IntelTrading

доборы в pine разными объемами

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По многочисленным просьбам сделал видео о том, как реализовать на pine доборы позиций на разные объемы. В примере реализовано 3 входа в позицию с тремя дискретными долями от капитала, которые настраиваются в параметрах стратегии. Данное видео дополняет видео из позапрошлой идее (прикрепил его)

Comment:
strategy("Моя стратегия", overlay=true, calc_on_every_tick = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, slippage = 10, commission_type = strategy.commission.percent, commission_value = 0.1, initial_capital = 10000)


pS = input(12, title = 'period small')
pB = input(21, title = 'period big')


SS = ta.sma(close, pS)
SB = ta.sma(close, pB)

plot(SS, color = color.green)
plot(SB, color = color.red)


longCondition = ta.crossover(SS, SB)
shortCondition = ta.crossunder(SS, SB)


n1 = input(0.2, title = 'доля 1')
n2 = input(0.3, title = 'доля 2')
n3 = 1 - n1 - n2


var m1 = 0.0
var m2 = 0.0
var m3 = 0.0
if strategy.position_size == 0
m1 := n1*strategy.equity
m2 := n2*strategy.equity
m3 := n3*strategy.equity

var N = 0
if strategy.position_size > strategy.position_size
N := N + 1
if strategy.position_size == 0
N := 0

var pr1 = 0.0
if longCondition and N == 0
pr1 := close
v1 = m1/pr1

var pr2 = 0.0
if longCondition and N == 1 and close < strategy.position_avg_price
pr2 := close
v2 = m2/pr2

var pr3 = 0.0
if longCondition and N == 2 and close < strategy.position_avg_price
pr3 := close
v3 = m3/pr3


strategy.entry('buy', strategy.long, qty = v1, limit = pr1, when = longCondition and N == 0)
strategy.order('buy', strategy.long, qty = v2, limit = pr2, when = longCondition and N == 1 and close < strategy.position_avg_price)
strategy.order('buy', strategy.long, qty = v3, limit = pr3, when = longCondition and N == 2 and close < strategy.position_avg_price)
strategy.close_all(when = shortCondition and close > strategy.position_avg_price)

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