在 Pinescript 中编写此代码应遵循什么方法

Question

1. 如果任何蜡烛线收盘价高于该线（例如 EMA20），则会生成买入信号。
2. 仅当任何后续蜡烛线收盘价低于该线时（买入信号蜡烛），才应触发止损。
3. 所有在“买入信号”蜡烛之前形成的蜡烛的收盘价均应低于 EMA20。

卖出信号也相反。 我不想知道代码，只需要逻辑就足以进行回测。
谢谢

Answer 1

1. 您可以使用ta.crossover（关闭，EMA20）在var中检查该
2. 商店的输入价格，并在交易中检查价格是否下方
3. 关闭当价格低于ema20

以下代码下方的价格应进行计数或至少给您一个想法

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © vitruvius

//@version=5
indicator("My script", overlay=true)

ema_len = input.int(20)
below_ema_no = input.int(4)

_ema = ta.ema(close, ema_len)
ema_co = ta.crossover(close, _ema)

var below_ema_cnt = 0
below_ema_cnt := close < _ema ? below_ema_cnt + 1 : 0   // Increase the counter if it closed below EMA20, reset oterwise

var is_long = false
var float buy_price = na

is_buy = not is_long and ema_co and (below_ema_cnt[1] >= below_ema_no)  // Buy when we are not already long, ema crossover takes place, last n candles below ema20
is_long := not is_long ? is_buy ? true : false : is_long                // Update is_long flag
buy_price := not is_long[1] and is_long ? close : buy_price             // New position: Store buy price (close price)

is_sl = is_long ? close < buy_price : false     // SL is hit if price closes below entry price
is_long := is_sl ? false : is_long              // Update is_long flag in case SL is hit
buy_price := is_sl ? na : buy_price             // Reset buy_price in case SL is hit

plot(_ema, "EMA", color.yellow, 2)
plotshape(is_buy, "Buy", shape.triangleup, location.belowbar, color.green, 0, "Buy", size=size.small)
plotshape(is_sl, "SL", shape.triangledown, location.abovebar, color.red, 0, "SL", size=size.small)
plot(buy_price, "Buy Price", color.white, 1, plot.style_circles)

src =“ https://i.sstatic.net/kksyx.png” alt =“在此处输入图像说明”>