3 responses to “Pine Script 策略”

1. 

   wp178245861

   Dec 29, 2024

   量化和AI的普及终将改变整个金融市场的交易方式，遗憾的是大部分普通参与者都会成为时代的垫脚石。最近本人在大A为国化债，被庄家和量化反复收割，属实让人泪目。本着打不过就加入的心态开始学习Pine Script，但仓促间写成的代码回测总是惨不忍睹，又不死心，于是斗胆向博主请教Strategy，能否分享源码，以资共勉。
   感激不敬。

   此致 ！


   敬礼！

   PowerArmor
[email protected]


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   1. 

      Keihou Shuu

      Jan 4, 2025

      我觉得你可以在Pine Script策略最下方加入如下代码来显示阶段收益，这样能更好优化：
      // 新增：每月收益率显示
      showMonthlyReturn = input.bool(true, “Show monthly earnings”, group = groupParameterSettings)
      fontSizeOptions = input.string(“large”, title = “Font Size”, options = [“tiny”, “small”, “normal”, “large”, “huge”], group = groupParameterSettings)

      var month_return = map.new<int, float>()
      var month_strat_money = map.new<int, float>()
      var years = array.new()

      int now = year * 10000 + month
      flag = true
      for mon in map.keys(month_strat_money)
      if now == mon
      flag := false
      if flag == true
      map.put(month_strat_money, now, strategy.equity)
      start_money = map.get(month_strat_money, now)
      map.put(month_return, now, (strategy.equity / start_money – 1.0) * 100)
      if years.includes(year) == false
      years.push(year)
      labels = array.from(“”, “Jan”, “Feb”, “Mar”, “Apr”, “May”, “Jun”, “Jul”, “Aug”, “Sep”, “Oct”, “Nov”, “Dec”, “Q1”, “Q2”, “Q3”, “Q4”, “Annual Return”)
      make_table(years, labels) =>
      rows = array.size(years) + 1
      columns = array.size(labels)
      backgroundColor = color.new(color.rgb(212, 212, 212), 0)
      winColor = color.rgb(81, 127, 70)
      lossColor = color.rgb(167, 76, 70)
      e = table.new(position.bottom_right, rows = rows, columns = columns, bgcolor = backgroundColor, border_width = 2, border_color = color.black, frame_width = 2, frame_color = color.black)
      for i = 0 to rows – 1
      for j = 0 to columns – 1
      table.cell_set_text_color(e, j, i, color.black)
      table.cell_set_text_size(e, j, i, fontSizeOptions)
      if i > 0 and j > 0
      table.cell_set_bgcolor(e, j, i, color.rgb(161, 162, 165))
      table.cell_set_text_color(e, j, i, color.white)
      for j = 0 to columns – 1
      table.cell_set_text(e, j, 0, array.get(labels, j))
      for i = 1 to rows – 1
      table.cell_set_text(e, 0, i, str.tostring(array.get(years, i – 1)))
      start_year = array.get(years, 0)
      sum_year = array.new(array.size(years), 1.0)
      quarterly_sum = array.new(4 * array.size(years), 1.0)
      for before in map.keys(month_return)
      nowyear = before / 10000
      nowmonth = before % 10000
      beforevalue = array.get(sum_year, nowyear – start_year)
      beforevalue *= (1.0 + map.get(month_return, before) / 100)
      array.set(sum_year, nowyear – start_year, beforevalue)
      return_value = map.get(month_return, before)
      return_value_str = return_value >= 0 ? “+” + str.tostring(return_value, “#.##”) : str.tostring(return_value, “#.##”)
      table.cell_set_bgcolor(e, nowmonth, (nowyear – start_year + 1), return_value >= 0 ? winColor : lossColor)
      table.cell_set_text(e, nowmonth, (nowyear – start_year + 1), return_value_str + “%”) // 添加百分比符号
      // 计算季度收益
      quarter = (nowmonth – 1) / 3
      quarterly_index = (nowyear – start_year) * 4 + quarter
      quarterly_value = array.get(quarterly_sum, quarterly_index)
      quarterly_value *= (1.0 + map.get(month_return, before) / 100)
      array.set(quarterly_sum, quarterly_index, quarterly_value)
      for i = 1 to rows – 1
      return_value = (array.get(sum_year, i – 1) – 1.0) * 100
      return_value_str = return_value >= 0 ? “+” + str.tostring(return_value, “#.##”) : str.tostring(return_value, “#.##”)
      table.cell_set_bgcolor(e, columns – 1, i, return_value >= 0 ? winColor : lossColor)
      table.cell_set_text(e, columns – 1, i, return_value_str + “%”) // 添加百分比符号
      // 显示季度收益
      for q = 0 to 3
      quarterly_return = (array.get(quarterly_sum, (i – 1) * 4 + q) – 1.0) * 100
      quarterly_return_str = quarterly_return >= 0 ? “+” + str.tostring(quarterly_return, “#.##”) : str.tostring(quarterly_return, “#.##”)
      table.cell_set_bgcolor(e, 12 + q + 1, i, quarterly_return >= 0 ? winColor : lossColor)
      table.cell_set_text(e, 12 + q + 1, i, quarterly_return_str + “%”) // 添加百分比符号
      if showMonthlyReturn
      make_table(years, labels)

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   2. 

      Keihou Shuu

      Jan 4, 2025

      对了，如果是单利情况下，也就是除了百分比以外还显示详细P&L金额的，可以用这个版本：
      // 新增：每月收益金额显示
      showMonthlyReturn = input.bool(true, “Show monthly earnings”, group = groupParameterSettings)
      fontSizeOptions = input.string(“normal”, title = “Font Size”, options = [“tiny”, “small”, “normal”, “large”, “huge”], group = groupParameterSettings)

      // 初始化变量
      var month_return = map.new<int, float>()
      var month_strat_money = map.new<int, float>()
      var month_return_percent = map.new<int, float>()
      var years = array.new()

      // 计算当前月份的收益
      int now = year * 10000 + month
      if not map.contains(month_strat_money, now)
      map.put(month_strat_money, now, strategy.equity)
      start_money = map.get(month_strat_money, now)
      month_change = strategy.equity – start_money
      month_return_percent_value = (strategy.equity / start_money – 1.0) * 100
      map.put(month_return, now, month_change)
      map.put(month_return_percent, now, month_return_percent_value)
      if not years.includes(year)
      years.push(year)

      // 标签数组
      labels = array.from(“”, “Jan”, “Feb”, “Mar”, “Apr”, “May”, “Jun”, “Jul”, “Aug”, “Sep”, “Oct”, “Nov”, “Dec”, “Q1”, “Q2”, “Q3”, “Q4”, “Annual Return”)

      // 创建表格函数
      make_table(years, labels) =>
      rows = array.size(years) + 1
      columns = array.size(labels)
      backgroundColor = color.new(color.rgb(212, 212, 212), 0)
      winColor = color.rgb(81, 127, 70)
      lossColor = color.rgb(167, 76, 70)
      e = table.new(position.bottom_right, rows = rows, columns = columns, bgcolor = backgroundColor, border_width = 2, border_color = color.black, frame_width = 2, frame_color = color.black)

      // 设置表格样式
for i = 0 to rows - 1
for j = 0 to columns - 1
table.cell_set_text_color(e, j, i, color.black)
table.cell_set_text_size(e, j, i, fontSizeOptions)
if i > 0 and j > 0
table.cell_set_bgcolor(e, j, i, color.rgb(161, 162, 165))
table.cell_set_text_color(e, j, i, color.white)
for j = 0 to columns - 1
table.cell_set_text(e, j, 0, array.get(labels, j))
for i = 1 to rows - 1
table.cell_set_text(e, 0, i, str.tostring(array.get(years, i - 1)))

      // 初始化年度和季度收益数组
      start_year = array.get(years, 0)
      sum_year = array.new<float>(array.size(years), 0.0)
      quarterly_sum = array.new<float>(4 * array.size(years), 0.0)
      quarterly_sum_percent = array.new<float>(4 * array.size(years), 1.0)
      annual_sum_percent = array.new<float>(array.size(years), 1.0)

      // 计算收益
      for before in map.keys(month_return)
      nowyear = before / 10000
      nowmonth = before % 10000
      year_index = nowyear - start_year
      quarter = (nowmonth - 1) / 3
      quarterly_index = year_index * 4 + quarter

      // 更新年度收益
      array.set(sum_year, year_index, array.get(sum_year, year_index) + map.get(month_return, before))
      array.set(annual_sum_percent, year_index, array.get(annual_sum_percent, year_index) * (1.0 + map.get(month_return_percent, before) / 100))

      // 更新季度收益
      array.set(quarterly_sum, quarterly_index, array.get(quarterly_sum, quarterly_index) + map.get(month_return, before))
      array.set(quarterly_sum_percent, quarterly_index, array.get(quarterly_sum_percent, quarterly_index) * (1.0 + map.get(month_return_percent, before) / 100))

      // 设置单元格内容
      return_value = map.get(month_return, before)
      return_percent = map.get(month_return_percent, before)
      return_value_str = return_value >= 0 ? "+" + str.tostring(return_value, "#.##") : str.tostring(return_value, "#.##")
      return_percent_str = return_percent >= 0 ? "+" + str.tostring(return_percent, "#.##") : str.tostring(return_percent, "#.##")
      table.cell_set_bgcolor(e, nowmonth, year_index + 1, return_value >= 0 ? winColor : lossColor)
      table.cell_set_text(e, nowmonth, year_index + 1, return_value_str + "\n(" + return_percent_str + "%)")

      // 显示季度和年度收益
for i = 1 to rows - 1
year_index = i - 1
return_value = array.get(sum_year, year_index)
return_percent = (array.get(annual_sum_percent, year_index) - 1.0) * 100
return_value_str = return_value >= 0 ? "+" + str.tostring(return_value, "#.##") : str.tostring(return_value, "#.##")
return_percent_str = return_percent >= 0 ? "+" + str.tostring(return_percent, "#.##") : str.tostring(return_percent, "#.##")
table.cell_set_bgcolor(e, columns - 1, i, return_value >= 0 ? winColor : lossColor)
table.cell_set_text(e, columns - 1, i, return_value_str + "\n(" + return_percent_str + "%)")
for q = 0 to 3
quarterly_return = array.get(quarterly_sum, year_index * 4 + q)
quarterly_return_percent = (array.get(quarterly_sum_percent, year_index * 4 + q) - 1.0) * 100
quarterly_return_str = quarterly_return >= 0 ? "+" + str.tostring(quarterly_return, "#.##") : str.tostring(quarterly_return, "#.##")
quarterly_return_percent_str = quarterly_return_percent >= 0 ? "+" + str.tostring(quarterly_return_percent, "#.##") : str.tostring(quarterly_return_percent, "#.##")
table.cell_set_bgcolor(e, 12 + q + 1, i, quarterly_return >= 0 ? winColor : lossColor)
table.cell_set_text(e, 12 + q + 1, i, quarterly_return_str + "\n(" + quarterly_return_percent_str + "%)")


      if showMonthlyReturn
      make_table(years, labels)

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