La stratégie de négociation de la divergence RSI capte les opportunités de prix erronés en analysant la divergence entre l'indicateur RSI et le prix.
Une divergence baissière régulière se produit lorsque le RSI fait un plus bas haut tandis que le prix forme un plus haut haut. Cela suggère que bien que le marché semble fort à l'extérieur, il montre des signaux de faiblesse à l'intérieur.
/*backtest start: 2024-01-15 00:00:00 end: 2024-01-22 00:00:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy(title="Divergence Indicator") len = input.int(title="RSI Period", minval=1, defval=14) src = input(title="RSI Source", defval=close) lbR = input(title="Pivot Lookback Right", defval=5) lbL = input(title="Pivot Lookback Left", defval=5) rangeUpper = input(title="Max of Lookback Range", defval=60) rangeLower = input(title="Min of Lookback Range", defval=5) plotBull = input(title="Plot Bullish", defval=true) plotHiddenBull = input(title="Plot Hidden Bullish", defval=true) plotBear = input(title="Plot Bearish", defval=true) plotHiddenBear = input(title="Plot Hidden Bearish", defval=true) bearColor = color.red bullColor = color.green hiddenBullColor = color.new(color.green, 80) hiddenBearColor = color.new(color.red, 80) textColor = color.white noneColor = color.new(color.white, 100) osc = ta.rsi(src, len) plot(osc, title="RSI", linewidth=2, color=#2962FF) hline(50, title="Middle Line", color=#787B86, linestyle=hline.style_dotted) obLevel = hline(70, title="Overbought", color=#787B86, linestyle=hline.style_dotted) osLevel = hline(30, title="Oversold", color=#787B86, linestyle=hline.style_dotted) fill(obLevel, osLevel, title="Background", color=color.rgb(33, 150, 243, 90)) plFound = na(ta.pivotlow(osc, lbL, lbR)) ? false : true phFound = na(ta.pivothigh(osc, lbL, lbR)) ? false : true _inRange(cond) => bars = ta.barssince(cond == true) rangeLower <= bars and bars <= rangeUpper //------------------------------------------------------------------------------ // Regular Bullish // Osc: Higher Low oscHL = osc[lbR] > ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1]) // Price: Lower Low priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1) // bull : 상승 Condition : 조건 bullCond = plotBull and priceLL and oscHL and plFound // 상승다이버전스? strategy.entry("상승 다이버전스 진입", strategy.long, when = bullCond) strategy.close("상승 다이버전스 진입", when = ta.crossover(osc, 50)) plot( plFound ? osc[lbR] : na, offset=-lbR, title="Regular Bullish", linewidth=2, color=(bullCond ? bullColor : noneColor) ) plotshape( bullCond ? osc[lbR] : na, offset=-lbR, title="Regular Bullish Label", text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Hidden Bullish // Osc: Lower Low oscLL = osc[lbR] < ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1]) // Price: Higher Low priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1) hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound // strategy.entry("히든 상승 다이버전스 진입", strategy.long, when = hiddenBullCond) // strategy.close("히든 상승 다이버전스 진입", when = ta.crossover(osc, 50)) plot( plFound ? osc[lbR] : na, offset=-lbR, title="Hidden Bullish", linewidth=2, color=(hiddenBullCond ? hiddenBullColor : noneColor) ) plotshape( hiddenBullCond ? osc[lbR] : na, offset=-lbR, title="Hidden Bullish Label", text=" H Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Regular Bearish // Osc: Lower High oscLH = osc[lbR] < ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1]) // Price: Higher High priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1) // bear : 하락 bearCond = plotBear and priceHH and oscLH and phFound // strategy.entry("하락 다이버전스 진입", strategy.short, when = bearCond) // strategy.close("하락 다이버전스 진입", when = ta.crossunder(osc, 50)) plot( phFound ? osc[lbR] : na, offset=-lbR, title="Regular Bearish", linewidth=2, color=(bearCond ? bearColor : noneColor) ) plotshape( bearCond ? osc[lbR] : na, offset=-lbR, title="Regular Bearish Label", text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Hidden Bearish // Osc: Higher High oscHH = osc[lbR] > ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1]) // Price: Lower High priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1) hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound // strategy.entry("히든 하락 다이버전스 진입", strategy.short, when = hiddenBearCond) // strategy.close("히든 하락 다이버전스 진입", when = ta.crossunder(osc, 50)) plot( phFound ? osc[lbR] : na, offset=-lbR, title="Hidden Bearish", linewidth=2, color=(hiddenBearCond ? hiddenBearColor : noneColor) ) plotshape( hiddenBearCond ? osc[lbR] : na, offset=-lbR, title="Hidden Bearish Label", text=" H Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor )