Pinecoder回测引擎外部信号

Question

我从tradingview中拿了一个例子，这个例子是为Pinecoders反向测试引擎设计的，在这个引擎中，你设计了一个外部输入信号，通常是-3到正3，以被策略识别为二进制的长信号或短信号。如果你编译我的，你会看到信号图跳到了移动的交叉点或交叉点的实际市场价格，而不是我试图分配给它的振荡器值，这是一个大问题，因为我不能得到一个策略来读取一个不是-2，2，-1或1等等的未知值。我尝试了很多方法，它一直在读取并绘制实际的交叉点或交叉点的移动平均线。有什么想法吗？

//@version=4

// Original Author - Rajandran R
// Updated to Pinescript version 3 by Cosmic_Coin

study(title="TestRiskExternalInput", shorttitle="TestRiskExternalInput")


////////////////////////////////////////////////////////////////////////////////
// Allow selection of signal content.
IncludeFilter = input(true, "Include Filter")
IncludeEntries = input(true, "Include Entries")
IncludeStops = input(true, "Include Stops with Entries")
IncludeExits = input(true, "Include Exits")


// ——————————————————————————————————————————————————————————————————————————————————————
// ▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼
// This part is the section where you would put your own indicator and define conditions.

// ————— TV built-in MACD code.
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
quickMa = sma(close, fastLength)
slowMa = sma(close, slowlength)
// ————— Exits.
//SourceTypeL = 0//crossover(quickMa, slowMa)//[idx]
//SourceTypeS = 0 //crossunder(quickMa, slowMa)//[idx]
tempcharL = 0
tempcharS = 0
if crossover(quickMa, slowMa)
    tempcharL := 2
    tempcharS := 0
if crossunder(quickMa, slowMa)
    tempcharS := -2  
    tempcharL := 0

// ————— Filter.
FilterLong = MACD > 0
FilterShort = MACD < 0

// ————— Entries.
   
EnterLong = tempcharL
EnterShort = tempcharS
// ————— Stops.
Atr = atr(14)
StopLong = min(lowest(5), min(close, open) - Atr * 1.5)
StopShort = max(highest(5), max(close, open) + Atr * 1.5)

// ————— Exits.
ExitLong = crossunder(MACD, aMACD) and MACD > 0
ExitShort = crossover(MACD, aMACD) and MACD < 0

// ▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
// ——————————————————————————————————————————————————————————————————————————————————————


// ————— This function ensures that no stop value equal to one of the protocol's reserved values is sent, so it isn't misinterpreted as a signal.
// The fudge is in the direction where the trade's risk is decreased by a tick, so added for longs and subtracted for shorts.
FudgeStop(_stop, _fudgedir) =>
    _stop == 1.0 or _stop == 2.0 or _stop == 3.0 ? 
       _stop + syminfo.mintick * _fudgedir : _stop

// ————— Build required values corresponding to states.
Filter = FilterLong ? 1 : FilterShort ? -1 : 0
Entries = tempcharL == 2 ? 2 : tempcharS == -2 ? -2 : 0
FudgeStop__1 = FudgeStop(StopLong, 1)
FudgeStop__2 = FudgeStop(StopShort, -1)
Stops = EnterLong ? FudgeStop__1 : EnterShort ? -FudgeStop__2 : 0
Exits = ExitLong ? 3 : ExitShort ? -3 : 0

// ————— We must decide which value will be sent in case more than one is different than 0, since only one value can be sent at each bar.
// Priority is given to exits, with filter states coming last.
Signal = IncludeExits and Exits != 0 ? Exits : IncludeStops and Stops != 0 ? Stops : 
   IncludeEntries and Entries != 0 ? Entries : 
   IncludeFilter and Filter != 0 ? Filter : na

// ————— Plot signal which is to be connected to the Engine through the External Indicator field at the very bottom of the Engine's Settings/Inputs.
plot(Signal, "Signal")

Answer 1

由于第73行的Stops变量，振荡器的值会跳到“意外”数字

Stops = EnterLong ? FudgeStop__1 : EnterShort ? -FudgeStop__2 : 0

FudgeStop函数计算非点数的值，它接近于价格，因此取决于图表上加载的滚动条。Stops变量变为此函数的结果之一- FudgeStop__1表示多头交易，FudgeStop__2表示空头交易。如果绘制属于Signal变量的所有变量，并在数据窗口中查看它们，则可以看到结果，如下图所示

​

如果您不需要在Signal变量中包含非索引值-删除第78行中的三元条件元素(代码的第78行，上面的屏幕截图中没有绘制变量)，那么它将如下所示：

Signal = IncludeExits and Exits != 0 ? Exits : 
  IncludeEntries and Entries != 0 ? Entries : 
  IncludeFilter and Filter != 0 ? Filter : na