Les signaux de scalpe d'achat et de vente pour les contrats à terme sur le pétrole brut (ou peuvent être utilisés avec n'importe quel scrip avec une bonne quantité de volume) basés sur l'alerte de surachat / survente (!) de Sma & RSI pour une éventuelle indication d'inversion.
Prendre position acheter uniquement si la bougie brise le haut de la bougie d'alerte et pour les positions de vente, prendre position si la bougie brise le bas de la bougie d'alerte.
Meilleure performance avec un délai de 3 minutes sur les contrats à terme sur le pétrole brut
test de retour
/*backtest start: 2022-04-24 00:00:00 end: 2022-05-23 23:59:00 period: 4h 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/ // © nicks1008 //@version=4 study(title="CRUDE OIL BUY/SELL",shorttitle="CRUDE Scalp |3 Min",precision=2,overlay=true) Rsi_value=input(14,title="RSI Length",step=1) hl=input(75,title="Higher Value of RSI",step=1) ll=input(25,title="Lower value of RSI",step=1) rs=rsi(close,Rsi_value) sma_value=input(50,title="SMA Length",step=1) sma1=sma(close,sma_value) dist_SMA=1 candle_length=1 mycolor= iff(rs>=hl or rs<=ll,color.yellow,iff(low> sma1,color.lime,iff(high<sma1,color.red,color.yellow))) gaps=sma1+dist_SMA //Gap between price and SMA for Sell gapb=sma1-dist_SMA //Gap between price and SMA for Buy chartgap=gaps or gapb //for both below or above the SMA gap1=sma1+5 gapvalue=(open/100)*candle_length //setting % with its Share price gapp=(high-low)>gapvalue //or rs<50 // Condition for Min candle size to be eligible for giving signal - Buy Calls gapp2=(high-low)>gapvalue //or rs>55 // Condition for Min candle size to be eligible for giving signal - Sell Calls bull=open<close and (high-low)>2*gapvalue and close>(high+open)/2 bear=open>close and (high-low)>2*gapvalue and close<(low+open)/2 rev1=rs>68 and open>close and open>gaps and (high-low)>gapvalue+0.5 and low!=close //over red candles "S" - uptrend rev1a=rs>90 and open<close and close>gaps and high!=close and open!=low // over green candles"S" - uptrend sellrev= rev1 or rev1a rev2=rs<50 and open<close and open<gapb and open==low //over green candles"B" rev3=rs<30 and open>close and high>gapb and open!=high and barstate.isconfirmed!=bear //over red candles"B" rev4=rs<85 and close==high and (high-low)>gapvalue and open<close //over green candle in both trends hlrev_s=crossunder(rs,hl) llrev_b=crossover(rs,ll) and open<close buycall=open<close and open>sma1 and cross(close[1],sma1) and close>sma1 sellcall=cross(close,sma1) and open>close BUY=crossover(close[1],sma1) and close[1]>open[1] and high[0]>high[1] and close[0]>open[0] SELL=crossunder(low[1],sma1) and close[1]<open[1] and low[0]<low[1] and close[0]<open[0] plotshape(SELL,title="SELL",style=shape.labeldown,color=color.red,text="S",textcolor=color.black,transp=30) plotshape(BUY,title="BUY",style=shape.labelup,color=color.aqua,text="B",textcolor=color.black,transp=30,location=location.belowbar) plotshape(hlrev_s,title="Reversal1",style=shape.labeldown,color=color.yellow,text="!",textcolor=color.black,transp=20) plotshape(llrev_b,title="Reversal2",style=shape.labelup,color=color.yellow,text="!",textcolor=color.black,transp=20,location=location.belowbar) plot(sma1,title="SMA",color=mycolor,linewidth=2) alertcondition(hlrev_s or llrev_b,title="Reversal Signal", message="Reversal Alert") alertcondition(SELL or BUY,title="Buy/Sale Signal", message="Buy/Sell Alert") if BUY strategy.entry("Enter Long", strategy.long) else if SELL strategy.entry("Enter Short", strategy.short)