我想使用 Pinescript 在 Tradingview 上设置回测策略。我想使用 SMA 和 RSI 作为指标。如何编写脚本？

Posted 2023-03-13

【中文标题】我想使用 Pinescript 在 Tradingview 上设置回测策略。我想使用 SMA 和 RSI 作为指标。如何编写脚本？

【英文标题】：I would like to set up a backtest strategy on Tradingview using Pinescript. I would like to use SMA and RSI as indicators. How to write the script?

【发布时间】：2021-06-21 23:25:12

【问题描述】：

我想使用 Pinescript 在 Tradingview 上设置回测策略。我想使用 SMA 和 RSI 作为指标。我希望开始日期为 2007 年 1 月 1 日，结束日期为测试期的 2009 年 3 月 31 日。有人可以写一个脚本吗？这是我目前拥有的，但它似乎没有过滤掉测试期的开始和结束日期。

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

// Indicators
SMA50 = sma(close, 50)
SMA100 = sma(close, 100)
rsi = rsi(close, 14)
atr = atr(14)

// Crossover conditions 
longCondition = crossover(SMA50, SMA100)

if (longCondition)
    stopLoss = low - atr * 2
    takeProfit = high + atr * 6
    strategy.entry("long", strategy.long, 100, when = rsi > 30)
    strategy.exit ("exit", "long", stop=stopLoss, limit=takeProfit)
    
    
// Plotting SMAs in the chart.
plot(SMA50)
plot(SMA100,color=color.black)

【问题讨论】：

使用这个例子pinecoders.com/faq_and_code/…

【参考方案1】：

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

// Indicators
SMA50 = sma(close, 50)
SMA100 = sma(close, 100)
rsi = rsi(close, 14)
atr = atr(14)


// === BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2007, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 3,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 31,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2009, title = "Thru Year",       type = input.integer, minval = 1970)


// === FUNCTION ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false  

// Crossover conditions 
longCondition = crossover(SMA50, SMA100)

if (longCondition)
    stopLoss = low - atr * 2
    takeProfit = high + atr * 6
    strategy.entry("long", strategy.long, 100, when = rsi > 30 and window())
    strategy.exit ("exit", "long", stop=stopLoss, limit=takeProfit)
    
if not window ()
    strategy.close ("long")
    
// Plotting SMAs in the chart.
plot(SMA50)
plot(SMA100,color=color.black)

希望对您有所帮助，在此链接中您可以获得更多信息：

https://www.tradingview.com/script/62hUcP6O-How-To-Set-Backtest-Date-Range/

【讨论】：

请描述您面临错误的地方！