Cette stratégie est une stratégie de suivi de l'oscillation du RSI basée sur des ajustements annuels.
Des méthodes telles que l'ajustement des paramètres du RSI, la plage de cycle de négociation, les ratios stop loss / profit peuvent être utilisées pour optimiser.
Cette stratégie suit la tendance par les caractéristiques d'oscillation du cycle annuel du RSI, contrôlant efficacement les risques de trading.
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-31 23:59:59 period: 2h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=3 strategy(title = "Bitlinc MARSI Study AST",shorttitle="Bitlinc MARSI Study AST",default_qty_type = strategy.percent_of_equity, default_qty_value = 100,commission_type=strategy.commission.percent,commission_value=0.1,initial_capital=1000,currency="USD",pyramiding=0, calc_on_order_fills=false) // === General Inputs === lengthofma = input(62, minval=1, title="Length of MA") len = input(31, minval=1, title="Length") upperband = input(89, minval=1, title='Upper Band for RSI') lowerband = input(10, minval=1, title="Lower Band for RSI") takeprofit =input(1.25, title="Take Profit Percent") stoploss =input(.04, title ="Stop Loss Percent") monthfrom =input(8, title = "Month Start") monthuntil =input(12, title = "Month End") dayfrom=input(1, title= "Day Start") dayuntil=input(31, title= "Day End") // === Innput Backtest Range === //FromMonth = input(defval = 9, title = "From Month", minval = 1, maxval = 12) //FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) //FromYear = input(defval = 2018, title = "From Year", minval = 2017) //ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) //ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) //ToYear = input(defval = 9999, title = "To Year", minval = 2017) // === Create RSI === src=sma(close,lengthofma) up = rma(max(change(src), 0), len) down = rma(-min(change(src), 0), len) rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down)) plot(rsi,linewidth = 2, color=purple) // === Plot Bands === band1 = hline(upperband) band0 = hline(lowerband) fill(band1, band0, color=blue, transp=95) // === Entry and Exit Methods === longCond = crossover(rsi,lowerband) shortCond = crossunder(rsi,upperband) // === Long Entry Logic === if ( longCond ) strategy.entry("LONG", strategy.long, stop=close, oca_name="TREND", comment="LONG") else strategy.cancel(id="LONG") // === Short Entry Logic === if ( shortCond ) strategy.entry("SHORT", strategy.short,stop=close, oca_name="TREND", comment="SHORT") else strategy.cancel(id="SHORT") // === Take Profit and Stop Loss Logic === //strategy.exit("Take Profit LONG", "LONG", profit = close * takeprofit / syminfo.mintick, loss = close * stoploss / syminfo.mintick) //strategy.exit("Take Profit SHORT", "SHORT", profit = close * takeprofit / syminfo.mintick, loss = close * stoploss / syminfo.mintick) strategy.exit("LONG TAKE PROFIT", "LONG", profit = close * takeprofit / syminfo.mintick) strategy.exit("SHORT STOP LOSS", "SHORT", profit = close * takeprofit / syminfo.mintick) strategy.exit("LONG STOP LOSS", "LONG", loss = close * stoploss / syminfo.mintick) strategy.exit("SHORT STOP LOSS", "SHORT", loss = close * stoploss / syminfo.mintick)