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strategy(title = "获取开多信号，进入多头仓位", pyramding = 5)
if longCondition and strategy.position_size <= 0
strategy.entry("开多", strategy.long, when = lowLong, amount = amount, comment = "多头开仓")
if strategy.position_size > 0 and lowShort
strategy.close_all("平多", comment = "多头平仓")
求助小小梦，这段代码是我的策略执行代码。我想实现的是，当触发longCondition信号且触发了小级别多头信号就开一次仓，然后触发小级别空头信号就一次性平仓，类似马丁。但是写完回测的时候发现这么写只能触发第一次开仓，因为开完之后就不满足仓位小于等于0了，怎么调整比较合适呢？因为同时还有个空头的策略，如何写能互不干扰？
如图下方的指标，比如绿线指标金叉就是我的longCondition信号，4个绿色箭头位置是lowLong信号，红色箭头是lowShort信号，如何才能实现绿色剪头金叉就连续入场开多呢？感谢大大❤️❤️
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Comment
All comments (3)
第一个问题，如果要忽略pyramding参数，可以把下单函数strategy.entry改成strategy.order，这个order函数就忽略加仓次数限制的。其它和entry函数一样。
strategy(title = "获取开多信号，进入多头仓位")
if longCondition and strategy.position_size >= 0
strategy.order("开多", strategy.long, when = lowLong, amount = amount, comment = "多头开仓")
if strategy.position_size > 0 and lowShort
strategy.close_all("平多", comment = "多头平仓")
这样看看行不行。
4 years ago
- 1