TradingView到AICoin转换

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تمت الإجابة باستخدام O1 بواسطة Chat01

سؤال

能将以下tradingview的策略转换成AICoin使用的策略吗?

//@version=5
strategy(title='3 EMA + RSI with Trail Stop', shorttitle='3 EMA + RSI + Trail Stop', overlay=true, pyramiding=3, currency=currency.USDT, default_qty_type=strategy.percent_of_equity, initial_capital=1000, default_qty_value=50, commission_type=strategy.commission.percent, commission_value=0.1)

// Bollinger Bands
len = input.int(14, minval=1, title='Length', group='RSI')
src = input.source(close, 'Source', group='RSI')
rsi = ta.rsi(src, len)
long_rsi = input.int(20, minval=1, title='Exit Short RSI', group='RSI')
short_rsi = input.int(80, minval=1, title='Exit Long RSI', group='RSI')

// Moving Averages
len_a = input.int(5, minval=1, title='EMA A Length', group='Moving Averages')
out_a = ta.ema(close, len_a)
plot(out_a, title='EMA A', color=color.purple)

len_b = input.int(7, minval=1, title='EMA B Length', group='Moving Averages')
out_b = ta.ema(close, len_b)
plot(out_b, title='EMA B', color=color.orange)

len_c = input.int(80, minval=1, title='EMA C Length', group='Moving Averages')
out_c = ta.ema(close, len_c)
plot(out_c, title='EMA C', color=color.green)

// Trailing Stop Parameters
trail_point = input.float(50, title='Trail Points', group='Trailing Stop')
trail_offset = input.float(1, title='Trail Offset', group='Trailing Stop')

// NEW: Fixed Stop-Loss (%)
fixStopLossPerc = input.float(3.0, title='Fixed Stop Loss (%)', group='Stop Loss')

// Strategy Conditions
stratGroup = 'Strategy'
showLong = input.bool(true, title='Long entries', group=stratGroup)
showShort = input.bool(true, title='Short entries', group=stratGroup)
closeAfterXBars = input.bool(true, title='Close after X # bars', tooltip='If trade is in profit', group=stratGroup)
xBars = input.int(24, title='# bars')

entryLong = ta.crossover(out_a, out_b) and out_a > out_c and close > open
exitLong = rsi > short_rsi

entryShort = ta.crossunder(out_a, out_b) and out_a < out_c and close < open
exitShort = rsi < long_rsi

bought = strategy.opentrades[0] == 1 and strategy.position_size[0] > strategy.position_size[1]
entry_price = ta.valuewhen(bought, open, 0)
var int nPastBars = 0
if strategy.position_size > 0
nPastBars := nPastBars + 1
nPastBars
if strategy.position_size == 0
nPastBars := 0
nPastBars
if closeAfterXBars
exitLong := nPastBars >= xBars and close > entry_price ? true : exitLong
exitLong
exitShort := nPastBars >= xBars and close < entry_price ? true : exitShort
exitShort

// ────────────────────────────────────────────────────────────────────────────────
// Orders
// ────────────────────────────────────────────────────────────────────────────────
//
// Instead of calling 'strategy.entry' + 'strategy.close' unconditionally,
// we can incorporate logic to close an opposite position first if a new signal arises.
//

// 1) If we get a long signal while not already in a long, close the short first (if any).
if entryLong and showLong
// If there's an open short position, close it first
if strategy.position_size < 0
strategy.close('Short', comment='Close Short → New Long')

text
// Now open the new Long position strategy.entry('Long', strategy.long)

// 2) If we get a short signal while not already in a short, close the long first (if any).
if entryShort and showShort
// If there's an open long position, close it first
if strategy.position_size > 0
strategy.close('Long', comment='Close Long → New Short')

text
// Now open the new Short position strategy.entry('Short', strategy.short)

// Use strategy.close for “normal” RSI-based exit conditions only if the position is still open
if strategy.position_size > 0
// If RSI exit condition is met for a long, close it
if exitLong
strategy.close('Long', comment='RSI Exit Long')

if strategy.position_size < 0
// If RSI exit condition is met for a short, close it
if exitShort
strategy.close('Short', comment='RSI Exit Short')

// For a long position: stop-loss below avg price by fixStopLossPerc%
if strategy.position_size > 0
// Fixed stop loss for a LONG is (AvgPrice * (1 - X/100))
float longStopPrice = strategy.position_avg_price * (1 - fixStopLossPerc / 100.0)
strategy.exit('Trail Stop Long', from_entry='Long', stop = longStopPrice, trail_points=trail_point, trail_offset=trail_offset)

// For a short position: stop-loss above avg price by fixStopLossPerc%
if strategy.position_size < 0
// Fixed stop loss for a SHORT is (AvgPrice * (1 + X/100))
float shortStopPrice = strategy.position_avg_price * (1 + fixStopLossPerc / 100.0)
strategy.exit('Trail Stop Short', from_entry='Short',stop = shortStopPrice, trail_points=trail_point, trail_offset=trail_offset)

الفكرة

Translating strategies

Hm, that's interesting. Converting a large PineScript strategy to AICoin's script syntax involves replicating the RSI-based exit, EMA crossover logic, trailing stop, and fixed stop-loss to match AICoin's specifications.

Mapping out the specifics

I’m thinking about converting the strategy to AiCoin's syntax, using built-in functions for EMA, RSI, and managing crossovers, trailing stops, and fixed stop-losses effectively.

Adapting logic

I’m now adjusting the logic for AiCoin, focusing on EMA crossovers and trailing stops, hinting at formatting nuances and potential disclaimer needs due to direct translation.

Thought about strategy conversion for AICoin,持续 17 秒

الإجابة

下面给出一个示例,演示如何将 TradingView(PineScript)中的主要逻辑,大致转换到 AICoin 策略环境下。由于两个平台在语法、函数命名和执行机制等方面都有较大差异,下述代码仅作示例,帮助你理清思路。你需要根据自己在 AICoin 策略平台上的实际函数和变量命名进行进一步调整和测试。

注意:AICoin 与 TradingView 的策略函数、事件调用方式有明显区别,以下示例仅供参考,须根据 AICoin 官方文档和策略回测环境进行适配、测试与修正。


1. 关键逻辑回顾

从 TradingView 的脚本中,我们可以提炼出以下核心交易逻辑:

  1. 指标部分
    • RSI:
      • 长平仓阈值:rsi > short_rsi
      • 短平仓阈值:rsi < long_rsi
    • EMA: 共 3 条
      • EMA A = ema(close, 5)
      • EMA B = ema(close, 7)
      • EMA C = ema(close, 80)
  2. 开仓条件
    • 多单:EMA A 上穿 EMA B,且 EMA A > EMA C,且当前 K 线收阳 (close > open)
    • 空单:EMA A 下穿 EMA B,且 EMA A < EMA C,且当前 K 线收阴 (close < open)
  3. 平仓条件
    1. RSI 达到相反阈值
    2. 或者持仓达到一定 bar 数之后并且有浮盈 (可选)
    3. 固定止损:开多后价格回撤 X%,开空后价格上行 X%
    4. 移动止损:根据 trail_points 与 trail_offset
  4. 仓位管理
    • 默认:pyramiding = 3(在 TradingView 中可开多个同方向仓位),需要看 AICoin 是否支持类似加仓/分批逻辑。
    • 百分比资金管理(50% of Equity),AICoin 具体如何下单需要查阅对应函数。

2. AICoin 策略示例

以下示例使用了伪代码风格,演示如何在 AICoin 中定义参数、计算指标并进行下单与止损处理。你需要根据 AICoin 官方文档中的函数名和事件回调(如 onTick, onBar 等)进行落地修改。

lua
------------------------------------------------- -- 在 AICoin 策略平台上定义参数(示例) ------------------------------------------------- -- RSI相关 local param_rsiLength = input("RSI Length", 14) local param_rsiLongExit = input("Exit Short RSI", 20) local param_rsiShortExit= input("Exit Long RSI", 80) -- EMA相关 local param_emaFast = input("EMA A Length", 5) local param_emaMid = input("EMA B Length", 7) local param_emaSlow = input("EMA C Length", 80) -- 移动止损参数 local param_trailPoints = input("Trail Points", 50) local param_trailOffset = input("Trail Offset", 1) -- 固定止损(%) local param_fixStopPerc = input("Fixed Stop Loss (%)", 3.0) -- 其他策略控制 local param_closeAfterXBars = input("Close after X bars?", true) -- 是否启用持仓时间限制 local param_xBars = input("Number of bars to hold", 24) -- 持仓限制bar数 ------------------------------------------------- -- 全局变量示例(需要根据AICoin环境实现) ------------------------------------------------- local barsSinceEntry = 0 -- 持仓后经过的bar数 local entryPrice = 0.0 -- 记录开仓价格(多 / 空) local inPosition = 0 -- 记录当前仓位方向: 1=多,-1=空,0=无 local positionSize = 0 -- 仓位大小 ------------------------------------------------- -- onBar() 事件示例:每根新K线触发 -- AICoin实际回调名字可能不同 ------------------------------------------------- function onBar() ------------------------- -- 1) 计算指标 ------------------------- local closePrice = Close() -- 获取当前K线收盘价 local openPrice = Open() -- 获取当前K线开盘价 local rsiValue = RSI(closePrice, param_rsiLength) -- 假设 AICoin 有内置函数 RSI() local emaA = EMA(closePrice, param_emaFast) local emaB = EMA(closePrice, param_emaMid) local emaC = EMA(closePrice, param_emaSlow) -- 计算多、空开仓条件 local longSignal = crossOver(emaA, emaB) and (emaA > emaC) and (closePrice > openPrice) local shortSignal = crossUnder(emaA, emaB) and (emaA < emaC) and (closePrice < openPrice) ------------------------- -- 2) 判断平仓/止损 ------------------------- -- 根据方向做不同判断 if inPosition == 1 then -- 多头持仓 -- (a) RSI 到达高位 -> 平仓 if rsiValue > param_rsiShortExit then closeLong("RSI Exit Long") -- 平多单(伪函数) end -- (b) 达到固定止损价 (多单价格下跌 param_fixStopPerc%) -- stopPrice = entryPrice * (1 - param_fixStopPerc/100) local stopPriceLong = entryPrice * (1 - param_fixStopPerc / 100.0) if closePrice <= stopPriceLong then closeLong("Fixed Stop Loss Long") end -- (c) 移动止损 (trailPoints, trailOffset) - 在AICoin中可能需要另外的函数 -- 假设提供 trailStop 函数,示例: -- trailStop("Long", param_trailPoints, param_trailOffset) -- (d) 如果启用 closeAfterXBars 并且达到X bars,且当前有浮盈 if param_closeAfterXBars == true then if barsSinceEntry >= param_xBars and closePrice > entryPrice then closeLong("Time-based Exit Long") end end elseif inPosition == -1 then -- 空头持仓 -- (a) RSI 到达低位 -> 平仓 if rsiValue < param_rsiLongExit then closeShort("RSI Exit Short") -- 平空单(伪函数) end -- (b) 达到固定止损价 (空单价格上涨 param_fixStopPerc%) -- stopPrice = entryPrice * (1 + param_fixStopPerc/100) local stopPriceShort = entryPrice * (1 + param_fixStopPerc / 100.0) if closePrice >= stopPriceShort then closeShort("Fixed Stop Loss Short") end -- (c) 移动止损 -- trailStop("Short", param_trailPoints, param_trailOffset) -- (d) 如果启用 closeAfterXBars 并且达到X bars,且当前有浮盈 if param_closeAfterXBars == true then if barsSinceEntry >= param_xBars and closePrice < entryPrice then closeShort("Time-based Exit Short") end end end ------------------------- -- 3) 判断是否要开新仓 ------------------------- -- 如果出现多单信号 && 当前无多单持仓 if longSignal and inPosition ~= 1 then -- 如果目前是空头,先平仓空头再开多 if inPosition == -1 then closeShort("Close Short -> New Long") end openLong("Long Entry") -- 开多单 end -- 如果出现空单信号 && 当前无空单持仓 if shortSignal and inPosition ~= -1 then -- 如果目前是多头,先平仓多头再开空 if inPosition == 1 then closeLong("Close Long -> New Short") end openShort("Short Entry") -- 开空单 end ------------------------- -- 4) 维护持仓 bar 计数 ------------------------- if inPosition ~= 0 then barsSinceEntry = barsSinceEntry + 1 else barsSinceEntry = 0 end end ------------------------------------------------- -- 伪函数示例:实际需要用AICoin提供的API替换 ------------------------------------------------- function openLong(comment) -- 下单操作,需使用AICoin的API entryPrice = Close() inPosition = 1 positionSize = yourPositionSizeLogicHere() -- 根据资金管理、杠杆等 barsSinceEntry = 0 log("Open Long: "..comment) end function openShort(comment) -- 下单操作 entryPrice = Close() inPosition = -1 positionSize = yourPositionSizeLogicHere() barsSinceEntry = 0 log("Open Short: "..comment) end function closeLong(comment) -- 平多操作 if inPosition == 1 then -- 在此用 AICoin 的API做实际平仓 inPosition = 0 positionSize = 0 barsSinceEntry = 0 log("Close Long: "..comment) end end function closeShort(comment) -- 平空操作 if inPosition == -1 then -- 在此用 AICoin 的API做实际平仓 inPosition = 0 positionSize = 0 barsSinceEntry = 0 log("Close Short: "..comment) end end -- 伪函数: crossover / crossunder function crossOver(seriesA, seriesB) -- 判断最近一根K线是否从下方向上穿越 -- 需自己存储前一bar的数值,或利用AICoin的内置 cross() 函数 return (seriesA[1] < seriesB[1]) and (seriesA[0] > seriesB[0]) end function crossUnder(seriesA, seriesB) -- 判断最近一根K线是否从上方向下穿越 return (seriesA[1] > seriesB[1]) and (seriesA[0] < seriesB[0]) end function log(msg) -- 在AICoin中一般有print或其他日志函数 print(msg) end

主要说明

  1. 自定义函数
    AICoin 的脚本和 TradingView PineScript 的内置函数有很多不同之处,比如 ta.rsi()ta.ema() 在 AICoin 上往往需要用 RSI()EMA() 或自己封装的指标函数实现;strategy.entrystrategy.closestrategy.exit 等函数在 AICoin 并不一定存在,需要改写成交易指令的形式,例如 BUY / SELL 或自定义函数 openLong, closeLong 等。

  2. Bar 计数
    TradingView 里通过 strategy.opentradesvaluewhen() 判断开仓并计数,这里示例用一个全局变量 barsSinceEntry 进行简单累加。你可以根据实际需要(如只在新 Bar 收到后 +1,或在 Tick 中处理)来完善此逻辑。

  3. 移动止损
    在 PineScript 里通过 strategy.exit(..., trail_points, trail_offset) 完成;在 AICoin 里通常需要自己跟踪最高/最低浮动盈亏并动态调整 stop。有的平台也提供了相应的“移动止损”指令,需要查看官方文档或示例。

  4. 固定止损

    • 多单:AvgPrice * (1 - fixStopLossPerc/100)
    • 空单:AvgPrice * (1 + fixStopLossPerc/100)
  5. 资金管理
    如果想做“用 50% 资金开仓”,需要根据 AICoin 的下单接口,把当前策略账户可用资金乘以 50% 后,再除以价格,得到下单数量。示例中留了 yourPositionSizeLogicHere() 供你自行实现。

  6. pyramiding
    如果要在 AICoin 上复现 pine 般可多次加仓功能,需要在开仓后判断是否可以继续加仓,同时记录每次加仓的均价和仓位;并在平仓时一次性或分批平掉。示例中仅做了单次开/平仓,若需多次加仓可自行扩展。


3. 结语

以上示例演示了如何将 TradingView 策略中关键的指标与交易逻辑迁移到 AICoin 环境。你需要:

  1. 对照 AICoin 官方文档,确定如何正确调用 RSI、EMA 等指标函数。
  2. 实现开平仓指令(如 BUY, SELL, COVER, SHORT 等),或者使用更高级的函数/接口。
  3. 完善日志持仓管理移动止损等细节,并进行回测和实盘测试。

希望能帮助你更快地在 AICoin 上复现并改进这套策略!

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