仅在布林带中线以上买入

Question

我只想在布林带中线上方买入。 close > basis可以吗，还是应该close[1]？

...

strategy(...

length = input(20, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50, title="StdDev")
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)

...

buyCondition = ... and close > basis

Answer 1

您需要历史参考来检查过去的数据吗？ (关闭[1]).

如果不是，您只是计算当前柱的条件，如果它为真（收盘价高于基础），那么您进入仓位。

那样

//@version=4
strategy("strategy", process_orders_on_close = true, overlay=true)


length = input(20, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50, title="StdDev")
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)

plot(upper)
plot(lower)
plot(basis)

if (close>basis) 
    strategy.entry("EN", strategy.long)


if (close<lower) 
    strategy.close("EN")

仅在布林带中线以上买入

Buy only above middle band of bollinger bands

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