S_pending_entries

//@version=6
// 挂单进场的生命周期：limit/stop/stop-limit 放在市价上方/下方、挂着不重发直到成交、同 ID 改价、cancel、平仓后 exit 自动取消
strategy("S_pending_entries", overlay = false,
  initial_capital = 100000, currency = currency.NONE,
  default_qty_type = strategy.fixed, default_qty_value = 1, pyramiding = 1,
  commission_type = strategy.commission.percent, commission_value = 0, slippage = 0,
  margin_long = 0, margin_short = 0, close_entries_rule = "FIFO",
  process_orders_on_close = false, calc_on_order_fills = false, calc_on_every_tick = false,
  backtest_fill_limits_assumption = 0, use_bar_magnifier = false, fill_orders_on_standard_ohlc = false)
int cycleLen = 68
int phase = bar_index % cycleLen
int cycle = math.floor(bar_index / cycleLen)

float pxM04 = close * (1 - 0.004)
float pxP04 = close * (1 + 0.004)
float pxP03 = close * (1 + 0.003)
float pxP06 = close * (1 + 0.006)
float pxM10 = close * (1 - 0.010)
float pxM05 = close * (1 - 0.005)
float pxM20 = close * (1 - 0.020)
float pxP01 = close * (1 + 0.001)
if phase == 0
    strategy.entry("LimBuyBelow", strategy.long, limit = pxM04)          // 常规：低于市价的买入限价，等价格下来
if phase == 8
    strategy.close_all(comment = "c1")
    strategy.cancel("LimBuyBelow")
if phase == 10
    strategy.entry("LimBuyAbove", strategy.long, limit = pxP04)          // 高于市价的买入限价：应像市价单下个 tick 成交
if phase == 14
    strategy.close_all(comment = "c2")
    strategy.cancel("LimBuyAbove")
if phase == 16
    strategy.entry("StopBuyAbove", strategy.long, stop = pxP04)          // 常规：高于市价的买入止损，等价格上去
    strategy.exit("GhostExit", "StopBuyAbove", stop = pxM20)             // 平仓后应被自动取消，后续不得再成交
if phase == 24
    strategy.close_all(comment = "c3")
    strategy.cancel("StopBuyAbove")
if phase == 26
    strategy.entry("StopBuyBelow", strategy.long, stop = pxM04)          // 低于市价的买入止损：应立即触发
if phase == 30
    strategy.close_all(comment = "c4")
    strategy.cancel("StopBuyBelow")
if phase == 32
    strategy.entry("StopLimit", strategy.long, stop = pxP03, limit = pxP06)   // stop-limit：触发后 limit 在上方
if phase == 40
    strategy.close_all(comment = "c5")
    strategy.cancel("StopLimit")
if phase == 42
    strategy.entry("Mod", strategy.long, limit = pxM10)                  // 先挂 1% 下方
if phase == 44
    strategy.entry("Mod", strategy.long, limit = pxM05)                  // 同 ID 改价到 0.5% 下方
if phase == 50
    strategy.close_all(comment = "c6")
    strategy.cancel("Mod")
if phase == 52
    strategy.entry("LimSellAbove", strategy.short, limit = pxP04)        // 常规：高于市价的卖出限价
if phase == 58
    strategy.close_all(comment = "c7")
    strategy.cancel("LimSellAbove")
if phase == 60
    strategy.entry("StopLimitLow", strategy.long, stop = pxP03, limit = pxP01)   // stop-limit：limit 在 stop 之下，触发后等回撤
if phase == 66
    strategy.close_all(comment = "c8")
    strategy.cancel("StopLimitLow")
if phase == 67
    strategy.cancel_all()
plot(pxM04, "px_m0p4")
plot(pxP04, "px_p0p4")
plot(pxP03, "px_p0p3")
plot(pxP06, "px_p0p6")
plot(pxM10, "px_m1p0")
plot(pxM05, "px_m0p5")
plot(pxM20, "px_m2p0")
plot(pxP01, "px_p0p1")

// ---- 对齐列 ----
plot(bar_index, "bar_index")
plot(cycle, "cycle")
plot(phase, "phase")
plot(strategy.position_size, "pos")
plot(strategy.position_avg_price, "avg_price")
plot(strategy.equity, "equity")
plot(strategy.openprofit, "openprofit")
plot(strategy.netprofit, "netprofit")
plot(strategy.closedtrades, "closedtrades")
plot(strategy.opentrades, "opentrades")