您如何实施定时限额订单？

发布于 2025-01-20 09:05:52 字数 263 浏览 0 评论 0原文

我想到了这个管道：

1. condition to enter a trade becomes TRUE
2. opens a limit order at a pre-calculated price
3. wait 3 bar closes (or 3 hours, for example. variable.)
4. if the order has not filled, cancel the order

特别是，如何实施步骤 3-4？

原文

I have this pipeline in mind:

1. condition to enter a trade becomes TRUE
2. opens a limit order at a pre-calculated price
3. wait 3 bar closes (or 3 hours, for example. variable.)
4. if the order has not filled, cancel the order

Particularly, how can steps 3-4 be implemented?

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故人爱我别走 2025-01-27 09:05:52

您可以使用内置策略。Cancel（）函数取消待处理限制顺序，检查长期3个bars的条件是否在3个bars之前并取消订单，以防万一填充 - 不会受到影响。

下面的脚本将触发条件长时间使用鼠标单击图表，其中给定的限制值以限制顺序，并取消订单，以防下一个3个bars中执行：

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

itime = input.time(0, confirm = true)

limitValue = math.min(close[1], low[2])

longCondition = time == itime

if longCondition
    strategy.entry("MyLong", strategy.long, limit = limitValue)
    label.new(bar_index, limitValue, 'Entry Order')

strategy.cancel("MyLong", nz(longCondition[3]))

You can cancel the pending limit order using the built-in strategy.cancel() function, check if the condition for long was true 3 bars ago and cancel the order, in case it was filled - it will be not affected.

The script below will trigger a condition to go long using a mouse click on the chart, with a given limitValue for limit order and cancel the order in case it will not be executed during next 3 bars:

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

itime = input.time(0, confirm = true)

limitValue = math.min(close[1], low[2])

longCondition = time == itime

if longCondition
    strategy.entry("MyLong", strategy.long, limit = limitValue)
    label.new(bar_index, limitValue, 'Entry Order')

strategy.cancel("MyLong", nz(longCondition[3]))

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