替换 valuewhen 以遵循 PineCoders 的代码优化指南
Replacing valuewhen in order to follow code optimization guide by PineCoders
我正在阅读 PineCoders' FAQ，更准确地说是如何优化代码。我想在以下情况下替换 valuewhen 。我假设他们提到它是因为创建警报时关于重新绘制的警告？
Use techniques like this one whenever you can, to avoid using valuewhen().
以下情况我应该如何避免valuewhen？
EntryPrice = valuewhen(EnterLong or EnterShort, close, 0)
在我对 pine 版本 4 之前的理解中，它是：
EntryPrice = 0, EntryPrice := nz(EntryPrice[1])
现在应该是：
var float entryPrice = na
if enterLong or enterShort
entryPrice := close
对吗？
完整片段：
//@version=3
//@author=LucF, for PineCoders
// Signal for Backtesting-Trading Engine [PineCoders]
// v1.3, 2019.06.21 02:58
// PineCoders, Tools and ideas for all Pine coders.
// This script is referenced from the PineCoders FAQ & Code here: http://www.pinecoders.com/faq_and_code/#how-can-i-use-one-scripts-output-as-an-input-into-another
// Documentation: https://www.tradingview.com/script/y4CvTwRo-Signal-for-Backtesting-Trading-Engine-PineCoders/
// This script is an example of how to configure a signal for the PineCoders Backtesting-Trading Engine
// which you will find here: https://www.tradingview.com/script/dYqL95JB-Backtesting-Trading-Engine-PineCoders/
// We used the built-in MACD indicator as a template. The script's signal adheres to the following protocol:
// EXTERNAL SIGNAL PROTOCOL
// Only one external indicator can be connected to a script; in order to leverage its use to the fullest,
// the engine provides options to use it as either and entry signal, an entry/exit signal or a filter.
// When used as an entry signal, you can also use the signal to provide the entry stop. Here’s how this works.
// - For filter state: supply +1.0 for bull (long entries allowed), -1.0 for bear (short entries allowed).
// - For entry signals: supply +2.0 for long, -2.0 for short.
// - For exit signals: supply +3.0 for exit from long, -3.0 for exit from short.
// - To send an entry stop level with entry signal: Send positive stop level for long entry
// (e.g. 103.33 to enter a long with a stop at 103.33), negative stop level for short entry
// (e.g. -103.33 to enter a short with a stop at 103.33). If you use this feature,
// your indicator will have to check for exact stop levels of 1.0, 2.0 or 3.0 and their negative counterparts,
// and fudge them with a tick in order to avoid confusion with other signals in the protocol.
// Note that each use must be confirmed in the corresponding section of the script's Settings/Inputs.
// CONFIGURATION OF ALERTS
// Entry and Event alerts will generally be configured to trigger Once Per Bar Close.
// Exit alerts can be configured to trigger Once Per Bar Close or Once Per Bar, depending on how fast
// you want them. Once Per Bar means the alert will trigger the moment the condition is first encountered
// during the realtime bar, instead of at the bar's close.
// Entry and Exit alerts trigger at the same bar where the relevant marker will appear on the chart.
// Event alerts trigger on the bar following the appearance of their respective marker on the chart.
study("Signal for Backtesting-Trading Engine [PineCoders]")
// 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)
// ————— Filter.
FilterLong = MACD>0
FilterShort = MACD<0
// ————— Entries.
EnterLong = crossover(MACD, 0)
EnterShort = crossunder(MACD, 0)
// ————— 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
// ▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
// ——————————————————————————————————————————————————————————————————————————————————————
EntryPrice = valuewhen(EnterLong or EnterShort, close, 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 = EnterLong ? 2 : EnterShort ? -2 : 0
Stops = EnterLong ? FudgeStop(StopLong, 1) : EnterShort ? -FudgeStop(StopShort, -1) : 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")
// ————— Plots markers.
plotshape(IncludeEntries and EnterLong, "Enter Long", style=shape.triangleup, location=location.bottom, color=green, size=size.small, text="Enter\nLong")
plotshape(IncludeEntries and EnterShort, "Enter Short", style=shape.triangledown, location=location.top, color=red, size=size.small, text="Enter\nShort")
plotshape(IncludeExits and ExitLong, "Exit Long", style=shape.triangledown, location=location.top, color=green, size=size.tiny, text="Exit\nLong")
plotshape(IncludeExits and ExitShort, "Exit Short", style=shape.triangleup, location=location.bottom, color=red, size=size.tiny, text="Exit\nShort")
bgcolor(color = IncludeFilter and FilterLong ? lime : IncludeFilter and FilterShort ? red : na, title = "Filter Background")
看看我们如何使用：
if enterLong
inLong := true
entryPrice := close
else if enterShort
inShort := true
entryPrice := close
else if exitLong
inLong := false
entryPrice := na
else if exitShort
inShort := false
entryPrice := na
在 .
我正在阅读 PineCoders' FAQ，更准确地说是如何优化代码。我想在以下情况下替换 valuewhen 。我假设他们提到它是因为创建警报时关于重新绘制的警告？
Use techniques like this one whenever you can, to avoid using valuewhen().
以下情况我应该如何避免valuewhen？
EntryPrice = valuewhen(EnterLong or EnterShort, close, 0)
在我对 pine 版本 4 之前的理解中，它是：
EntryPrice = 0, EntryPrice := nz(EntryPrice[1])
现在应该是：
var float entryPrice = na
if enterLong or enterShort
entryPrice := close
对吗？
完整片段：
//@version=3
//@author=LucF, for PineCoders
// Signal for Backtesting-Trading Engine [PineCoders]
// v1.3, 2019.06.21 02:58
// PineCoders, Tools and ideas for all Pine coders.
// This script is referenced from the PineCoders FAQ & Code here: http://www.pinecoders.com/faq_and_code/#how-can-i-use-one-scripts-output-as-an-input-into-another
// Documentation: https://www.tradingview.com/script/y4CvTwRo-Signal-for-Backtesting-Trading-Engine-PineCoders/
// This script is an example of how to configure a signal for the PineCoders Backtesting-Trading Engine
// which you will find here: https://www.tradingview.com/script/dYqL95JB-Backtesting-Trading-Engine-PineCoders/
// We used the built-in MACD indicator as a template. The script's signal adheres to the following protocol:
// EXTERNAL SIGNAL PROTOCOL
// Only one external indicator can be connected to a script; in order to leverage its use to the fullest,
// the engine provides options to use it as either and entry signal, an entry/exit signal or a filter.
// When used as an entry signal, you can also use the signal to provide the entry stop. Here’s how this works.
// - For filter state: supply +1.0 for bull (long entries allowed), -1.0 for bear (short entries allowed).
// - For entry signals: supply +2.0 for long, -2.0 for short.
// - For exit signals: supply +3.0 for exit from long, -3.0 for exit from short.
// - To send an entry stop level with entry signal: Send positive stop level for long entry
// (e.g. 103.33 to enter a long with a stop at 103.33), negative stop level for short entry
// (e.g. -103.33 to enter a short with a stop at 103.33). If you use this feature,
// your indicator will have to check for exact stop levels of 1.0, 2.0 or 3.0 and their negative counterparts,
// and fudge them with a tick in order to avoid confusion with other signals in the protocol.
// Note that each use must be confirmed in the corresponding section of the script's Settings/Inputs.
// CONFIGURATION OF ALERTS
// Entry and Event alerts will generally be configured to trigger Once Per Bar Close.
// Exit alerts can be configured to trigger Once Per Bar Close or Once Per Bar, depending on how fast
// you want them. Once Per Bar means the alert will trigger the moment the condition is first encountered
// during the realtime bar, instead of at the bar's close.
// Entry and Exit alerts trigger at the same bar where the relevant marker will appear on the chart.
// Event alerts trigger on the bar following the appearance of their respective marker on the chart.
study("Signal for Backtesting-Trading Engine [PineCoders]")
// 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)
// ————— Filter.
FilterLong = MACD>0
FilterShort = MACD<0
// ————— Entries.
EnterLong = crossover(MACD, 0)
EnterShort = crossunder(MACD, 0)
// ————— 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
// ▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
// ——————————————————————————————————————————————————————————————————————————————————————
EntryPrice = valuewhen(EnterLong or EnterShort, close, 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 = EnterLong ? 2 : EnterShort ? -2 : 0
Stops = EnterLong ? FudgeStop(StopLong, 1) : EnterShort ? -FudgeStop(StopShort, -1) : 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")
// ————— Plots markers.
plotshape(IncludeEntries and EnterLong, "Enter Long", style=shape.triangleup, location=location.bottom, color=green, size=size.small, text="Enter\nLong")
plotshape(IncludeEntries and EnterShort, "Enter Short", style=shape.triangledown, location=location.top, color=red, size=size.small, text="Enter\nShort")
plotshape(IncludeExits and ExitLong, "Exit Long", style=shape.triangledown, location=location.top, color=green, size=size.tiny, text="Exit\nLong")
plotshape(IncludeExits and ExitShort, "Exit Short", style=shape.triangleup, location=location.bottom, color=red, size=size.tiny, text="Exit\nShort")
bgcolor(color = IncludeFilter and FilterLong ? lime : IncludeFilter and FilterShort ? red : na, title = "Filter Background")
看看我们如何使用：
if enterLong
inLong := true
entryPrice := close
else if enterShort
inShort := true
entryPrice := close
else if exitLong
inLong := false
entryPrice := na
else if exitShort
inShort := false
entryPrice := na
在