需要帮助 / 如何每个会话只开一笔交易?

huangapple go评论54阅读模式
英文:

Need Help / How to open only one trade per session?

问题

我正在寻找解决方案,以解决我的策略问题。我想每个会话仅开立一次做多头寸和一次做空头寸。我的会话时间框架如下。

sessionZone = input.string("GMT+1", title="Session time zone")

inSession = InSession(sessionTime, sessionZone) and timeframe.isintraday
sessionStart = inSession and not inSession[1]
SessionEnd = inSession[1] and not inSession

因此,每天不应该有超过两次新的开仓(1做多头寸/1做空头寸)。有任何想法吗?

英文:

I'm looking for a solution to my strategy. I want to open only one strategy.entry long and one strategy.entry short per session. The timeframe of my session looks like this.

sessionTime = input.session("0015-2245", title="Session time")
sessionZone = input.string("GMT+1", title="Session time zone")

inSession    = InSession(sessionTime, sessionZone) and timeframe.isintraday
sessionStart = inSession and not inSession[1]
SessionEnd = inSession[1] and not inSession

So there shouldn't be more than two new entries (1long Max/ 1Short Max) per day. Any ideas?

答案1

得分: 0

以下是翻译好的部分:

有几种方法可以实现这一点。

一个示例是使用 var 变量来检查您是否在同一个会话中已经输入。然后,当进入新会话时,应将其重置。

var entered_before = false
entered_before := sessionStart ? false : entered_before  // 如果是新会话,则重置变量。否则保持其值

if (entry_condition and not entered_before)
    strategy.entry()
    entered_before := true

当然,您需要两个这样的变量(一个用于做多,一个用于做空)。

另一个想法是将最后一次交易的 strategy.opentrades.entry_bar_indexta.barssince(sessionStart) 进行比较。如果 strategy.opentrades.entry_bar_index 小于 ta.barssince(sessionStart),那么您就知道该交易发生在当前会话中。

英文:

There are several ways of achieving this.

One example would be using a var variable to check whether you have entered before in the same session. You should then reset this when it is a new session.

var entered_before = false
entered_before := sessionStart ? false : entered_before  // If it is a new session, reset the variable. Keep its value otherwise

if (entry_condition and not entered_before)
    strategy.entry()
    entered_before := true

Of course, you need two of these variables (one for short and one for long).

Another idea would be to compare strategy.opentrades.entry_bar_index of the last trade with ta.barssince(sessionStart). If strategy.opentrades.entry_bar_index is less than ta.barssince(sessionStart), you would know that that entry took place in the current session.

huangapple
  • 本文由 发表于 2023年2月6日 18:39:26
  • 转载请务必保留本文链接:https://go.coder-hub.com/75360199.html
匿名

发表评论

匿名网友

:?: :razz: :sad: :evil: :!: :smile: :oops: :grin: :eek: :shock: :???: :cool: :lol: :mad: :twisted: :roll: :wink: :idea: :arrow: :neutral: :cry: :mrgreen:

确定