Study Error: negative quantity for entry or order

Study Error: negative quantity for entry or order

当我做空时回测我的策略时,似乎无法弄清楚为什么我得到负的“入场或订单数量”。多单工作正常,但当我切换到空单时出现错误。我的空头订单执行与我的多头执行相反。这是我的订单执行的简化版本。

'''if LongOrShort
       if (longConditions and strategy.position_size <= 0)
           strategy.entry("Long", true)
    
       if (closeLongConditions and strategy.position_size > 0)
           strategy.close("Long")


   else
       if (shortConditions and strategy.position_size <= 0)
           strategy.entry("Short", false)
    
       if (closeShortConditions and strategy.position_size > 0)
           strategy.close("Short")'''

 

我认为 strategy.position_size returns 空头头寸对经纪人来说是负面的。尝试更改 lte 和 gt:

       if (shortConditions and strategy.position_size >= 0)
           strategy.entry("Short", false)
    
       if (closeShortConditions and strategy.position_size < 0)
           strategy.close("Short")'''