Pine 脚本初学者，SL 和 TP

Question

我正在尝试设置TP和SL，但出了点问题。我需要将SL/TP设置为进入蜡烛前的最高/最低价格。如果我创建没有“ varip”的变量，那么据我了解，它将在每个新蜡烛后设置一个新的SL/TP。因此，只要位置打开，我试图使我的利润和损失变量持续不断，然后通过使用“ varip”再次使其“ na”。另外，我需要将TP设置为SL的1.5倍。 在这里您可以看到利润因子为1.9而不是1.5。另外，SL在错误的位置触发。 先感谢您。

    //The strategy
    //@version=5
    strategy("Momentum Signal", overlay=true, margin_long=100, margin_short=100)
    ema12 = ta.ema(close, 12)
    ema26 = ta.ema(close, 26)
    ema9 = ta.ema(close, 9)
    macdLine = ema12 - ema26
    macdSignal = ta.ema(macdLine, 9)
    crossover = ta.crossover(macdLine, macdSignal)
    crossunder = ta.crossunder(macdLine, macdSignal)
    
    //Declaring TP/SL variables
    
    varip float longStopLoss = na
    varip float longTakeProfit = na
    varip float shortStopLoss = na
    varip float shortTakeProfit = na
    
    //Entry
    
    if crossover and macdLine < 0 and macdSignal < 0 and close > ta.ema(close, 200)
        strategy.entry("Long", strategy.long)
    if crossunder and macdLine > 0 and macdSignal > 0 and close < ta.ema(close, 200)
        strategy.entry("Short", strategy.short)
    
    //Exit
    
    if strategy.position_size > 0
        longStopLoss := ta.lowest(low, 15)
        longTakeProfit := 1.5*(close-longStopLoss)+close
        strategy.exit(id="LongClose", stop = longStopLoss, profit = longTakeProfit*100)
    else
        longStopLoss := na
        longTakeProfit := na
    if strategy.position_size < 0
        shortStopLoss := ta.highest(high, 15)
        shortTakeProfit := close - (1.5*(shortStopLoss-close))
        strategy.exit(id="ShortClose", stop = shortStopLoss, profit = shortTakeProfit*100)
    else
        shortStopLoss := na
        shortTakeProfit := na

Answer 1

如果我理解正确的话，您需要“将我的止损/止盈设置为入场蜡烛之前 15 个柱的最高/最低价格”。那么你需要“修复”SL &入场柱处计算的 TP 值：

//The strategy
//@version=5
strategy("Momentum Signal", overlay=true, margin_long=100, margin_short=100)
ema12 = ta.ema(close, 12)
ema26 = ta.ema(close, 26)
ema9 = ta.ema(close, 9)
macdLine = ema12 - ema26
macdSignal = ta.ema(macdLine, 9)
crossover = ta.crossover(macdLine, macdSignal)
crossunder = ta.crossunder(macdLine, macdSignal)

//Declaring TP/SL variables

varip float longStopLoss = na
varip float longTakeProfit = na
varip float shortStopLoss = na
varip float shortTakeProfit = na

ll = ta.lowest(low, 15)
hh = ta.highest(high, 15)

//Entry

if crossover and macdLine < 0 and macdSignal < 0 and close > ta.ema(close, 200)
    strategy.entry("Long", strategy.long)
    if strategy.position_size <= 0
        longStopLoss := ll
        longTakeProfit := 1.5*(close-longStopLoss)+close
if crossunder and macdLine > 0 and macdSignal > 0 and close < ta.ema(close, 200)
    strategy.entry("Short", strategy.short)
    if strategy.position_size >= 0
        shortStopLoss := hh
        shortTakeProfit := close - (1.5*(shortStopLoss-close))

//Exit

strategy.exit(id="LongClose", from_entry = "Long", stop = longStopLoss, profit = longTakeProfit*100)
strategy.exit(id="ShortClose", from_entry = "Short", stop = shortStopLoss, profit = shortTakeProfit*100)