S Trailing

//@version=6
// trailing stop：trail_price（激活价）/ trail_points（激活距离，tick）+ trail_offset（tick），多空各一
strategy("S_trailing", 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 = 40
int phase = bar_index % cycleLen
int cycle = math.floor(bar_index / cycleLen)

float trailPxL = close * (1 + 0.003)
float trailPxS = close * (1 - 0.003)
if phase == 0
    strategy.entry("L", strategy.long)
    strategy.exit("TrailPx", "L", trail_price = trailPxL, trail_offset = 30)
if phase == 12
    strategy.close_all(comment = "c1")
if phase == 14
    strategy.entry("S", strategy.short)
    strategy.exit("TrailPxS", "S", trail_price = trailPxS, trail_offset = 30)
if phase == 26
    strategy.close_all(comment = "c2")
if phase == 28
    strategy.entry("L", strategy.long)
    strategy.exit("TrailPts", "L", trail_points = 30, trail_offset = 20)
if phase == 38
    strategy.close_all(comment = "c3")
if phase == 39
    strategy.cancel_all()
plot(trailPxL, "trail_price_long")
plot(trailPxS, "trail_price_short")

// ---- 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")