1. वर्ग
2. ट्रिपल सुपरट्रेंड और स्टॉक आरएसआई रणनीति

ट्रिपल सुपरट्रेंड और स्टॉक आरएसआई रणनीति

लेखक:चाओझांग, दिनांकः 2023-12-06 14:29:00
टैगः

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/*backtest
start: 2022-11-29 00:00:00
end: 2023-04-17 00:00:00
period: 1d
basePeriod: 1h
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/
// © M3RZI

//@version=4
strategy("3x Supertrend and Stoch RSI", overlay = true, max_bars_back = 1000)

//INPUTS
STATRLENGTH1 = input(10, title = "Fast Supertrend ATR Length", type = input.integer, group = "SUPERTREND SETTINGS")
STATRMULT1 = input(1, title = "Fast Supertrend ATR Multiplier", type = input.float, group = "SUPERTREND SETTINGS")
STATRLENGTH2 = input(11, title = "Medium Supertrend ATR Length", type = input.integer, group = "SUPERTREND SETTINGS")
STATRMULT2 = input(2, title = "Medium Supertrend ATR Multiplier", type = input.float, group = "SUPERTREND SETTINGS")
STATRLENGTH3 = input(12, title = "Slow Supertrend ATR Length", type = input.integer, group = "SUPERTREND SETTINGS")
STATRMULT3 = input(3, title = "Slow Supertrend ATR Multiplier", type = input.float, group = "SUPERTREND SETTINGS")

stochK = input(3, title = "K (Stochastic Fast)", type = input.integer, group = "STOCHASTIC RSI SETTINGS")
stochD = input(3, title = "D (Signal Line)", type = input.integer, group = "STOCHASTIC RSI SETTINGS")
rsiLength = input(14, title = "RSI Length", type = input.integer, group = "STOCHASTIC RSI SETTINGS")
stochLength = input(14, title = "Stochastic Length", type = input.integer, group = "STOCHASTIC RSI SETTINGS")
rsiSource = input(close, title = "RSI Source", type = input.source, group = "STOCHASTIC RSI SETTINGS")
stochRestrictions = input(false, title = "Restrict crosses to overbought/oversold territory", type = input.bool, group = "STOCHASTIC RSI SETTINGS")
overboughtLine = input(80, title = "Stochastic  RSI Upper Band", type = input.integer, group = "STOCHASTIC RSI SETTINGS")
oversoldLine = input(20, title = "Stochastic RSI Lower Band", type = input.integer, group = "STOCHASTIC RSI SETTINGS")

EMALength  = input(200, title = "EMA Length", type = input.integer, group = "EMA SETTINGS")

SLStrategy = input("ATR Based", title = "Stop Loss Strategy", options = ["ATR Based"],type = input.string, group = "POSITION EXIT SETTINGS")
SLATRLength = input(14, title = "Stop Loss ATR Length", type = input.integer, group = "POSITION EXIT SETTINGS")
SLATRMult = input(2.7, title = "Stop Loss ATR Multiplier", type = input.float, group = "POSITION EXIT SETTINGS")
TPStrategy = input("ATR Based", title = "Take Profit Strategy", options = ["ATR Based"],type = input.string, group = "POSITION EXIT SETTINGS")
TPATRLength = input(14, title = "Take Profit ATR Length", type = input.integer, group = "POSITION EXIT SETTINGS")
TPATRMult = input(1.6, title = "Take Profit ATR Multiplier", type = input.float, group = "POSITION EXIT SETTINGS")

//SUPERTRENDS
[superTrend1,dir1] = supertrend(STATRMULT1,STATRLENGTH1)
[superTrend2,dir2] = supertrend(STATRMULT2,STATRLENGTH2)
[superTrend3,dir3] = supertrend(STATRMULT3,STATRLENGTH3)

directionST1 = dir1 == 1 and dir1[1] == 1 ? false : dir1 == -1 and dir1[1] == -1 ? true : na
directionST2 = dir2 == 1 and dir2[1] == 1 ? false : dir2 == -1 and dir2[1] == -1 ? true : na
directionST3 = dir3 == 1 and dir3[1] == 1 ? false : dir3 == -1 and dir3[1] == -1 ? true : na

//STOCH RSI
rsi = rsi(rsiSource, rsiLength)
k = sma(stoch(rsi, rsi, rsi, stochLength), stochK)
d = sma(k, stochD)

//EMA
ema = ema(close,EMALength)

//CONDITIONS LONG AND SHORT

var long = false
var longCondition = false
var short = false
var shortCondition = false
var drawing = false
var TP = 0.0
var SL = 0.0
var middle = 0.0
var initial = 0

stopSize = atr(SLATRLength) * SLATRMult
profitSize = atr(TPATRLength) * TPATRMult
longStop = close - stopSize
longProfit = close + profitSize
current = close
shortStop = close + stopSize
shortProfit = close - profitSize
barInitial = bar_index

if  stochRestrictions
    longCondition := close > ema and ((directionST1 == true and directionST2 == true)  or (directionST2 == true and directionST3 == true)) and crossover(k,d) and k < oversoldLine and not long and not drawing
    shortCondition := close < ema and ((directionST1 == false and directionST2 == false)  or (directionST2 == false and directionST3 == false)) and crossunder(k,d) and k > overboughtLine and not short and not drawing
else
    longCondition := close > ema and ((directionST1 == true and directionST2 == true)  or (directionST2 == true and directionST3 == true)) and crossover(k,d) and not long and not drawing
    shortCondition := close < ema and ((directionST1 == false and directionST2 == false)  or (directionST2 == false and directionST3 == false)) and crossunder(k,d) and not short and not drawing

if longCondition
    long := true
    short := false
    drawing := true
    TP := longProfit
    middle := current
    SL := longStop
    initial := barInitial
    strategy.entry("Long", strategy.long, 10)
    strategy.exit("Long exit","Long", limit = TP, stop = SL)
    alert("Long signal Supertrend \n Profit:"+tostring(TP)+"\Curret price:"+tostring(close)+"\Stop:"+tostring(SL),alert.freq_once_per_bar_close)
    //label.new(bar_index,low,text = "Long\nTP:"+tostring(TP)+"\nSL:"+tostring(SL)+"\nAbierto:"+tostring(current), yloc = yloc.belowbar, textcolor = color.white, color = color.green, size = size.small,  style = label.style_label_up)

if shortCondition
    short := true
    long := false
    drawing := true
    TP := shortProfit
    middle := current
    SL := shortStop
    initial := barInitial
    strategy.entry("Short", strategy.short, 10)
    strategy.exit("Short exit","Short",limit = TP , stop = SL)
    alert("Short signal Supertrend \n Profit:"+tostring(TP)+"\Curret price:"+tostring(close)+"\Stop:"+tostring(SL),alert.freq_once_per_bar_close)
    //label.new(bar_index,high,text = "Short\nTP:"+tostring(TP)+"\nSL:"+tostring(SL)+"\nAbierto:"+tostring(current), yloc = yloc.abovebar, textcolor = color.white, color = color.red, size = size.small,  style = label.style_label_down)

if long and (high[1] >= TP or low[1] <= SL)
    drawing := false
    long := false
    if high[1] >= TP
        label.new(bar_index[int((bar_index - initial)/2)],TP, text = "Win (Long)", textcolor = color.white, color = color.green, size = size.small, style = label.style_label_down)
    else
        label.new(bar_index[int((bar_index - initial)/2)],SL, text = "Lose (Long)", textcolor = color.white, color = color.red, size = size.small, style = label.style_label_up)

if short and (low[1] <= TP or high[1] >= SL)
    drawing :=  false
    short := false
    if low[1] <= TP
        label.new(bar_index[int((bar_index - initial)/2)],TP, text = "Win (short)", textcolor = color.white, color = color.green, size = size.small, style = label.style_label_up)
    else
        label.new(bar_index[int((bar_index - initial)/2)],SL, text = "Lose (short)", textcolor = color.white, color = color.red, size = size.small, style = label.style_label_down)

//STRATEGY
//strategy.entry("buy", strategy.long, 10, when = longCondition)
//strategy.exit("bracket", "buy",  10, limit = TP, stop = SL)
//strategy.entry("short", strategy.long, 10, when = shortCondition)
//strategy.exit("bracket", "short",  10, limit = TP, stop = SL)

//DRAWING
plotshape(longCondition, title = "Long Signal", location=location.belowbar, style=shape.labelup, color=color.green, textcolor=color.white, size=size.small, text="Long")
plotshape(shortCondition, title = "Short Signal", location=location.abovebar, style=shape.labeldown, color=color.red, textcolor=color.white, size=size.small, text="Short")
profitLine = plot(drawing and drawing[1] ? TP : na, title = "Take profit", color = color.green, style = plot.style_linebr)
currentLine =plot(drawing and drawing[1]  ? middle : na, title = "Middle Line", color = color.white, style = plot.style_linebr)
lossLine = plot(drawing and drawing[1]  ? SL : na, title = "Stop Loss", color = color.red, style = plot.style_linebr)
fill(currentLine,profitLine, title = "Profit Background" ,color = color.new(color.green,75))
fill(currentLine,lossLine, title = "Loss Background" ,color = color.new(color.red,75))
plot(superTrend1, title = "Fast Supertrend", color = dir1 == 1 and dir1[1] == 1 ? color.red : dir1 == -1 and dir1[1] == -1 ? color.green : na)
plot(superTrend2, title = "Medium Supertrend", color = dir2 == 1 and dir2[1] == 1 ? color.red : dir2 == -1 and dir2[1] == -1 ? color.green : na)
plot(superTrend3, title = "Slow Supertrend", color = dir3 == 1 and dir3[1] == 1 ? color.red : dir3 == -1 and dir3[1] == -1 ? color.green : na)
plot(ema, title = "EMA",color = color.yellow)
//plot(k, color = color.blue)
//plot(d, color = color.orange)
//h1 = hline(80)
//h2 = hline(20)
//fill(h1,h2, color = color.new(color.purple,60))

---

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