Strategi ini menggabungkan moving average, Bollinger Bands dan RSI untuk menilai tren harga dan tingkat overbought/oversold untuk sinyal perdagangan.
Logika Strategi:
Menghitung rata-rata bergerak dan Bollinger Bands untuk menentukan tren harga.
Menghitung RSI untuk mengidentifikasi tingkat overbought / oversold.
Masuk long ketika harga menembus band bawah BB dan crossover bullish RSI.
Gunakan stop loss untuk mengendalikan kerugian per perdagangan.
Keuntungan:
Verifikasi multi-indikator mengurangi perdagangan buruk.
RSI melengkapi keterbatasan MAs.
BB mengidentifikasi tingkat keluar.
Risiko:
Menghabiskan waktu untuk mengoptimalkan beberapa parameter.
Beberapa redundansi antara RSI dan BB.
Kecelakaan cenderung gagal dan membalikkan.
Singkatnya, strategi ini menggabungkan MAs, BBs dan RSI untuk mengidentifikasi peluang perdagangan tren dan pembalikan.
/*backtest
start: 2023-08-13 00:00:00
end: 2023-09-12 00:00:00
period: 30m
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/
// © LucasVivien
//@version=4
strategy("MA Bolinger Bands + RSI ", shorttitle="MABB + RSI", overlay=true)
// User input
source = input(title="Price source" , type=input.source , defval=close)
RSIlen = input(title="RSI Length" , type=input.integer , defval=6 , group="RSI")
RSIlvlOB = input(title="RSI Overbough" , type=input.integer , defval=50 , group="RSI")
RSIlvlOS = input(title="RSI Oversold" , type=input.integer , defval=50 , group="RSI")
RSIN = input(title="RSI Neutral" , type=input.integer , defval=50 , group="RSI")
MAlen = input(title="MA Length" , type=input.integer , defval=200 , group="MABB")
BBlen = input(title="BB Length" , type=input.integer , defval=200 , group="MABB")
BBmult = input(title="BB multiplier" , type=input.float , defval=2.0 , group="MABB" , tooltip="Set BB closer / appart", minval=0.001, maxval=50)
MAtype = input(title="MA type" , type=input.string , defval="SMA", group="MABB" , tooltip="MA type used in BB", options=["SMA", "EMA", "HMA"])
//SLmult = input(title="SL value" ,type=input.float , defval=0.06)
// Used indicators
RSI = rsi(source, RSIlen)
MA = sma(source, MAlen)
if MAtype == "EMA"
MA := ema(source, MAlen)
if MAtype == "HMA"
MA := hma(source, MAlen)
// Perform Calculations
BBdev = BBmult * stdev(source, BBlen)
BBupper = MA + BBdev
BBlower = MA - BBdev
longSL = close - close * 0.06
shortSL = close + close * 0.06
// Signals validation ([0] is trade displayed from strategy() on chart => long/short entry)
BBbull = (open < BBlower) and (close > BBlower)
BBbear = (open > BBupper) and (close < BBupper)
RSIbull = crossover(RSI , RSIN)
RSIbear = crossunder(RSI, RSIN)
Longsignal = (BBbull) and (RSIbull or RSIbull[1] or
RSIbull[2] or RSIbull[3] or RSIbull[4] or
RSIbull[5] or RSIbull[6] or RSIbull[7] or
RSIbull[8] or RSIbull[9] or RSIbull[10])
Shortsignal = (BBbear) and (RSIbear or RSIbear[1] or
RSIbear[2] or RSIbear[3] or RSIbear[4] or
RSIbear[5] or RSIbear[6] or RSIbear[7] or
RSIbear[8] or RSIbear[9] or RSIbear[10])
// Save SL values
var SLlongsaved = 0.0
var SLshortsaved = 0.0
if Longsignal and (strategy.position_size == -1) ///////////////////////////////
SLlongsaved := longSL
if Shortsignal and (strategy.position_size == 1) ////////////////////////////////
SLshortsaved := shortSL
// Plots
//plotshape(Longsignal , size=size.small, color=color.teal)
//plotshape(Shortsignal, size=size.small, color=color.fuchsia)
plot(Longsignal ? longSL : na, color=color.red, style=plot.style_linebr, linewidth=6)
plot(Shortsignal ? shortSL : na, color=color.red, style=plot.style_linebr, linewidth=6)
p1 = plot(BBupper,title="Bollinger Bands Upper Line", color=color.gray, transp=60)
p2 = plot(BBlower,title="Bollinger Bands Lower Line", color=color.gray, transp=60)
plot(MA, title="Bollinger Bands MA Basis Line" , color=color.white, transp=50)
fill(p1, p2, color=color.white, transp=92)
// Strategy Entry & Exit
//if Longsignal
strategy.entry(id="Long entry", long=true, when=Longsignal) //, oca_name="x", oca_type=strategy.oca.cancel)
//if Shortsignal
strategy.entry(id="Short entry", long=false, when=Shortsignal) //, oca_name="x", oca_type=strategy.oca.cancel)
strategy.close(id="Long exit", when=strategy.position_size > 0)//, from_entry="Long entry" //, when=strategy.position_size > 0 // , stop=SLlongsaved)
strategy.close(id="Short Exit", when=strategy.position_size < 0)//, from_entry="Short entry" //, when=strategy.position_size < 0 //, stop=SLshortsaved)
plot(strategy.position_size) //////////////////////////////////////////////