我如何使新的长位置不关闭以前的短职位，以便单独计算策略的获胜率？

发布于 2025-02-13 09:06:23 字数 524 浏览 1 评论 0原文

我想使每个交易头寸仅在其exit（）函数中关闭，没有下一个反向位置，我应该怎么办？

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id  = (dir == 1.0 ?"LONG":"SHORT")+str.tostring(getPartOfOrder("uniqID",orderID))
qty = math.abs((risk/100 * (compositEffect?strategy.equity:strategy.initial_capital) )/ (en - sl))//math.abs(risk/100* (compositEffect?strategy.equity:strategy.initial_capital)/(en-sl))
qty := checkMaxQty? ((qty<=maxQty)?qty:maxQty) : qty 
strategy.entry(id,buyOrSell,qty=qty,limit=en)
strategy.exit("close_"+id,id,qty_percent=100,limit=tp1,stop=sl)

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原文

I want to make each trading position close only with its exit() function,
not with the next reverse position,
What should I do?

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id  = (dir == 1.0 ?"LONG":"SHORT")+str.tostring(getPartOfOrder("uniqID",orderID))
qty = math.abs((risk/100 * (compositEffect?strategy.equity:strategy.initial_capital) )/ (en - sl))//math.abs(risk/100* (compositEffect?strategy.equity:strategy.initial_capital)/(en-sl))
qty := checkMaxQty? ((qty<=maxQty)?qty:maxQty) : qty 
strategy.entry(id,buyOrSell,qty=qty,limit=en)
strategy.exit("close_"+id,id,qty_percent=100,limit=tp1,stop=sl)

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梨涡少年 2025-02-20 09:06:23

在进入之前检查当前位置是否平坦：

id  = (dir == 1.0 ?"LONG":"SHORT")+str.tostring(getPartOfOrder("uniqID",orderID))
qty = math.abs((risk/100 * (compositEffect?strategy.equity:strategy.initial_capital) )/ (en - sl))//math.abs(risk/100* (compositEffect?strategy.equity:strategy.initial_capital)/(en-sl))
qty := checkMaxQty? ((qty<=maxQty)?qty:maxQty) : qty 
if strategy.position_size == 0
    strategy.entry(id,buyOrSell,qty=qty,limit=en)
strategy.exit("close_"+id,id,qty_percent=100,limit=tp1,stop=sl)

Check if the current position is flat before entry:

id  = (dir == 1.0 ?"LONG":"SHORT")+str.tostring(getPartOfOrder("uniqID",orderID))
qty = math.abs((risk/100 * (compositEffect?strategy.equity:strategy.initial_capital) )/ (en - sl))//math.abs(risk/100* (compositEffect?strategy.equity:strategy.initial_capital)/(en-sl))
qty := checkMaxQty? ((qty<=maxQty)?qty:maxQty) : qty 
if strategy.position_size == 0
    strategy.entry(id,buyOrSell,qty=qty,limit=en)
strategy.exit("close_"+id,id,qty_percent=100,limit=tp1,stop=sl)

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