如何进行长/空交替交易

Question

我正在写一份策略，我需要避免重复两次多头交易或连续两次短期交易。这是多空交易交替进行的。我试着使用strategy.closedtrades.size，但是没有用，或者我漏掉了一些东西。

我也加了金字塔，但没什么用。

    // Davydov Strategy
    //@version=5
    strategy("Davydov Strategy", overlay=true, pyramiding=0)
    
    
    // Declaring stop loss (SL) take profit (TP)
    SL = input.float(0.5, "Stop loss", minval=0.1, maxval=100, step=0.1)
    TP = input.float(1, "Take profit", minval=0.1, maxval=100,step=0.1)
    
    // Interrupt the Long-Long / Short-Short cycle
    var count = 0
    longLong = strategy.closedtrades.size(0)>=0
    if longLong
    count := count + 1
    plot(count)
    
    // Condition Long
    
    // Price calculation for stop loss and take profit (Long)
    longStop = strategy.position_avg_price*(100-SL)/100
    longProfit = strategy.position_avg_price*(100+TP)/100
    
    // Condition check
    if trend_strength > 0
        if Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na
            if direction < 0 ? supertrend : na
                strategy.entry("Long", strategy.long, na)
    
        // Conditions for closing a deal
    strategy.exit("Close","Long", stop=longStop, limit=longProfit, 
    when=strategy.position_size>=0)
    
    // Condition Short
    
        //Price calculation for stop loss and take profit
    shortStop = strategy.position_avg_price*(100+SL)/100
    shortProfit = strategy.position_avg_price*(100-TP)/100
    
        //  Condition check
    if trend_strength < 0
         if Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na
            if direction < 0? na : supertrend
                strategy.entry("Short", strategy.short, na)
    
        // Conditions for closing a deal    
    strategy.exit("exit","Short", stop=shortStop,limit=shortProfit, 
    when=strategy.position_size<=0)


  [1]: https://i.stack.imgur.com/WuCXU.png

Answer 1

getLastPosSign()是您需要的助手函数：

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © adolgov

//@version=5
strategy("My Strategy", overlay=true, margin_long=100, margin_short=100)

longCondition = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
if (longCondition)
    strategy.entry("My Long Entry Id", strategy.long)

shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (shortCondition)
    strategy.entry("My Short Entry Id", strategy.short)

getLastPosSign() =>
    strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-1)) : na

plot( getLastPosSign(), style = plot.style_linebr )