Tradingview - PineScript -将策略从v2转换为v5，但结果不同
Tradingview - PineScript -将策略从v2转换为v5，但结果不同
提问于 2022-11-21 16:33:51
因此，我将一个旧的松树脚本v2通过once转换为v5，所有这些都工作得很好，但是当我使用它时，它给了我一个与曾经转换过的v2脚本不同的结果。相同的输入设置，属性，但结果不同。
version=2
Based on Heikin Ashi Strategy v2 by breizh29
strategy("Heikin Ashi Strategy [Krypt]", shorttitle="HA Strategy [Krypt]", overlay=true)
res = input(title="Heikin Ashi Candle Time Frame", type=resolution, defval="60")
hshift = input(1,title="Heikin Ashi Candle Time Frame Shift")
res1 = input(title="Heikin Ashi EMA Time Frame", type=resolution, defval="180")
mhshift = input(0,title="Heikin Ashi EMA Time Frame Shift")
fama = input(1,"Heikin Ashi EMA Period")
test = input(1,"Heikin Ashi EMA Shift")
sloma = input(30,"Slow EMA Period")
slomas = input(1,"Slow EMA Shift")
logtransform = input(false, "Log Transform")
stoploss = input(true, "Stop Loss")
showplots = input(true, "Show Plots")
ha_t = heikinashi(tickerid)
ha_close = security(ha_t, res, logtransform ? log(close[hshift]) : close[hshift])
mha_close = security(ha_t, res1, logtransform ? log(close[mhshift]) : close[mhshift])
fma = ema(mha_close[test], fama)
sma = ema(ha_close[slomas], sloma)
plot(showplots ? (logtransform ? exp(fma) : fma) : na, title="MA", color=#0094ff, linewidth=2, style=line)
plot(showplots ? (logtransform ? exp(sma) : sma) : na, title="SMA", color=#ff6a00, linewidth=2, style=line)
golong = crossover(fma, sma)
goshort = crossunder(fma, sma)
strategy.entry("Buy", strategy.long, when=golong, stop=(stoploss ? high+syminfo.mintick : na))
strategy.entry("Sell", strategy.short, when=goshort, stop=(stoploss ? low-syminfo.mintick : na))`version=5
Based on Heikin Ashi Strategy v2 by breizh29
strategy("Heikin Ashi Strategy [Krypt] Alert", shorttitle="HA Strategy [Krypt] Alert v5 script", overlay=true)
res = input(title="Heikin Ashi Candle Time Frame",defval="60")
hshift = input(1,title="Heikin Ashi Candle Time Frame Shift")
res1 = input(title="Heikin Ashi EMA Time Frame", defval = "180")
mhshift = input(0,title="Heikin Ashi EMA Time Frame Shift")
fama = input(1,"Heikin Ashi EMA Period")
test = input(1,"Heikin Ashi EMA Shift")
sloma = input(30,"Slow EMA Period")
slomas = input(1,"Slow EMA Shift")
logtransform = input(false, "Log Transform")
stoploss = input(true, "Stop Loss")
showplots = input(true, "Show Plots")
ha_t = ticker.heikinashi(syminfo.tickerid)
ha_close = request.security(ha_t, res, logtransform ? (close[hshift]) : close[hshift])
mha_close = request.security(ha_t, res1, logtransform ? (close[mhshift]) : close[mhshift])
fma = ta.ema(mha_close[test], fama)
sma = ta.ema(ha_close[slomas], sloma)
plot(showplots ? (logtransform ? fma : fma) : na, title="MA", color=#0094ff, linewidth=2)
plot(showplots ? (logtransform ? sma : sma) : na, title="SMA", color=#ff6a00, linewidth=2)
golong = ta.crossover(fma, sma)
goshort = ta.crossunder(fma, sma)
strategy.entry("Buy", strategy.long, when=golong, stop=(stoploss ? high+syminfo.mintick : na))
strategy.entry("Sell", strategy.short, when=goshort, stop=(stoploss ? low-syminfo.mintick : na))
在我看来，我改变了条件
V2
ha_close = security(ha_t, res, logtransform ? log(close[hshift]) : close[hshift])
mha_close = security(ha_t, res1, logtransform ? log(close[mhshift]) : close[mhshift])V5
ha_close = request.security(ha_t, res, logtransform ? (close[hshift]) : close[hshift])
mha_close = request.security(ha_t, res1, logtransform ? (close[mhshift]) : close[mhshift])如何将v2中的条件转换为v5和v5以相同的结果转换为v2松脚本
回答 1
Stack Overflow用户
发布于 2022-11-21 16:37:09
安全函数的默认行为是从变化开始的v3。
如果您想获得相同的结果，应该将lookahead=barmerge.lookahead_on添加到您的security()调用中。
barmerge.lookahead_off (这是松树脚本™版本3的默认值)或barmerge.lookahead_on ( Pine™version 2的默认格式)。
页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/74522068
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