在Trading View中使用Pine Script编写的策略进行回测时，“无数据”错误的原因是什么？

问题描述

我制定了一种策略，如果价格越过5分形（顶部和底部）中间平均线，则进入多头；如果价格越过5分形平均线，则结束多头。

当价格越过中间平均线以下时，该策略将做空；当价格越过5个底部分形平均线时，该策略将结束。

我目前收到无数据错误。有人可以帮我用我的代码解密问题吗？

strategy(title="Fractal Breakout Strategy",shorttitle="Fractal Breakout Long",overlay=true)
    
LookBack = input(title="Periods",defval=5,minval=1,maxval=10,type=input.integer)

th = high[2]>high[1] and high[2]>high and high[2]>high[3] and high[2]>high[4] ? -1 : 0

bl = low[2]<low[1] and low[2]<low and low[2]<low[3] and low[2]<low[4] ? 1 : 0

tot = th + bl
pl = abs(tot)>=1 ? 1 : 0

// plotarrow(pl==1 ? tot : na,colorup=green,colordown=red,offset=-2,maxheight=10)

lowline = (valuewhen(tot==1,low[2],0) + (LookBack>1 ? valuewhen(tot==1,1) : 0) + (LookBack>2 ? valuewhen(tot==1,2) : 0) + (LookBack>3 ? valuewhen(tot==1,3) : 0) + (LookBack>4 ? valuewhen(tot==1,4) : 0) + (LookBack>5 ? valuewhen(tot==1,5) : 0) + (LookBack>6 ? valuewhen(tot==1,6) : 0) + (LookBack>7 ? valuewhen(tot==1,7) : 0) + (LookBack>8 ? valuewhen(tot==1,8) : 0) + (LookBack>9 ? valuewhen(tot==1,9) : 0) /LookBack)

highline = (valuewhen(tot==-1,high[2],0) + (LookBack>1 ? valuewhen(tot==-1,1) : 0) + (LookBack>2 ? valuewhen(tot==-1,2) : 0) + (LookBack>3 ? valuewhen(tot==-1,3) : 0) + (LookBack>4 ? valuewhen(tot==-1,4) : 0) + (LookBack>5 ? valuewhen(tot==-1,5) : 0) + (LookBack>6 ? valuewhen(tot==-1,6) : 0) + (LookBack>7 ? valuewhen(tot==-1,7) : 0) + (LookBack>8 ? valuewhen(tot==-1,8) : 0) + (LookBack>9 ? valuewhen(tot==-1,9) : 0))/LookBack

MidLine = (highline+lowline)/2

// Risk management
inpTakeProfit   = input(defval = 1000,title = "Take Profit",minval = 0)
inpStopLoss     = input(defval = 200,title = "Stop Loss",minval = 0)
inpTrailStop    = input(defval = 200,title = "Trailing Stop Loss",minval = 0)
inpTrailOffset  = input(defval = 0,title = "Trailing Stop Loss Offset",minval = 0)

// === RISK MANAGEMENT VALUE PREP ===
// if an input is less than 1,assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

Long = crossover(close,MidLine)
LongClose = crossunder(close,highline)
if (Long)
    strategy.entry(id="Long Entry",long=true,when=Long)
    strategy.close(id="Long Entry",when=LongClose)

short = crossunder(close,MidLine)
shortclose = crossover(close,lowline)
if (short)
    strategy.entry(id="Short Entry",long=false,when=short)
    strategy.close(id="short Entry",when=shortclose)
    
    // === STRATEGY RISK MANAGEMENT EXECUTION ===
    strategy.exit("LongClose",from_entry = "Long",profit = useTakeProfit,loss = useStopLoss,trail_points = useTrailStop,trail_offset = useTrailOffset)
    strategy.exit("shortclose",from_entry = "short",trail_offset = useTrailOffset)

解决方法

尝试创建另一个仅用于退出的“ if”参数。

之前：

if (short)
    strategy.entry(id="Short Entry",long=false,when=short) ///Pay attention,you typed two times "short" condition,one into if and the other into strategy.entry. 
    strategy.close(id="short Entry",when=shortclose)

之后：

if (short)
    strategy.entry("Short Entry",strategy.short)

if shortclose
    strategy.close("short Entry")

您没有得到任何数据，因为您说了“如果是空头平仓”。