'All pyramiding trades close at the same time”翻译为“所有的金字塔交易同时关闭”。在代码示例中,可以使用以下代码来实现所有金字塔交易在同一时间关闭:
import backtrader as bt
class MyStrategy(bt.Strategy):
params = (
('pyramiding', True),
('pyramiding_ratio', 0.5),
('pyramiding_spacing', 20),
)
def __init__(self):
self.pyramiding_level = 0
self.pyramiding_entry_price = None
self.pyramiding_stop_loss_price = None
def next(self):
if self.pyramiding_level == 0:
# Enter the first position
self.buy()
self.pyramiding_level += 1
self.pyramiding_entry_price = self.data.close[0]
self.pyramiding_stop_loss_price = self.pyramiding_entry_price * (1 - self.params.pyramiding_ratio)
else:
# Check if we need to add a new position
if self.params.pyramiding and (self.pyramiding_level * self.params.pyramiding_spacing <= len(self)):
if self.data.close[0] > self.pyramiding_entry_price * (1 + self.params.pyramiding_ratio):
# Enter a new position
self.buy()
self.pyramiding_level += 1
self.pyramiding_entry_price = self.data.close[0]
self.pyramiding_stop_loss_price = self.pyramiding_entry_price * (1 - self.params.pyramiding_ratio)
# Check if we need to close all positions
if self.pyramiding_level > 0 and self.pyramiding_stop_loss_price < self.data.close[0]:
self.sell()
self.pyramiding_level = 0
在上面的代码中,params
中的pyramiding
参数表示是否进行金字塔交易,pyramiding_ratio
参数表示每个新仓位的大小相对于上一个仓位的比例,