stock - 如何在某些天后从 `strategy.entry` 退出

Question

我似乎无法弄清楚从交易进入的特定时间间隔退出交易的语法。任何帮助将不胜感激。

if (crossover(delta, 0))
    strategy.entry("Long", strategy.long, comment="Long")
    strategy.exit("Exit", "Long", when = 15)

上面的代码我想在15天后退出多头头寸。但这似乎不起作用。

Answer 1

试试 barssince

// Example - Buy when the price closes below 22

myEntry = close  < 22

strategy.entry(id= "sample", long = strategy.long, when= myEntry)

// Close 10 bar periods after the condition that triggered the entry

strategy.close(id = "sample", when = barssince(myEntry) >= 10)