limit=limitA, stop=stopA, comment=id('A') + ' ' + s(limitA) + "/" + s(stopA))
if (bar_index % 20 == 10)
strategy.entry(id('B'), strategy.long, qty=0.002, comment=id('B') + ' ' + s(close))
strategy.exit(id('Exit-B'), id('B'), limit=limitB, stop=stopB, comment=id('B') + ' ' + s(limitB) + "/" + s(stopB))
I'm trying to understand how i can make a strategy where i can use pyramiding and have multiple order ids. So that i can exit a trade with a specified ID and correct comments.
Is there a way to enter and exit trades in different order ?
I have writen this piece of code to test with unqiue ids. I am trying to see, if i can exit a trade with limit and stoploss. But in the Tradelist everything looks ordered in time. Thus the entries are ordered and the exit`s are ordered in time. Thus when i exit a trade out of sequense, the trade list will have different types of trades mixed together. I expected only A entries with A exits.
//@version=5
strategy("My strategy", overlay=true, precision=2, pyramiding=100, commission_type=strategy.commission.percent, commission_value=0.02, initial_capital=100, currency=currency.USD, default_qty_type=strategy.cash, calc_on_order_fills=false, calc_on_every_tick=false, process_orders_on_close=false, slippage=0, backtest_fill_limits_assumption=200)
s(value) => str.tostring(value)
p(value, percentage) => value * (1 + (percentage / 100))
id(id) => id + ' ' + s(bar_index)
limitA=p(close, 2)
stopA=p(close, -2)
limitB=p(close, 4)
stopB=p(close, -4)
if (bar_index % 20 == 0)
strategy.entry(id('A'), strategy.long, qty=0.001, comment=id('A') + ' ' + s(close))
strategy.exit(id('Exit-A'), id('A'), limit=limitA, stop=stopA, comment=id('A') + ' ' + s(limitA) + "/" + s(stopA))
if (bar_index % 20 == 10)
strategy.entry(id('B'), strategy.long, qty=0.002, comment=id('B') + ' ' + s(close))
strategy.exit(id('Exit-B'), id('B'), limit=limitB, stop=stopB, comment=id('B') + ' ' + s(limitB) + "/" + s(stopB))
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该问题可以通过声明 strategy() 函数的 close_entries_rule= 参数来解决。默认情况下，它是“先进先出”(FIFO)，因此无论触发哪个退出信号 - 它将从第一个条目关闭指定的金额，如果还有剩余 - 它将移动 通过声明 close_entries_rule='ANY' ，
您可以强制策略以任何顺序平仓，这样它们就会链接到指定的 ID。
The issue could be resolved by declaring the close_entries_rule= parameter of the strategy() function. By default, it's 'First-In-First-Out' (FIFO), so whichever exit signal is triggered - it will close the specified amount from the first entry, if anything is left - it will move to the second entry etc.
By declaring close_entries_rule='ANY' you can force the strategy to close the positions in any order, that way they will be linked to the specified ID.