Ma Crossover有一小段滞后

Question

我想建立一个执行以下操作的算法：

[当价格突破20巴MA时：当价格跌破20巴MA时：空头

你能帮帮我吗？

//@version=3
study("My Script")
strategy("MA Crossover", overlay=true)

x = sma(close,1)
y = sma(close,20)

longCondition = crossover(x, y)
if (longCondition)
    strategy.entry("Long", strategy.long)

shortCondition = crossunder(x, y)
if (shortCondition)
    strategy.entry("Short", strategy.short)

Answer 1

//@version=4
strategy("MA Crossover", overlay=true, process_orders_on_close = true)

x = sma(close,1)
y = sma(close,20)

longCondition = crossover(x, y)
if (longCondition)
    strategy.entry("Long", strategy.long)

shortCondition = crossunder(x, y)
if (shortCondition)
    strategy.entry("Short", strategy.short)