1. বর্গক্ষেত্র
2. শক্তিশালী দ্বৈত চলমান গড় ট্রেডিং কৌশল

শক্তিশালী দ্বৈত চলমান গড় ট্রেডিং কৌশল

লেখক:চাওঝাং, তারিখঃ ২০২৪-০২-০৫ ১০ঃ৫৭ঃ২৮
ট্যাগঃ

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/*backtest
start: 2024-01-05 00:00:00
end: 2024-02-04 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals

//@version=4
strategy("GMS: RSI & ROC Strategy", overlay=true)

LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
RSIroc = input(title="RSI Only, ROC Only, Both?", type=input.string, defval="Both", options=["Both", "RSI Only", "ROC Only"])
RSILength = input(title="RSI Length", type = input.integer ,defval=14)
RSIUpper = input(title="RSI Upper Threshold", type = input.float ,defval=70)
RSILower = input(title="RSI Lower Threshold", type = input.float ,defval=30)
ROCLength = input(title="ROC Length", type = input.integer ,defval=14)
ROCUpper = input(title="ROC Upper Threshold", type = input.float ,defval=0.01)
ROCLower = input(title="ROC Lower Threshold", type = input.float ,defval=-0.01)
LongExit = input(title="Long Exit SMA Length", type = input.integer ,defval=5)
ShortExit = input(title="Short Exit SMA Length", type = input.integer ,defval=5)
AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
TrendLength = input(title="Trend SMA Length", type = input.integer ,defval=200)

//RSI ONLY
 //Long Side

if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "RSI Only"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
//RSI ONLY
 //SHORT SIDE

if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "RSI Only"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
///////-----------------/////////////
///////-----------------/////////////
///////-----------------/////////////
    
    
//ROC ONLY
 //Long Side

if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "ROC Only"
    strategy.entry("LONG", true, when = rsi(close,ROCLength)<ROCLower and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
//ROC ONLY
 //SHORT SIDE

if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "ROC Only"
    strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
   
    
///////-----------------/////////////
///////-----------------/////////////
///////-----------------/////////////   

    
//BOTH
 //Long Side

if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower  and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower  and close< sma(close,LongExit) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower  and close< sma(close,LongExit) and close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "Both"
    strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower  and close< sma(close,LongExit))
    strategy.close("LONG", when = close>sma(close,LongExit))
    
//BOTH
 //SHORT SIDE

if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "Both"
    strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit))
    strategy.close("SHORT", when = close<sma(close,ShortExit))
    
    

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• আরএসআই এবং ডব্লিউএমএ ক্রসওভার কৌশল
• ডায়নামিক এসএএমএ ক্রস ট্রেন্ড কৌশল
• ডাবল এমএ ইন্ডিকেটর ওসিলেটিং প্রাইস ট্র্যাকিং কৌশল
• ডাবল মুভিং এভারেজ সুপারট্রেন্ড পরিমাণগত ট্রেডিং কৌশল
• হুল এবং এলএসএমএ সূচকগুলির উপর ভিত্তি করে কোয়ান্টাম কৌশল অনুসরণ করে প্রবণতা
• চলমান গড় এবং আরএসআই ক্রসওভার কৌশল
• ডুয়াল রেঞ্জ ফিল্টার ট্রেন্ড ট্র্যাকিং কৌশল
• চলমান গড়ের উপর ভিত্তি করে সুপার ট্রেন্ড অনুসরণকারী কৌশল
• গ্লোবিং ক্যান্ডেল আরএসআই ট্রেডিং কৌশল
• RSI-এর উপর ভিত্তি করে একটি বোলিংজার ব্যান্ড এবং ট্রেন্ড ট্র্যাকিং কৌশল
• বোলিংজার ব্যান্ড মোমেন্টাম ব্রেকআউট ট্রেডিং কৌশল
• ৫ দিনের মুভিং এভারেজ ব্যান্ড এবং জিবিএসের ক্রয়/বিক্রয় সংকেতের উপর ভিত্তি করে পরিমাণগত ট্রেডিং কৌশল
• ডাবল মুভিং মিডিয়ার অস্সিলেটর স্টক কৌশল
• ইম্পোমেন্টাম সুইং ট্রেডিং কৌশল
• ডায়নামিক পিএসএআর স্টক ফ্লুক্টোশন ট্র্যাকিং কৌশল
• ক্লোজিং মূল্য তুলনা দ্বৈত চলমান গড় ক্রসওভার কৌশল
• ইচিমোকু ক্লাউড, এমএসিডি এবং স্টোকাস্টিক ভিত্তিক মাল্টি-টাইমফ্রেম ট্রেন্ড ট্র্যাকিং কৌশল
• এমএসিডি ভলিউম রিভার্সাল ট্রেডিং কৌশল
• ডায়নামিক মুভিং এভারেজ ক্রসওভার কম্বো কৌশল
• উইলি ওনকা ব্রেকআউট কৌশল