1. वर्ग
2. आरएसआई रिवर्सल ब्रेकआउट रणनीति

आरएसआई रिवर्सल ब्रेकआउट रणनीति

लेखक:चाओझांग, दिनांक: 2023-11-08 12:11:03
टैगः

---

---

/*backtest
start: 2023-10-08 00:00:00
end: 2023-11-07 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/
// © REV0LUTI0N

//@version=4

strategy("RSI Strategy", overlay=true, initial_capital = 10000, default_qty_value = 10000, default_qty_type = strategy.cash)

// Strategy Backtesting
startDate  = input(timestamp("2021-10-01T00:00:00"), type = input.time, title='Backtesting Start Date')
finishDate = input(timestamp("9999-12-31T00:00:00"), type = input.time, title='Backtesting End Date')

time_cond  = true
// Strategy

Length = input(12, minval=1)
src = input(close, title="Source")
overbought = input(70, minval=1)
oversold = input(30, minval=1)
xRSI = rsi(src, Length)
    
rsinormal = input(true, title="Overbought Go Long & Oversold Go Short")
rsiflipped = input(false, title="Overbought Go Short & Oversold Go Long")

// EMA Filter
noemafilter = input(true, title="No EMA Filter")
useemafilter = input(false, title="Use EMA Filter")
ema_length = input(defval=15, minval=1, title="EMA Length")
emasrc = input(close, title="Source")
ema = ema(emasrc, ema_length)
plot(ema, "EMA", style=plot.style_linebr, color=#cad850, linewidth=2)

//Time Restriction Settings
startendtime = input("", title='Time Frame To Enter Trades')
enableclose = input(false, title='Enable Close Trade At End Of Time Frame')
timetobuy = (time(timeframe.period, startendtime))
timetoclose = na(time(timeframe.period, startendtime))

// Stop Loss & Take Profit % Based
enablesl = input(false, title='Enable Stop Loss')
enabletp = input(false, title='Enable Take Profit')
stopTick = input(5.0, title='Stop Loss %', type=input.float, step=0.1) / 100
takeTick = input(10.0, title='Take Profit %', type=input.float, step=0.1) / 100

longStop = strategy.position_avg_price * (1 - stopTick)
shortStop = strategy.position_avg_price * (1 + stopTick)
shortTake = strategy.position_avg_price * (1 - takeTick)
longTake = strategy.position_avg_price * (1 + takeTick)

plot(strategy.position_size > 0 and enablesl ? longStop : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Fixed SL")
plot(strategy.position_size < 0 and enablesl ? shortStop : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Short Fixed SL")
plot(strategy.position_size > 0 and enabletp ? longTake : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Long Take Profit")
plot(strategy.position_size < 0 and enabletp ? shortTake : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Take Profit")

// Alert messages
message_enterlong  = input("", title="Long Entry message")
message_entershort = input("", title="Short Entry message")
message_closelong = input("", title="Close Long message")
message_closeshort = input("", title="Close Short message")

// Strategy Execution
if (xRSI > overbought and close > ema and time_cond and timetobuy and rsinormal and useemafilter)
    strategy.entry("Long", strategy.long, alert_message = message_enterlong)
    
if (xRSI < oversold and close < ema and time_cond and timetobuy and rsinormal and useemafilter)
    strategy.entry("Short", strategy.short, alert_message = message_entershort)
    
if (xRSI < oversold and close > ema and time_cond and timetobuy and rsiflipped and useemafilter)
    strategy.entry("Long", strategy.long, alert_message = message_enterlong)
    
if (xRSI > overbought and close < ema and time_cond and timetobuy and rsiflipped and useemafilter)
    strategy.entry("Short", strategy.short, alert_message = message_entershort)
    
if (xRSI > overbought and time_cond and timetobuy and rsinormal and noemafilter)
    strategy.entry("Long", strategy.long, alert_message = message_enterlong)
    
if (xRSI < oversold and time_cond and timetobuy and rsinormal and noemafilter)
    strategy.entry("Short", strategy.short, alert_message = message_entershort)
    
if (xRSI < oversold and time_cond and timetobuy and rsiflipped and noemafilter)
    strategy.entry("Long", strategy.long, alert_message = message_enterlong)
    
if (xRSI > overbought and time_cond and timetobuy and rsiflipped and noemafilter)
    strategy.entry("Short", strategy.short, alert_message = message_entershort)
    
if strategy.position_size > 0 and timetoclose and enableclose
    strategy.close_all(alert_message = message_closelong)
if strategy.position_size < 0 and timetoclose and enableclose
    strategy.close_all(alert_message = message_closeshort)
    
if strategy.position_size > 0 and enablesl and time_cond
    strategy.exit(id="Close Long", stop=longStop, limit=longTake, alert_message = message_closelong)
if strategy.position_size < 0 and enablesl and time_cond
    strategy.exit(id="Close Short", stop=shortStop, limit=shortTake, alert_message = message_closeshort)
    
if strategy.position_size > 0 and enabletp and time_cond
    strategy.exit(id="Close Long", stop=longStop, limit=longTake, alert_message = message_closelong)
if strategy.position_size < 0 and enabletp and time_cond
    strategy.exit(id="Close Short", stop=shortStop, limit=shortTake, alert_message = message_closeshort)
    

---

• VWAP से Z-दूरी पर आधारित ZVWAP रणनीति
• आरएसआई रणनीति का बैकटेस्टिंग और अनुकूलन
• तीन ईएमए ट्रेंड फॉलो करने वाली रणनीति
• तेजी से विचलन अल्पकालिक लंबी व्यापार खोजक रणनीति
• सूचक-संचालित स्टॉप लॉस और ले लाभ रणनीति
• दोहरी चलती औसत रिवर्सल ट्रेडिंग रणनीति
• मात्रात्मक व्यापार के लिए उच्च निम्न ब्रेकआउट
• अस्थिरता संपीड़न ब्रेकआउट रणनीति
• डोंचियन चैनल ब्रेकआउट ट्रेडिंग रणनीति
• आरएसआई वास्तविक स्तर ब्रेकआउट रणनीति
• पैराबोलिक एसएआर डायनामिक ब्रेकआउट ट्रिपल एसएमएमए रणनीति
• एसएमए क्रॉसओवर रणनीति
• अस्थिरता समायोजित चलती औसत ट्रेडिंग रणनीति
• गति ब्रेकआउट रणनीति
• डाउनट्रेंड में शॉर्ट ट्रेडिंग रणनीति
• वॉल्यूम प्राइस ट्रेंड रिवर्स फॉरेक्स ट्रेडिंग स्ट्रेटेजी स्टेप स्टेप ईएमए पर आधारित
• दोहरी छाया उलट रणनीति
• डबल फास्ट आरएसआई सफलता रणनीति
• क्रॉस टाइमफ्रेम हुल मूविंग एवरेज खरीदें बेचें रणनीति
• गतिशीलता ट्रेंड ट्रैकिंग रणनीति