Я написал стратегию на Pine Script, чтобы протестировать ее в Trading View. Кажется, он компилируется без ошибок, но при тестировании на истории он говорит «Нет данных». Я не могу понять, что не так с моим кодом, и я покажу вам. Стратегия состоит из двух индикаторов: Support & Resistance и Awesome Oscillator. Первый индикатор был скопирован из другого скрипта и работает (графит), второй - простой Awesome Oscillator и, очевидно, работает (графит).
Я добавил некоторые функции для получения сигналов входа благодаря Awesome Oscillator и уровням Take Profit и Stop Loss благодаря поддержке и сопротивлению.
Проблема в том, что даже если в сценарии нет распознаваемой ошибки, он не размещает никаких заказов.
Я попытался воспроизвести сценарий другой стратегии, чтобы убедиться, что проблема связана с торговым представлением, но действительно работает другая общедоступная стратегия.
Единственное, что я изменил, это переместить параметр when в файл if(condition). Никаких изменений, по-прежнему ошибка "Нет данных" в разделе "Тестер стратегий".
Поиск в интернете не дает ответа.
Вот код моей стратегии. Первая (самая длинная) часть скопирована и работает хорошо (поддержка и сопротивление). Во второй части я добавил Awesome Oscillator, функции и код для исполнения стратегии.
//@version=4
// Support and Resistance Levels + Zones for 3 time frames, based on volume at fractal levels
// Original script is thanks to synapticex I have just migrated to version 3, heavily modified it and added Support and Resistance Zones
strategy(title="Consiglio Strategy", shorttitle="Consiglio", overlay=true, format=format.inherit, precision=1, scale=scale.none, pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=true)
risk = input(1, title="% Risk per Trade", minval = 0.01, step=0.1)
// Inputs
// 136 version
// Time Frame 1 = TF1 = Current Time Frame
TF1_Menu = input(title='Current', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF1_VolMA1Input = input(title="Current - Volume MA - Threshold", type=input.integer, defval=6)
TF1 = timeframe.period
// Time Frame 2 = TF2 = Custom 1 Time Frame
TF2_Menu = input(title='Custom 1', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF2 = input(title="Custom 1 - Timeframe", type=input.resolution, defval = "240")
TF2_VolMA1Input = input(title="Custom 1 - Volume MA - Threshold", type=input.integer, defval=6)
// Time Frame 3 = TF3 = Custom 2 Time Frame
TF3_Menu = input(title='Custom 2', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF3 = input(title="Custom 2 - Timeframe", type=input.resolution, defval = "1D")
TF3_VolMA1Input = input(title="Custom 2 - Volume MA - Threshold", type=input.integer, defval=6)
InvertColors = input(false, title = "Invert Colors - Support / Resistance")
// S/R - Current Time Frame = Time Frame 1 = TF1
TF1_Vol = security(syminfo.tickerid,TF1, volume)
TF1_VolMA = sma(TF1_Vol, TF1_VolMA1Input)
TF1_High = security(syminfo.tickerid,TF1, high)
TF1_Low = security(syminfo.tickerid,TF1, low)
TF1_Open = security(syminfo.tickerid,TF1, open)
TF1_Close = security(syminfo.tickerid,TF1, close)
TF1_Up = TF1_High[3] > TF1_High[4] and TF1_High[4] > TF1_High[5] and TF1_High[2] < TF1_High[3] and TF1_High[1] < TF1_High[2] and (TF1_Vol[3] > TF1_VolMA[3]) // or volume[3] > VolMA2Current[3])
TF1_Down = TF1_Low[3] < TF1_Low[4] and TF1_Low[4] < TF1_Low[5] and TF1_Low[2] > TF1_Low[3] and TF1_Low[1] > TF1_Low[2] and (TF1_Vol[3] > TF1_VolMA[3]) // or volume[3] > VolMA2Current[3])
TF1_CalcFractalUp()=>
TF1_FractalUp = 0.0
TF1_FractalUp := TF1_Up ? TF1_High[3] : TF1_FractalUp[1]
TF1_CalcFractalDown()=>
TF1_FractalDown = 0.0
TF1_FractalDown := TF1_Down ? TF1_Low[3] : TF1_FractalDown[1]
TF1_FractalUp = security(syminfo.tickerid,TF1, TF1_CalcFractalUp())
TF1_FractalDown = security(syminfo.tickerid,TF1, TF1_CalcFractalDown())
// Zones - Current Time Frame = Time Frame 1 = TF1
// Fractal Up Zones
TF1_CalcFractalUpLowerZone()=>
TF1_FractalUpLowerZone = 0.0
TF1_FractalUpLowerZone := TF1_Up and TF1_Close[3] > TF1_Open[3] ? TF1_Close[3] : TF1_Up and TF1_Close[3] < TF1_Open[3] ? TF1_Open[3] : TF1_FractalUpLowerZone[1]
TF1_CalcFractalUpUpperZone()=>
TF1_FractalUpUpperZone = 0.0
TF1_FractalUpUpperZone := TF1_Up and TF1_Close[3] > TF1_Open[3] ? (TF1_High[3] - TF1_Close[3]) + TF1_High[3] : TF1_Up and TF1_Close[3] < TF1_Open[3] ? (TF1_High[3] - TF1_Open[3]) + TF1_High[3] : TF1_FractalUpUpperZone[1]
TF1_FractalUpLowerZone = security(syminfo.tickerid, TF1, TF1_CalcFractalUpLowerZone())
TF1_FractalUpUpperZone = security(syminfo.tickerid, TF1, TF1_CalcFractalUpUpperZone())
TF1_ResistanceUpperZone = TF1_FractalUpUpperZone
TF1_ResistanceLowerZone = TF1_FractalUpLowerZone
// Fractal Down Zones
TF1_CalcFractalDownUpperZone()=>
TF1_FractalDownUpperZone = 0.0
TF1_FractalDownUpperZone := TF1_Down and TF1_Close[3] > TF1_Open[3] ? TF1_Open[3] : TF1_Down and TF1_Close[3] < TF1_Open[3] ? TF1_Close[3] : TF1_FractalDownUpperZone[1]
TF1_CalcFractalDownLowerZone()=>
TF1_FractalDownLowerZone = 0.0
TF1_FractalDownLowerZone := TF1_Down and TF1_Close[3] > TF1_Open[3] ? TF1_Low[3] + (TF1_Low[3] - TF1_Open[3]) : TF1_Down and TF1_Close[3] < TF1_Open[3] ? TF1_Low[3] + (TF1_Low[3] - TF1_Close[3]) : TF1_FractalDownLowerZone[1]
TF1_FractalDownLowerZone = security(syminfo.tickerid, TF1, TF1_CalcFractalDownLowerZone())
TF1_FractalDownUpperZone = security(syminfo.tickerid, TF1, TF1_CalcFractalDownUpperZone())
TF1_SupportUpperZone = TF1_FractalDownUpperZone
TF1_SupportLowerZone = TF1_FractalDownLowerZone
// Colors - Current Time Frame = Time Frame 1 = TF1
TF1_ResistanceColor = not InvertColors ? color.red : color.green
TF1_SupportColor = not InvertColors ? color.green : color.red
TF1_ResZoneColor = (TF1_FractalUp != TF1_FractalUp[1])? na:color.red
TF1_ResZoneColorInverted = (TF1_FractalUp != TF1_FractalUp[1])? na:color.green
TF1_SupZoneColor = (TF1_FractalDown != TF1_FractalDown[1])? na:color.green
TF1_SupZoneColorInverted = (TF1_FractalDown != TF1_FractalDown[1])? na:color.red
TF1_ResistanceZonesColor = not InvertColors and TF1_Menu=='S/R Zones' ? TF1_ResZoneColor : InvertColors and TF1_Menu=='S/R Zones' ? TF1_ResZoneColorInverted : na // red : lime
TF1_SupportZonesColor = not InvertColors and TF1_Menu=='S/R Zones' ? TF1_SupZoneColor : InvertColors and TF1_Menu=='S/R Zones' ? TF1_SupZoneColorInverted : na // lime : red
// S/R & S/R Zone Plots - Current Time Frame = Time Frame 1 = TF1
TF1_ResistanceUpZone = plot(TF1_Menu=='S/R Zones'? TF1_ResistanceUpperZone : na, "Current Timeframe - Resistance - Upper Zone", color=TF1_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF1_ResistanceDownZone = plot(TF1_Menu=='S/R Zones'? TF1_ResistanceLowerZone : na, "Current Timeframe - Resistance - Lower Zone", color=TF1_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF1_ResistanceUpZone, TF1_ResistanceDownZone, color = TF1_ResistanceZonesColor, transp=93, title = "Current Timeframe - Resistance Zone Shading")
plot((TF1_Menu=='S/R' or TF1_Menu=='S/R Zones')? TF1_FractalUp : na, "Current Timeframe - Resistance", color=TF1_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF1_Menu=='S/R' or TF1_Menu=='S/R Zones')? TF1_FractalDown : na, "Current Timeframe - Support", color=TF1_SupportColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
TF1_SupportUpZone = plot(TF1_Menu=='S/R Zones'? TF1_SupportUpperZone : na, "Current Timeframe - Support - Uper Zone", color=TF1_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF1_SupportDownZone = plot(TF1_Menu=='S/R Zones'? TF1_SupportLowerZone : na, "Current Timeframe - Support - Lower Zone", color=TF1_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF1_SupportUpZone, TF1_SupportDownZone, color =TF1_SupportZonesColor, transp=93, title = "Current Timeframe - Support Zone Shading")
// S/R - Custom 1 Time Frame = Time Frame 2 = TF2
TF2_Vol = security(syminfo.tickerid,TF2, volume)
TF2_VolMA = sma(TF2_Vol, TF2_VolMA1Input)
TF2_High = security(syminfo.tickerid,TF2, high)
TF2_Low = security(syminfo.tickerid,TF2, low)
TF2_Open = security(syminfo.tickerid,TF2, open)
TF2_Close = security(syminfo.tickerid,TF2, close)
TF2_Up = TF2_High[3] > TF2_High[4] and TF2_High[4] > TF2_High[5] and TF2_High[2] < TF2_High[3] and TF2_High[1] < TF2_High[2] and (TF2_Vol[3] > TF2_VolMA[3]) // or volume[3] > VolMA2Custom 1[3])
TF2_Down = TF2_Low[3] < TF2_Low[4] and TF2_Low[4] < TF2_Low[5] and TF2_Low[2] > TF2_Low[3] and TF2_Low[1] > TF2_Low[2] and (TF2_Vol[3] > TF2_VolMA[3]) // or volume[3] > VolMA2Custom 1[3])
TF2_CalcFractalUp()=>
TF2_FractalUp = 0.0
TF2_FractalUp := TF2_Up ? TF2_High[3] : TF2_FractalUp[1]
TF2_CalcFractalDown()=>
TF2_FractalDown = 0.0
TF2_FractalDown := TF2_Down ? TF2_Low[3] : TF2_FractalDown[1]
TF2_FractalUp = security(syminfo.tickerid,TF2, TF2_CalcFractalUp())
TF2_FractalDown = security(syminfo.tickerid,TF2, TF2_CalcFractalDown())
// Zones - Custom 1 Time Frame = Time Frame 2 = TF2
// Fractal Up Zones
TF2_CalcFractalUpLowerZone()=>
TF2_FractalUpLowerZone = 0.0
TF2_FractalUpLowerZone := TF2_Up and TF2_Close[3] > TF2_Open[3] ? TF2_Close[3] : TF2_Up and TF2_Close[3] < TF2_Open[3] ? TF2_Open[3] : TF2_FractalUpLowerZone[1]
TF2_CalcFractalUpUpperZone()=>
TF2_FractalUpUpperZone = 0.0
TF2_FractalUpUpperZone := TF2_Up and TF2_Close[3] > TF2_Open[3] ? (TF2_High[3] - TF2_Close[3]) + TF2_High[3] : TF2_Up and TF2_Close[3] < TF2_Open[3] ? (TF2_High[3] - TF2_Open[3]) + TF2_High[3] : TF2_FractalUpUpperZone[1]
TF2_FractalUpLowerZone = security(syminfo.tickerid, TF2, TF2_CalcFractalUpLowerZone())
TF2_FractalUpUpperZone = security(syminfo.tickerid, TF2, TF2_CalcFractalUpUpperZone())
TF2_ResistanceUpperZone = TF2_FractalUpUpperZone
TF2_ResistanceLowerZone = TF2_FractalUpLowerZone
// Fractal Down Zones
TF2_CalcFractalDownUpperZone()=>
TF2_FractalDownUpperZone = 0.0
TF2_FractalDownUpperZone := TF2_Down and TF2_Close[3] > TF2_Open[3] ? TF2_Open[3] : TF2_Down and TF2_Close[3] < TF2_Open[3] ? TF2_Close[3] : TF2_FractalDownUpperZone[1]
TF2_CalcFractalDownLowerZone()=>
TF2_FractalDownLowerZone = 0.0
TF2_FractalDownLowerZone := TF2_Down and TF2_Close[3] > TF2_Open[3] ? TF2_Low[3] + (TF2_Low[3] - TF2_Open[3]) : TF2_Down and TF2_Close[3] < TF2_Open[3] ? TF2_Low[3] + (TF2_Low[3] - TF2_Close[3]) : TF2_FractalDownLowerZone[1]
TF2_FractalDownLowerZone = security(syminfo.tickerid, TF2, TF2_CalcFractalDownLowerZone())
TF2_FractalDownUpperZone = security(syminfo.tickerid, TF2, TF2_CalcFractalDownUpperZone())
TF2_SupportUpperZone = TF2_FractalDownUpperZone
TF2_SupportLowerZone = TF2_FractalDownLowerZone
// Colors - Custom 1 Time Frame = Time Frame 2 = TF2
TF2_ResistanceColor = not InvertColors ? color.red : color.green
TF2_SupportColor = not InvertColors ? color.green : color.red
TF2_ResZoneColor = (TF2_FractalUp != TF2_FractalUp[1])? na:color.red
TF2_ResZoneColorInverted = (TF2_FractalUp != TF2_FractalUp[1])? na:color.green
TF2_SupZoneColor = (TF2_FractalDown != TF2_FractalDown[1])? na:color.green
TF2_SupZoneColorInverted = (TF2_FractalDown != TF2_FractalDown[1])? na:color.red
TF2_ResistanceZonesColor = not InvertColors and TF2_Menu=='S/R Zones' ? TF2_ResZoneColor : InvertColors and TF2_Menu=='S/R Zones' ? TF2_ResZoneColorInverted : na // fuchsia : green
TF2_SupportZonesColor = not InvertColors and TF2_Menu=='S/R Zones' ? TF2_SupZoneColor : InvertColors and TF2_Menu=='S/R Zones' ? TF2_SupZoneColorInverted : na // green : fuchsia
// S/R & S/R Zone Plots - Custom 1 Time Frame = Time Frame 2 = TF2
TF2_ResistanceUpZone = plot(TF2_Menu=='S/R Zones'? TF2_ResistanceUpperZone : na, "Custom 1 Timeframe - Resistance - Upper Zone", color=TF2_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF2_ResistanceDownZone = plot(TF2_Menu=='S/R Zones'? TF2_ResistanceLowerZone : na, "Custom 1 Timeframe - Resistance - Lower Zone", color=TF2_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF2_ResistanceUpZone, TF2_ResistanceDownZone, color = TF2_ResistanceZonesColor, transp=93, title = "Custom 1 Timeframe - Resistance Zone Shading")
plot((TF2_Menu=='S/R' or TF2_Menu=='S/R Zones')? TF2_FractalUp : na, "Custom 1 Timeframe - Resistance", color=TF2_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF2_Menu=='S/R' or TF2_Menu=='S/R Zones')? TF2_FractalDown : na, "Custom 1 Timeframe - Support", color=TF2_SupportColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
TF2_SupportUpZone = plot(TF2_Menu=='S/R Zones'? TF2_SupportUpperZone : na, "Custom 1 Timeframe - Support - Uper Zone", color=TF2_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF2_SupportDownZone = plot(TF2_Menu=='S/R Zones'? TF2_SupportLowerZone : na, "Custom 1 Timeframe - Support - Lower Zone", color=TF2_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF2_SupportUpZone, TF2_SupportDownZone, color =TF2_SupportZonesColor, transp=93, title = "Custom 1 Timeframe - Support Zone Shading")
// S/R - Custom 2 Time Frame = Time Frame 3 = TF3
TF3_Vol = security(syminfo.tickerid,TF3, volume)
TF3_VolMA = sma(TF3_Vol, TF3_VolMA1Input)
TF3_High = security(syminfo.tickerid,TF3, high)
TF3_Low = security(syminfo.tickerid,TF3, low)
TF3_Open = security(syminfo.tickerid,TF3, open)
TF3_Close = security(syminfo.tickerid,TF3, close)
TF3_Up = TF3_High[3] > TF3_High[4] and TF3_High[4] > TF3_High[5] and TF3_High[2] < TF3_High[3] and TF3_High[1] < TF3_High[2] and (TF3_Vol[3] > TF3_VolMA[3]) // or volume[3] > VolMA2Custom 2[3])
TF3_Down = TF3_Low[3] < TF3_Low[4] and TF3_Low[4] < TF3_Low[5] and TF3_Low[2] > TF3_Low[3] and TF3_Low[1] > TF3_Low[2] and (TF3_Vol[3] > TF3_VolMA[3]) // or volume[3] > VolMA2Custom 2[3])
TF3_CalcFractalUp()=>
TF3_FractalUp = 0.0
TF3_FractalUp := TF3_Up ? TF3_High[3] : TF3_FractalUp[1]
TF3_CalcFractalDown()=>
TF3_FractalDown = 0.0
TF3_FractalDown := TF3_Down ? TF3_Low[3] : TF3_FractalDown[1]
TF3_FractalUp = security(syminfo.tickerid,TF3, TF3_CalcFractalUp())
TF3_FractalDown = security(syminfo.tickerid,TF3, TF3_CalcFractalDown())
// Zones - Custom 2 Time Frame = Time Frame 3 = TF3
// Fractal Up Zones
TF3_CalcFractalUpLowerZone()=>
TF3_FractalUpLowerZone = 0.0
TF3_FractalUpLowerZone := TF3_Up and TF3_Close[3] > TF3_Open[3] ? TF3_Close[3] : TF3_Up and TF3_Close[3] < TF3_Open[3] ? TF3_Open[3] : TF3_FractalUpLowerZone[1]
TF3_CalcFractalUpUpperZone()=>
TF3_FractalUpUpperZone = 0.0
TF3_FractalUpUpperZone := TF3_Up and TF3_Close[3] > TF3_Open[3] ? (TF3_High[3] - TF3_Close[3]) + TF3_High[3] : TF3_Up and TF3_Close[3] < TF3_Open[3] ? (TF3_High[3] - TF3_Open[3]) + TF3_High[3] : TF3_FractalUpUpperZone[1]
TF3_FractalUpLowerZone = security(syminfo.tickerid, TF3, TF3_CalcFractalUpLowerZone())
TF3_FractalUpUpperZone = security(syminfo.tickerid, TF3, TF3_CalcFractalUpUpperZone())
TF3_ResistanceUpperZone = TF3_FractalUpUpperZone
TF3_ResistanceLowerZone = TF3_FractalUpLowerZone
// Fractal Down Zones
TF3_CalcFractalDownUpperZone()=>
TF3_FractalDownUpperZone = 0.0
TF3_FractalDownUpperZone := TF3_Down and TF3_Close[3] > TF3_Open[3] ? TF3_Open[3] : TF3_Down and TF3_Close[3] < TF3_Open[3] ? TF3_Close[3] : TF3_FractalDownUpperZone[1]
TF3_CalcFractalDownLowerZone()=>
TF3_FractalDownLowerZone = 0.0
TF3_FractalDownLowerZone := TF3_Down and TF3_Close[3] > TF3_Open[3] ? TF3_Low[3] + (TF3_Low[3] - TF3_Open[3]) : TF3_Down and TF3_Close[3] < TF3_Open[3] ? TF3_Low[3] + (TF3_Low[3] - TF3_Close[3]) : TF3_FractalDownLowerZone[1]
TF3_FractalDownLowerZone = security(syminfo.tickerid, TF3, TF3_CalcFractalDownLowerZone())
TF3_FractalDownUpperZone = security(syminfo.tickerid, TF3, TF3_CalcFractalDownUpperZone())
TF3_SupportUpperZone = TF3_FractalDownUpperZone
TF3_SupportLowerZone = TF3_FractalDownLowerZone
// Colors - Custom 2 Time Frame = Time Frame 3 = TF3
TF3_ResistanceColor = not InvertColors ? color.red : color.green
TF3_SupportColor = not InvertColors ? color.red : color.green
TF3_ResZoneColor = (TF3_FractalUp != TF3_FractalUp[1])? na:color.red
TF3_ResZoneColorInverted = (TF3_FractalUp != TF3_FractalUp[1])? na:color.green
TF3_SupZoneColor = (TF3_FractalDown != TF3_FractalDown[1])? na:color.red
TF3_SupZoneColorInverted = (TF3_FractalDown != TF3_FractalDown[1])? na:color.green
TF3_ResistanceZonesColor = not InvertColors and TF3_Menu=='S/R Zones' ? TF3_ResZoneColor : InvertColors and TF3_Menu=='S/R Zones' ? TF3_ResZoneColorInverted : na // orange : blue
TF3_SupportZonesColor = not InvertColors and TF3_Menu=='S/R Zones' ? TF3_SupZoneColor : InvertColors and TF3_Menu=='S/R Zones' ? TF3_SupZoneColorInverted : na // blue : orange
// S/R & S/R Zone Plots - Custom 2 Time Frame = Time Frame 3 = TF3
TF3_ResistanceUpZone = plot(TF3_Menu=='S/R Zones'? TF3_ResistanceUpperZone : na, "Custom 2 Timeframe - Resistance - Upper Zone", color=TF3_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF3_ResistanceDownZone = plot(TF3_Menu=='S/R Zones'? TF3_ResistanceLowerZone : na, "Custom 2 Timeframe - Resistance - Lower Zone", color=TF3_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF3_ResistanceUpZone, TF3_ResistanceDownZone, color = TF3_ResistanceZonesColor, transp=93, title = "Custom 2 Timeframe - Resistance Zone Shading") // ResistanceColorCustom 2)
plot((TF3_Menu=='S/R' or TF3_Menu=='S/R Zones')? TF3_FractalUp : na, "Custom 2 Timeframe - Resistance", color=TF3_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF3_Menu=='S/R' or TF3_Menu=='S/R Zones')? TF3_FractalDown : na, "Custom 2 Timeframe - Support", color=TF3_SupportColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
TF3_SupportUpZone = plot(TF3_Menu=='S/R Zones'? TF3_SupportUpperZone : na, "Custom 2 Timeframe - Support - Uper Zone", color=TF3_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF3_SupportDownZone = plot(TF3_Menu=='S/R Zones'? TF3_SupportLowerZone : na, "Custom 2 Timeframe - Support - Lower Zone", color=TF3_SupportZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF3_SupportUpZone, TF3_SupportDownZone, color =TF3_SupportZonesColor, transp=93, title = "Custom 2 Timeframe - Support Zone Shading")
// AWESOME OSCILLATOR
src = close
AOthreshold = input(defval = 80, title="AO Threshold", type=input.float, minval=0, step=0.1)
AO = (sma(hl2,5) - sma(hl2,34)) / 2
// FUNCTIONS
RRR() =>
rrr = (1 + (strategy.grossprofit / strategy.wintrades) / (strategy.grossloss / strategy.losstrades)) * (strategy.wintrades / (strategy.wintrades + strategy.losstrades)) - 1
na(rrr) or rrr < 0 ? 1 : rrr
upperLimit() => min(TF1_ResistanceLowerZone, min(TF2_ResistanceLowerZone, TF3_ResistanceLowerZone))
lowerLimit() => max(TF1_SupportUpperZone, max(TF2_SupportUpperZone, TF3_SupportUpperZone))
entryPrice(takeProfit, stopLoss) => ((RRR() * stopLoss) + takeProfit) / (RRR() + 1)
safeVolumeLong(entry, stopLoss) => ((strategy.initial_capital + strategy.netprofit) * risk / 100) / (entry - stopLoss) * entry
safeVolumeShort(stopLoss, entry) => ((strategy.initial_capital + strategy.netprofit) * risk / 100) / (stopLoss - entry) * stopLoss
// SIGNALS
longCondition = false
shortCondition = false
if(AO > AOthreshold)
longCondition = (AO[0] - AO[1]) > 0
if(AO < AOthreshold)
shortCondition = (AO[0] - AO[1]) < 0
// EXECUTE STRATEGY
longEntryPrice = entryPrice(upperLimit(), lowerLimit())
shortEntryPrice = entryPrice(lowerLimit(), upperLimit())
volumeLong = safeVolumeLong(longEntryPrice, lowerLimit()) / longEntryPrice
volumeShort = safeVolumeShort(lowerLimit(), shortEntryPrice) / shortEntryPrice
if(longCondition)
strategy.entry('Long entry', strategy.long, volumeLong, longEntryPrice, stop=na)
strategy.entry('Short entry', strategy.short, volumeShort, shortEntryPrice, stop=na)
if(shortCondition)
strategy.exit('Long exit', 'Long entry', qty=na, qty_percent=100.0, limit=upperLimit(), stop=lowerLimit())
strategy.exit('Short exit', 'Short entry', qty=na, qty_percent=100.0, limit=lowerLimit(), stop=upperLimit())
Я ожидаю, что по крайней мере несколько ордеров будут размещены, но при тестировании на истории никто не появляется. Что не так с моим кодом?
