部分平仓和止损

Question

如果有人问了这个问题，我很抱歉(如果是的话，请引导我找到答案)我已经搜索并试图解决这个问题近两个星期了，但没有任何运气！

我正在制定一个策略，我需要我的策略在tp1和tp2分别收盘50%和50%，万一满足退出条件，它就会结束整个交易

我尝试了许多变体，但我得到了以下问题之一：

1-它会在图表上没有通知我的情况下命中红灯(有箭头警报的事情)

2-它会完全忽略止损3-它只会部分关闭一些止损

请帮助我，因为我已经尝试了我能找到的一切和我能想到的一切！

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Strategy Entry//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

Limit10 = input(false,title= " ? Stop Loss and Take Profit ? ")

atrLength = input(14, "Strategy ATR Length")
slMultiplier = input(4.0, "Strategy SL")
tpMultiplier = input(1.0, "Strategy TP1")
tpMultiplier2 = input(1.5, "Strategy TP2")
tpMultiplier3 = input(1.8, "Strategy TP3")
atr = atr(atrLength)
sls = (price + atr * slMultiplier)
tps = (price - atr * tpMultiplier)
sll = (price - atr * slMultiplier)
tpl = (price + atr * tpMultiplier)


// EWO Strategy 
EWOenterLong = smadif > 0.01
EWOenterShort = smadif < -0.01

// Baseline Strategy

BaselineLong = close > sma(sma(src, ceil(len / 2)), floor(len / 2) + 1)
BaselineShort = sma(sma(src, ceil(len / 2)), floor(len / 2) + 1) > close

LongMA = out < close
ShortMA = out > close

// WAE Strategy

WAELong = (t1 >= 0) ? t1 : 0
WAEShort = (t1 < 0) ? (-1*t1) : 0

// Alert Entry
AlertLong = long
AlertShort = short

//KVO Exit
KVOExitLong = kvo(lenFast, lenSlow) < ShortZone
KVOExitShort = kvo(lenFast, lenSlow) > LongZone

//RVI Entry Exit
RVIBullish = current_rvi > highest(nz(current_rvi[1]), period)
RVIBeaerish = current_rvi < lowest(nz(current_rvi[1]), period)

//////////////

//Entries
enterLong = AlertLong and BaselineLong and WAELong and EWOenterLong and LongMA
enterShort = AlertShort and BaselineShort and WAEShort and EWOenterShort and ShortMA

//Exits

LongSL = price - atr * slMultiplier
ShortSL = price + atr * slMultiplier


///

if (enterLong)
    sl1 = price - atr * slMultiplier
    tp1 = price + atr * tpMultiplier
    tp2 = price + atr * tpMultiplier2
    tp3 = price + atr * tpMultiplier3
    LongSL = price - atr * slMultiplier
    exitLong = RVIBeaerish or KVOExitLong or LongSL? 1 : 0 
    strategy.entry("Long", strategy.long)
    strategy.exit("Long TP1 -50%", "Long", qty_percent = 50 , limit = tp1, stop = LongSL)
    strategy.exit("Long TP2 -25%", "Long", qty_percent = 25 , limit = tp2, stop = LongSL)
    strategy.exit("Short TP3 -100% or SL Hit", "Short", qty_percent = 100 , limit = tp3, stop = ShortSL)
    strategy.exit("Exit Long Now", "Long", qty_percent = 100 , limit = tp3 , stop = LongSL)

if (enterShort)
    sl1 = price + atr * slMultiplier
    tp1 = price - atr * tpMultiplier
    tp2 = price - atr * tpMultiplier2
    tp3 = price - atr * tpMultiplier3
    ShortSL = price + atr * slMultiplier
    exitShort = RVIBullish or KVOExitShort or ShortSL? 0 : 1
    strategy.entry("Short", strategy.short)  
    strategy.exit("Short TP1 -50%", "Short", qty_percent = 50 , limit = tp1, stop = ShortSL)
    strategy.exit("Short TP2 -25%", "Short", qty_percent = 25 , limit = tp2, stop = ShortSL)
    strategy.exit("Short TP3 -100% or SL Hit", "Short", qty_percent = 100 , limit = tp3, stop = ShortSL)
    strategy.exit("Exit Short Now", "Short", qty_percent = 100 , stop = ShortSL)

提前感谢，如果我上面写的不清楚，请随时提出问题

Answer 1

您的代码示例缺少组件且不可编译，因此请猜测一下。

我会将exitLong变量更改为boolean类型，而不是integer。

exitLong = RVIBeaerish or KVOExitLong or LongSL? true : false

您在本地作用域中初始化tp*变量，这可能会导致问题。在全局作用域中初始化它们，并在局部作用域中重新分配(:=)值。

var float tp1 = na
var float tp2 = na
var float tp3 = na

if (enterShort) 
    tp1 := price - atr * tpMultiplier
    tp2 := price - atr * tpMultiplier2
    tp3 := price - atr * tpMultiplier3

ShortSL变量声明了两次-在全局作用域中和在if (enterShort)语句中。这将产生编译错误。