限制订单以错误的价格松树脚本

发布于 2025-01-30 12:53:40 字数 630 浏览 1 评论 0原文

我试图使用简单的CCI长期和短条目。而且，对于长期条目，我希望限制比扳机价格少1％。但是，实际价格与没有限制顺序的触发价格大不相同。例如，如果买入价格为100（使用没有限制订单的代码），则限制订单的购买价格应为99，但实际上是92.3。我做错了什么？

//@version=5
strategy(title='test', overlay=false, pyramiding=0)

///CCI Source Code///
length = input.int(200, minval=1)
src = close
ma = ta.sma(src, length)
cci = (src - ma) / (0.015 * ta.dev(src, length))
plot(cci, "CCI", color=color.blue)

///long/short entry///
if cci > 0
    strategy.entry("Long", strategy.long, limit=close * 0.99)
if cci < 0
    strategy.cancel("Long")
if cci < 0
    strategy.entry("Short", strategy.short)


Thanks ahead for your help!

原文

I tried to use a simple CCI as long and short entries. And for long entries I would like to have limit order of 1% less than the trigger price. However, the actual price is very different from the trigger price without the limit order. For instance, if the buy entry price is 100(using code without limit order), the buying price with limit order should be 99, but in reality it's 92.3. What I did wrong?

//@version=5
strategy(title='test', overlay=false, pyramiding=0)

///CCI Source Code///
length = input.int(200, minval=1)
src = close
ma = ta.sma(src, length)
cci = (src - ma) / (0.015 * ta.dev(src, length))
plot(cci, "CCI", color=color.blue)

///long/short entry///
if cci > 0
    strategy.entry("Long", strategy.long, limit=close * 0.99)
if cci < 0
    strategy.cancel("Long")
if cci < 0
    strategy.entry("Short", strategy.short)


Thanks ahead for your help!

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