超卖/超买中的慢速交叉交叉

Question

我正在努力弄清楚如何定制我的策略，一个缓慢的斯托奇交叉。这是我目前的定义，当超买或超卖有交叉时，它会触发头寸。当"k“分别以+/-2的值横过/在"d”下时，我希望它更进一步。(这似乎改善了应计性)。知道怎么用松树编码吗？

//Stochastic Inputs
length = input.int(14, minval=1)
OverBought = input(80)
OverSold = input(20)
smoothK = 3
smoothD = 3
k = ta.sma(ta.stoch(close, high, low, length), smoothK)
d = ta.sma(k, smoothD)
//Rule to define crossover /crossunder
co = ta.crossover(k,d)
cu = ta.crossunder(k,d)

if (not na(k) and not na(d))
    //code to define if k is in overbought zone and k crossover d and enter a long trade
    if (co and k < OverSold and is_uptrend)
        strategy.entry("Long", strategy.long, comment="Long")
    //code to define if k is in oversold zone and k crossunder d and enters a short trade
    if (cu and k > OverBought and is_downtrend)
        strategy.entry("Long", strategy.short, comment="Long")

Answer 1

检查交叉/交叉并比较k和d的值。

co = ta.crossover(k,d)
cu = ta.crossunder(k,d)

co_valid = co and ((k - d) > 2)
cu_valid = cu and ((d - k) > 2)