Pine脚本: If x -> percentage stop else -> ATR stop

Question

我正在尝试为我的百分比跟踪止损添加一个触发器，同时有一个ATR止损，用于未触发拖尾止损的时间。请记住，我对编码非常陌生。

拖尾的触发器是在慢速MA之上的快速MA和ATR停止的初始停止。触发器的类型和初始停止并不那么重要。问题是我想不出如何同时实现它们。它能像我在这里尝试的那样简单吗？停止在那里工作，但当同时使用时，它只使用ATR停止(从不尾随停止)，并且仅当快速MA低于慢MA时(触发条件不满足)。当快速移动平均线高于慢移动平均线时，它永远不会触发停止，但如果我用ATR停止删除else语句，它就可以很好地工作。现在对我来说没什么意义。

如果您能提供一些指导，我们将不胜感激！

//Moving Average calculation and plotting
Not important

//ATR input
ATR = input(14, step=1, title='ATR periode')
LongstopMult = input(3, step=0.1, title='ATR Long Stop Multiplier')

//Trailing stop inputs
longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=4.6) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0

longStopPrice := if (strategy.position_size > 0)
    stopValue = close * (1 - longTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

//Strategy entry conditions
XXX

// Submit exit orders for trail stop loss price
if (fastSMMA > slowSMMAlong)
    strategy.exit(id="XL TRL STP1", stop=longStopPrice)

else
    stop_level = low - (ATR * LongstopMult)
    strategy.exit("TP/SL", stop=stop_level)

Answer 1

您可以切换longStopPrice值，只使用1个strategy.exit函数，如下所示。

fastSMMA = sma(close, 20) 
slowSMMAlong = sma(close, 200)

//ATR input
ATR = input(14, step=1, title='ATR periode')
LongstopMult = input(3, step=0.1, title='ATR Long Stop Multiplier')

//Trailing stop inputs
longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=4.6) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0


if fastSMMA > slowSMMAlong
    longStopPrice := if (strategy.position_size > 0)
        stopValue = close * (1 - longTrailPerc)
        max(stopValue, longStopPrice[1])
    else
        0
else
    longStopPrice := low - (ATR * LongstopMult)

// debug
bgcolor(fastSMMA > slowSMMAlong ? red : na) // highlight the type of trigger
plot(longStopPrice, style = stepline, offset = 1) // print the exit line on the chart

//Strategy entry conditions // example entry
strategy.entry("enter long", true, 1, when = open > high[20]) 

// Submit exit orders for trail stop loss price
strategy.exit(id="XL TRL STP1", stop=longStopPrice)

Answer 2

不过，我现在有了另一个问题。我不能让TrailPerc在短裤上工作。我试着把所有的东西都改成相反的。

这是我唯一修改过的布局是"strategy.position_size < 0“。你会改变什么来让它在短裤上发挥作用？

longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=0.19) * 0.01

shortTrailPerc = input(title="Trail Short Loss (%)",
     type=float, minval=0.0, step=0.1, defval=0.19) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0
shortStopPrice = 0.0

longStopPrice := if (strategy.position_size > 0)
    stopValue = low * (1 - longTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

shortStopPrice := if (strategy.position_size < 0)
    stopValue = high * (1 - shortTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0