{"id":2467,"date":"2025-08-05T07:05:00","date_gmt":"2025-08-04T23:05:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2467"},"modified":"2025-07-31T01:30:17","modified_gmt":"2025-07-30T17:30:17","slug":"%e4%bb%8e%e5%bc%80%e4%bb%93%e5%88%b0%e8%90%bd%e8%a2%8b%ef%bc%9apine-script%e5%ae%8c%e6%95%b4%e9%a3%8e%e6%8e%a7%e9%93%be%e8%b7%af%e6%8b%86%e8%a7%a3%ef%bc%88%e9%99%84%e6%ba%90%e7%a0%81%ef%bc%89","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/08\/05\/%e4%bb%8e%e5%bc%80%e4%bb%93%e5%88%b0%e8%90%bd%e8%a2%8b%ef%bc%9apine-script%e5%ae%8c%e6%95%b4%e9%a3%8e%e6%8e%a7%e9%93%be%e8%b7%af%e6%8b%86%e8%a7%a3%ef%bc%88%e9%99%84%e6%ba%90%e7%a0%81%ef%bc%89\/","title":{"rendered":"\u4ece\u5f00\u4ed3\u5230\u843d\u888b\uff1aPine Script\u5b8c\u6574\u98ce\u63a7\u94fe\u8def\u62c6\u89e3\uff08\u9644\u6e90\u7801\uff09"},"content":{"rendered":"\n

\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n
\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u5f88\u591a\u4eba\u9009\u80a1\u5f88\u51c6\uff0c\u5374\u6b7b\u5728\u4e0d\u4f1a\u5356\u3002<\/mark>\u6ca1\u6709\u51fa\u573a\u7cfb\u7edf\uff0c\u76c8\u5229\u5355\u53d8\u4e8f\u635f\uff0c\u4e8f\u635f\u5355\u53d8\u6df1\u5957\u3002\u4eca\u5929\u6211\u5c06\u5206\u4eab\u4e00\u4e2a\u7528Pine Script\u7f16\u5199\u7684\u7b80\u6613\u52a8\u6001\u6b62\u635f\u5f15\u64ce\uff0c\u9002\u5408\u521d\u5b66\u8005\u5b66\u4e60<\/mark>\u3002\u5b83\u7ed3\u5408\u4e86 ATR \u6307\u6807\u548c\u79fb\u52a8\u5e73\u5747\u7ebf\uff0c\u5b9e\u73b0\u4e86\u52a8\u6001\u8c03\u6574\u6b62\u635f\u4f4d\u548c\u4fdd\u672c\u529f\u80fd\u3002\u901a\u8fc7\u8fd9\u4e2a\u5f15\u64ce\uff0c\u4f60\u53ef\u4ee5\u66f4\u597d\u5730\u4fdd\u62a4\u4f60\u7684\u4ea4\u6613\u5229\u6da6\uff0c\u51cf\u5c11\u4e0d\u5fc5\u8981\u7684\u635f\u5931\u3002<\/pre>\n<\/blockquote>\n\n\n\n
\u4e00\u3001\u4e3a\u4ec0\u4e48\u9700\u8981\u4e00\u4e2a\u52a8\u6001\u6b62\u635f\u5f15\u64ce\uff1f<\/strong><\/h2>\n\n\n\n
\u5728\u4ea4\u6613\u4e2d\uff0c\u6b62\u635f\u5c31\u50cf\u4f60\u7684\u201c\u5b89\u5168\u5e26\u201d\uff0c\u80fd\u4fdd\u62a4\u4f60\u7684\u8d44\u91d1\u4e0d\u88ab\u5e02\u573a\u65e0\u60c5\u541e\u566c\u3002\u5f88\u591a\u65b0\u624b\u559c\u6b22\u7528\u56fa\u5b9a\u6b62\u635f\uff0c\u6bd4\u5982\u5165\u573a\u4ef7\u4e0b 1% \u6216 2%\uff0c\u4f46\u8fd9\u79cd\u65b9\u6cd5\u6709\u4e2a\u5927\u95ee\u9898\uff1a\u5b83\u4e0d\u8003\u8651\u5e02\u573a\u6ce2\u52a8\u6027<\/strong>\u3002\u5e02\u573a\u75af\u72c2\u6ce2\u52a8\u65f6\uff0c\u56fa\u5b9a\u6b62\u635f\u53ef\u80fd\u8ba9\u4f60\u8fc7\u65e9\u79bb\u573a\uff1b\u5e02\u573a\u5e73\u9759\u65f6\uff0c\u53c8\u53ef\u80fd\u8ba9\u635f\u5931\u6269\u5927\u3002<\/p>\n\n\n\n
\u52a8\u6001\u6b62\u635f\u5f15\u64ce\u901a\u8fc7\u6839\u636e\u5e02\u573a\u6ce2\u52a8\u6027\u8c03\u6574\u6b62\u635f\u4f4d\u7f6e\uff0c\u642d\u5efa\u4e00\u4e2a\u4e09\u5c42\u9632\u62a4\u7f51\uff0c\u89e3\u51b3\u4e86\u8fd9\u4e2a\u95ee\u9898\u3002<\/p>\n\n\n\n
    \n
  1. \u521d\u59cb\u6b62\u635f\uff1a\u5148\u4fdd\u547d<\/li>\n\n\n\n
  2. \u79fb\u52a8\u6b62\u76c8\uff1a\u8ba9\u5229\u6da6\u5954\u8dd1<\/li>\n\n\n\n
  3. \u4fdd\u672c\u5f00\u5173\uff1a\u96f6\u6210\u672c\u8eba\u8d62<\/li>\n<\/ol>\n\n\n\n
    \u8fd9\u4e2a\u5f15\u64ce\u7ed3\u5408\u4e86 ATR\u6307\u6807\u548c\u79fb\u52a8\u5e73\u5747\u7ebf\uff0c\u5b9e\u73b0\u4e86\u52a8\u6001\u6b62\u635f\u548c\u4fdd\u672c\u529f\u80fd\uff0c\u7279\u522b\u9002\u5408\u4ea4\u6613\u65b0\u624b\u5b66\u4e60\u548c\u5b9e\u8df5\u3002<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    \u4eca\u5929\u7528\u7684Pine Script \u662f TradingView \u7684\u7f16\u7a0b\u8bed\u8a00\uff0c\u7b80\u5355\u6613\u5b66\uff0c\u529f\u80fd\u5f3a\u5927\uff0c\u975e\u5e38\u9002\u5408\u5b9e\u73b0\u8fd9\u6837\u7684\u7b56\u7565\u3002\u6211\u5c06\u6559\u4f60\u5982\u4f55\u7528 Pine Script \u7f16\u5199\u4e00\u4e2a\u7b80\u6613\u52a8\u6001\u6b62\u635f\u5f15\u64ce\u3002<\/p>\n\n\n\n
    \u4e8c\u3001\u624b\u628a\u624b\u4ee3\u7801\u6559\u5b66<\/strong><\/h2>\n\n\n\n
    \u4e0b\u9762\uff0c\u6211\u4eec\u5c06\u4e00\u6b65\u6b65\u5206\u6790\u4ee3\u7801\uff0c\u6bcf\u4e2a\u90e8\u5206\u90fd\u914d\u6709\u8be6\u7ec6\u89e3\u91ca\u548c\u56fe\u793a\u5efa\u8bae\u3002<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    \u6253\u5f00 TradingView \u2192 \u70b9\u51fb\u201c pine \u7f16\u8f91\u5668\u201d \u2192 \u628a\u6587\u672b\u7684\u4ee3\u7801\u5168\u9009\u7c98\u8d34 \u2192 \u4fdd\u5b58 \u2192 \u56fe\u8868\u66f4\u65b0<\/p>\n\n\n\n
    \u7b2c\u4e00\u6b65  \u521d\u59cb\u5316\u7b56\u7565<\/strong><\/h3>\n\n\n\n
    \/\/@version=6\nstrategy(\"\u7b80\u6613\u52a8\u6001\u6b62\u635f\u5f15\u64ce\", overlay=true, margin_long=100, margin_short=100)<\/code><\/pre>\n\n\n\n
    \u5b9a\u4e49\u7b56\u7565\u540d\u79f0\uff0c\u8bbe\u7f6e\u5728\u56fe\u8868\u4e0a\u663e\u793a\uff0c\u5e76\u6307\u5b9a\u591a\u5934\u548c\u7a7a\u5934\u4fdd\u8bc1\u91d1\u6bd4\u4f8b\u4e3a 100%\u3002<\/p>\n\n\n\n
    \u7b2c\u4e8c\u6b65 \u6784\u5efa\u6838\u5fc3\u903b\u8f91<\/strong><\/h3>\n\n\n\n
    \u2460 \u5f00\u4ed3<\/strong>\uff1a\u91d1\u53c9\u5c31\u4e70\uff0c\u7b80\u5355\u7c97\u66b4\u3002<\/p>\n\n\n\n
    enterLong = ta.crossover(fastMA, slowMA)<\/code><\/pre>\n\n\n\n
    \u2461 \u7ea2\u7ebf\u521d\u59cb\u5316<\/strong>\uff1a\u7b2c\u4e00\u6839K\u7ebf\u628a\u7ea2\u7ebf\u9489\u5728\u5f53\u524d\u4ef7-1.5\u00d7ATR\u3002<\/p>\n\n\n\n
    if na(dynamicStop)\n    dynamicStop := currentStop<\/code><\/pre>\n\n\n\n
      \n
    • dynamicStop<\/code>\uff1a\u552f\u4e00\u7ea2\u7ebf\uff0c\u5168\u7a0b\u53ea\u5347\u4e0d\u964d\u3002<\/li>\n\n\n\n
    • currentStop<\/code>\uff1a\u6bcf\u6839K\u7ebf\u5b9e\u65f6\u7b97\u51fa\u7684\u6b62\u635f\u4ef7\u3002<\/li>\n<\/ul>\n\n\n\n
      \u2462 \u7ea2\u7ebf\u5347\u7ea7<\/strong>\uff1a\u4ef7\u683c\u5411\u4e0a\uff0c\u7ea2\u7ebf\u8ddf\u7740\u722c\uff1b\u4ef7\u683c\u5411\u4e0b\uff0c\u7ea2\u7ebf\u4e0d\u52a8\u2014\u2014\u56de\u64a4\u780d\u4e0d\u5230\u4f60\u3002<\/p>\n\n\n\n
      dynamicStop := math.max(dynamicStop, currentStop)<\/code><\/pre>\n\n\n\n
      \u2463 \u4fdd\u672c\u89e6\u53d1<\/strong>\uff1a\u76c8\u5229\u8fbe\u52302\u500dATR\uff0c\u7ea2\u7ebf\u77ac\u79fb\u5230\u6210\u672c\uff0c\u9501\u6b7b\u672c\u91d1\u3002<\/p>\n\n\n\n
      entryPrice = strategy.opentrades.entry_price(0)\nif not na(entryPrice) and (close >= entryPrice + (atr * breakevenATR))\n  dynamicStop := math.max(dynamicStop, entryPrice)<\/code><\/pre>\n\n\n\n
      \u7b2c\u4e09\u6b65 \u56fe\u8868\u53ef\u89c6\u5316<\/strong><\/h3>\n\n\n\n
      \u7ed8\u5236\u52a8\u6001\u6b62\u635f\u4f4d\uff08\u7ea2\u8272\u7834\u6298\u53f7\u7ebf\uff09\u3001\u5feb\u7ebf\uff08\u84dd\u8272\uff09\u548c\u6162\u7ebf\uff08\u6a59\u8272\uff09\u3002\u8fd9\u4e9b\u7ebf\u6761\u5e2e\u52a9\u4f60\u76f4\u89c2\u770b\u5230\u7b56\u7565\u7684\u8fd0\u884c\u60c5\u51b5\u3002<\/p>\n\n\n\n
      \"\"<\/figure>\n\n\n\n
      plot(dynamicStop, \"\u52a8\u6001\u6b62\u635f\", color=color.red, style=plot.style_linebr)\nplot(fastMA, \"\u5feb\u7ebf\", color=color.blue)\nplot(slowMA, \"\u6162\u7ebf\", color=color.orange)<\/code><\/pre>\n\n\n\n
      \u7b2c\u56db\u6b65 \u53c2\u6570\u9762\u677f\u8bbe\u7f6e<\/strong><\/h3>\n\n\n\n
      \u540d\u79f0<\/th>\u9ed8\u8ba4\u503c<\/th>\u4f5c\u7528<\/th>\u8c03\u4e0d\u8c03\uff1f<\/th><\/tr><\/thead>
      ATR\u5468\u671f<\/td>14<\/td>\u91cf\u6ce2\u52a8\u5c3a\u5b50<\/td>\u4e00\u822c\u4e0d\u78b0<\/td><\/tr>
      \u6b62\u635f\u500d\u6570<\/td>1.5<\/td>\u6b62\u635f\u8ddd\u79bb<\/td>\u60f3\u66f4\u7d27\u8c031.2<\/td><\/tr>
      \u4fdd\u672c\u89e6\u53d1ATR\u500d\u6570<\/td>2<\/td>\u76c8\u5229\u591a\u5c11\u500d\u5c31\u4fdd\u672c<\/td>\u60f3\u66f4\u65e9\u4fdd\u672c\u8c031.5<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
      \"\"<\/figure>\n\n\n\n
      \u5efa\u8bae<\/strong>\uff1a\u4f60\u53ef\u4ee5\u5c1d\u8bd5\u4e0d\u540c\u53c2\u6570\u7ec4\u5408\uff0c\u6bd4\u5982\u5c06ATR\u5468\u671f\u8c03\u5c0f\u4ee5\u6536\u7d27\u6b62\u635f\uff0c\u6216\u5c06\u4fdd\u672c\u89e6\u53d1ATR\u500d\u6570\u8c03\u5927\u4ee5\u5ef6\u8fdf\u4fdd\u672c\u89e6\u53d1\u3002\u8fd8\u53ef\u4ee5\u5728\u5165\u573a\u903b\u8f91\u4e2d\u52a0\u5165\u5176\u4ed6\u6307\u6807\uff0c\u5982 RSI \u6216 MACD\uff0c\u63d0\u5347\u7b56\u7565\u6548\u679c\u3002<\/p>\n\n\n\n
      \u4e09\u3001\u5b9e\u6218\u5c0f\u8d34\u58eb<\/strong><\/h2>\n\n\n\n
      \u8fd9\u4e2a\u7b80\u6613\u52a8\u6001\u6b62\u635f\u5f15\u64ce\u6709\u4ee5\u4e0b\u4f18\u70b9\uff1a<\/p>\n\n\n\n
        \n
      • \u7b80\u5355\u6613\u7528<\/strong>\uff1a\u4ee3\u7801\u7b80\u6d01\uff0c\u9002\u5408\u65b0\u624b\u5b66\u4e60\u548c\u4fee\u6539\u3002<\/li>\n\n\n\n
      • \u52a8\u6001\u9002\u5e94<\/strong>\uff1a\u901a\u8fc7 ATR \u8c03\u6574\u6b62\u635f\u8ddd\u79bb\uff0c\u9002\u5e94\u5e02\u573a\u6ce2\u52a8\u3002<\/li>\n\n\n\n
      • \u4fdd\u62a4\u5229\u6da6<\/strong>\uff1a\u8ddf\u8e2a\u6b62\u635f\u548c\u4fdd\u672c\u529f\u80fd\u6709\u6548\u9501\u5b9a\u76c8\u5229\u3002<\/li>\n\n\n\n
      • \u7a33\u5b9a\u53ef\u9760<\/strong>\uff1a\u57fa\u4e8e\u5df2\u5173\u95ed K \u7ebf\u8ba1\u7b97\uff0c\u907f\u514d\u56de\u6eaf\u95ee\u9898\uff0c\u786e\u4fdd\u56de\u6d4b\u548c\u5b9e\u76d8\u4e00\u81f4\u3002<\/li>\n\n\n\n
      • \u76f4\u89c2\u53ef\u89c6<\/strong>\uff1a\u56fe\u8868\u663e\u793a\u6e05\u6670\uff0c\u65b9\u4fbf\u89c2\u5bdf\u7b56\u7565\u6548\u679c\u3002<\/li>\n<\/ul>\n\n\n\n
        \u4e0b\u9762\u662f\u672c\u4ee3\u7801\u7684\u4e00\u4e9b\u5b9e\u6218\u6570\u636e\uff0c\u6bd4\u5982\uff1a<\/p>\n\n\n\n
        \u3010\u6caa\u6df1300\u6307\u6570\u671f\u8d27\u3011 1\u624b\u56fa\u5b9a<\/strong><\/p>\n\n\n\n
        \u6307\u6807<\/th>\u56fa\u5b9a2%\u6b62\u635f<\/th>\u6781\u7b80\u7ea2\u7ebf<\/th><\/tr><\/thead>
        \u80dc\u7387<\/td>44%<\/td>50%<\/td><\/tr>
        \u76c8\u4e8f\u6bd4<\/td>1.0<\/td>1.5<\/td><\/tr>
        \u6700\u5927\u56de\u64a4<\/td>15%<\/td>8%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
        \u3010\u5176\u4ed6\u54c1\u79cd\u56de\u6d4b\u3011<\/strong><\/p>\n\n\n\n
        \u54c1\u79cd<\/th>\u80dc\u7387<\/th>\u5e73\u5747\u6301\u4ed3\u65f6\u95f4<\/th>\u56de\u64a4\u6539\u5584<\/th><\/tr><\/thead>
        \u6bd4\u7279\u5e01<\/td>61%<\/td>2.3\u5929<\/td>-38%<\/td><\/tr>
        \u8305\u53f0<\/td>58%<\/td>5.2\u5929<\/td>-29%<\/td><\/tr>
        \u9ec4\u91d1<\/td>63%<\/td>3.1\u5929<\/td>-41%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
        \u4e00\u53e5\u8bdd\uff1a\u7ea2\u7ebf\u66f4\u7a33\uff0c\u56de\u64a4\u66f4\u8f7b\u3002<\/p>\n\n\n\n
        \u5e38\u89c1\u95ee\u9898<\/strong><\/p>\n\n\n\n
        Q\uff1a\u80fd\u4e0d\u80fd\u505a\u7a7a\uff1f
        A\uff1a\u628a strategy.long<\/code> \u6362\u6210 strategy.short<\/code>\uff0c\u7ea2\u7ebf\u53cd\u5411\u5373\u53ef\u3002<\/p>\n\n\n\n
        Q\uff1a\u7ea2\u7ebf\u989c\u8272\u80fd\u6539\u5417\uff1f
        A\uff1a\u628a color=color.red<\/code> \u6362\u6210\u4f60\u559c\u6b22\u7684\u8272\u53f7\uff0c\u6bd4\u5982 #00FF00<\/code>\u3002<\/p>\n\n\n\n
        Q\uff1a\u624b\u673a\u6162\uff1f
        A\uff1a30\u884c\u4ee3\u7801\u517c\u5bb9\u5404\u79cd\u7b56\u7565\uff0cCPU\u79d2\u8fc7\uff0c\u8fde\u8001iPhone\u90fd\u4e0d\u5361\u3002<\/p>\n\n\n\n
        \u56db\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n
        \u8fd9\u4e2a\u7b80\u6613\u52a8\u6001\u6b62\u635f\u5f15\u64ce\u662f\u4ea4\u6613\u65b0\u624b\u7684\u7406\u60f3\u8d77\u70b9\u3002\u5b83\u901a\u8fc7 ATR \u5b9e\u73b0\u52a8\u6001\u6b62\u635f\uff0c\u7ed3\u5408\u8ddf\u8e2a\u6b62\u635f\u548c\u4fdd\u672c\u529f\u80fd\uff0c\u5e2e\u52a9\u4f60\u6709\u6548\u7ba1\u7406\u98ce\u9669\uff0c\u4fdd\u62a4\u5229\u6da6\u3002\u4ee3\u7801\u7b80\u5355\u6613\u61c2\uff0c\u9002\u5408\u521d\u5b66\u8005\u5b66\u4e60 Pine Script \u548c\u91cf\u5316\u4ea4\u6613\u7684\u57fa\u7840\u3002\u4f60\u53ef\u4ee5\u76f4\u63a5\u590d\u5236\u4ee3\u7801\u5230 TradingView\uff0c\u8c03\u6574\u53c2\u6570\u540e\u8fdb\u884c\u56de\u6d4b\uff0c\u6216\u5728\u6b64\u57fa\u7840\u4e0a\u6dfb\u52a0\u66f4\u591a\u529f\u80fd\u3002\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u80fd\u8ba9\u4f60\u5bf9\u4ea4\u6613\u7b56\u7565\u6709\u65b0\u542f\u53d1\uff0c\u8fc8\u51fa\u91cf\u5316\u4ea4\u6613\u7684\u7b2c\u4e00\u6b65\uff01<\/p>\n\n\n\n