S Risk Max Intraday Filled Orders

//@version=6
// strategy.risk.max_intraday_filled_orders(3)：按交易所日期划日，每日前 5 根各下一单（entry/close 交替），第 4 笔成交应被阻止，次日恢复
strategy("S_risk_max_intraday_filled_orders", overlay = false,
  initial_capital = 100000, currency = currency.NONE,
  default_qty_type = strategy.fixed, default_qty_value = 10, 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)
strategy.risk.max_intraday_filled_orders(3)
int cycleLen = 1
int phase = 0
int cycle = 0
bool newDay = barstate.isfirst or dayofmonth != dayofmonth[1]
bool inTestWindow = year >= 2020
var int barInDay = 0
barInDay := newDay ? 0 : barInDay + 1
if inTestWindow and barInDay == 0
    strategy.entry("L", strategy.long)                        // 成交 #1（下一根 open）
if inTestWindow and barInDay == 1
    strategy.close_all(comment = "c1")                        // 成交 #2
if inTestWindow and barInDay == 2
    strategy.entry("L", strategy.long)                        // 成交 #3
if inTestWindow and barInDay == 3
    strategy.close_all(comment = "c2")                        // 第 4 笔：应被阻止，仓位留到次日
if inTestWindow and barInDay == 4
    strategy.entry("L", strategy.long)                        // 第 5 笔：应被阻止
plot(barInDay, "bar_in_day")
plot(newDay ? 1 : 0, "new_day")
plot(dayofmonth, "dayofmonth")

// ---- 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")