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결합된 이동 평균 및 무한 충동 반응 라인 전략

저자:차오장날짜: 2024-01-23 15:46:48
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이것은 이동 평균, 무한 충동 반응 라인 (IIR) 및 적응형 선형 이동 평균 (ALMA) 을 사용하는 양적 전략입니다. 전략은 거래자에게 풍부한 거래 신호를 제공하기 위해 여러 지표의 조합을 가지고 있습니다.

전략 원칙

전략의 주요 구성 요소는 다음과 같습니다.

  1. 간단한 이동 평균 (SMA), ALMA 및 IIR의 조합을 사용하여 거래 진입 시점으로 이들 사이의 교차 신호를 감지합니다.

  2. 서로 다른 기간을 가진 3 개의 IIR를 사용하여 가격이 압축 상태에 있는지 여부를 결정하기 위해 그 사이의 거리를 계산하십시오. 압축 상태는 변동성이 감소하고 종종 중요한 가격 변화를 예고합니다.

  3. IIR의 기울기를 판단하면 기울기가 상승할 때 녹색이고 떨어질 때 파란색입니다.

  4. SMA 사이의 거리가 넓어지고 있는지 계산합니다. 그렇다면, fan 확장을 나타내는 특별한 표시를 만들어, 일반적으로 가격이 트렌드 상태에 들어가는 것을 의미합니다.

  5. 상대적 강도 지수 (RSI) 의 과잉 구매 및 과잉 판매 신호를 결합하여 거래 신호를 보완합니다.

위의 섹션의 사용을 결합함으로써 전략은 비교적 포괄적이고 풍부한 거래 입점, 판단 및 출구 신호를 제공할 수 있습니다.

이점 분석

이 전략의 가장 큰 장점은 추세 판단과 변동성 비율과 과잉 구매/ 과잉 판매 상태를 모두 고려하여 거래 결정을 위한 다차원적 참조를 제공하는 종합 지표가 포괄적이고 풍부하다는 것입니다.

또 다른 장점은 매개 변수와 지표가 조정되고 최적화되기 쉽기 때문에 사용자가 자신의 필요에 따라 관련 지표와 매개 변수를 활성화 할 수 있다는 것입니다.

리스크 관리의 관점에서 이 전략은 빠른 평균과 느린 이동 평균을 모두 고려하여 가격 변동으로 인한 잘못된 신호의 가능성을 줄입니다.

위험 분석

이 전략의 주요 위험은 다음과 같습니다.

  1. 너무 복잡해서 쉽게 지표들 사이의 충돌과 부적절한 매개 변수 조합은 과도한 부착으로 이어질 수 있습니다.

  2. 여러 이동 평균 시스템을 채택하는 것은 여전히 심각한 시장 불안 (대 경제 사건과 같은 경우) 의 경우 큰 손실을 초래합니다.

  3. 적당한 심층 백테스팅은 실제 거래에서 생존 편견 위험을 초래할 수 있습니다.

실제로는 위험 관리에주의를 기울이고 포지션 크기를 적절히 조정해야합니다. 또한 전략의 실질적 효과를 보장하기 위해 더 긴 시간 프레임과 더 큰 데이터 세트를 통해 여러 백테스트를 수행해야합니다.

전략 최적화

이 전략의 복잡하고 많은 매개 변수를 고려할 때, 향후 최적화는 다음과 같은 측면에서 이루어질 수 있습니다.

  1. 지표 선택을 단순화하고, 낮은 상관관계나 충돌을 가진 지표를 제거합니다.

  2. 시장 특성을 더 잘 맞추기 위해 IIR 이동 평균의 선택을 최적화합니다.

  3. 크로스오버 신호의 안정성을 높이기 위해 빠르고 느린 이동 평균의 조합을 최적화합니다.

  4. 판단에 도움이 되는 머신 러닝 모델을 늘리고 전략의 적응성을 향상시켜야 합니다.

  5. 글로벌 지표와의 상관관계를 최적화하여 트렌드 판단의 성공률을 향상시킵니다.

결론

유연한 조합 및 지표 최적화를 통해이 전략은 시장 상태를 비교적 포괄적으로 반영하고 거래 결정에 다차원적 인 지원을 제공할 수 있습니다. 그러나 여전히 실제 거래 및 데이터 오버 피팅의 위험이 있습니다. 우리는 여전히 시장 변화에 적응하기 위해 전략을 지속적으로 최적화하고 조정해야합니다.


/*backtest
start: 2023-12-23 00:00:00
end: 2024-01-10 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//The plotchar UP/DOWN Arrows  is the crossover of the fastest MA and fastest IIR MAs
//
//The dots at the bottom are the two simple averages crossing over
//
//The count over/under the candles is the count of bars that the SMAs on their
//respective resolution are fanning out.
//
//The colored background indicates a squeeze, lime=kinda tight : green=very tight squeeze.  based on the 3 IIRs
//
//To answer my own question in a forum, looking at the code, i couldn't figure out how to get it from another timeframe
//and run the same calculations with the same results.  My answer in the end was to scale the chosen MA length
//in the corresponding CurrentPeriod/ChosenMAPeriod proportion.  This results in the same line in the same place when browsing through the
//different time resolutions.  Somebody might find this invaluable
//
//The counts are for MA's fanning out, or going parabolic.  Theres IIRs, Almas, one done of the other.  A lot.  
//The arrows above and below bars are from standard RSI numbers for OB/OS
//
//The IIRs changes color depending on their slope, which can be referenced easily with a variable.
//
//The backgrond on a bar-by-bar basis is colored when 2 sets of moving averages are in a squeeze, aka
//when price is consolidating.  
//
//This aims to help the trader combine conditions and entry criteria of the trade and explore these options visually.  
//They detail things from all time-frames on the current one.  I prefer it because of the fractal nature of price-action, both large and small,
//either yesterday or last year.  For best results, go long in short-term trades when the long-term trend is also up.
//and other profitable insights.  This is also a great example of an automation algorith.  
//
//The pretty ribbon is my script called 'Trading With Colors'. Use them together for fanciest results.  55/233 is my Fib Cross (golden/death)  Compare it to the classic 50/200 if
//you get bored.  I believe it simply works better, at least for Crypto.
//
//Evidently, I am a day-trader.  But this yields higher profits on larger time-frames anyways, so do play around with it. Find what works for you.

//Thanks and credit for code snippets goes to:
//matryskowal
//ChrisMoody, probably twice
//Alex Orekhov (everget)
//author=LucF and midtownsk8rguy, for PineCoders
//If you use code from this, real quick search for perhaps the original and give them a shoutout too.  I may have missed something

//Author: Sean Duffy
//@version=4
strategy(title = "Combination Parabolic MA/IIR/ALMA Strategy",
         shorttitle = "MA-QuickE", 
         overlay = true )
        //  calc_on_order_fills = true,
        //  calc_on_every_tick = true,
// Input Variables
showFIBMAs = input(false, type=input.bool, title="═══════════════ Show Fibby MAs ═══════════════")
maRes = input(960, type=input.integer, title="MA-Cross Resolution")
mal1 = input(8, type=input.integer, title="MA#1 Length")
mal2 = input(13, type=input.integer, title="MA#2 Length")
mal3 = input(34, type=input.integer, title="MA#3 Length")
loosePercentClose = input(1.1, type=input.float, title="SMA LooseSqueeze Percent")
showIIRs = input(false, type=input.bool, title="═══════════════════ Show IIRs ═══════════════════")
iirRes = input(60, type=input.integer, title="IIR Resolution")
percentClose = input(title="IIR Squeeze PercentClose", type=input.float, defval=.8)
iirlength1 = input(title="IIR Length 1", type=input.integer, defval=34)
iirlength2 = input(title="IIR Length 2", type=input.integer, defval=144)//input(title="ATR Period", type=input.integer, defval=1)
iirlength3 = input(title="IIR Length 3", type=input.integer, defval=720)//input(title="ATR Period", type=input.integer, defval=1)
showIIR1 = input(true, type=input.bool, title="Show IIR1")
showIIR2 = input(true, type=input.bool, title="Show IIR2")
showIIR3 = input(true, type=input.bool, title="Show IIR3")
showCounts = input(true, type=input.bool, title="═════════════ Show Parabolic MA Counts ════════════")
showSignals = input(true, type=input.bool, title="══════════════ Show Buy/Sell Signals ══════════════")
showBackground = input(true, type=input.bool, title="══════════════ Show Background Colors ══════════════")
//runStrategy = input(true, type=input.bool, title="══════════════ Run Strategy  ══════════════")
debug = input(false, type=input.bool, title="══════════════ Show Debug ══════════════")

barLookbackPeriod = input(title="══ Bar Lookback Period ══", type=input.integer, defval=5)
percentageLookbackPeriod = input(title="══ Percentage Lookback Period ══", type=input.integer, defval=1)

bullcolor = color.green
bearcolor = color.red
color bgcolor = na

var bool slope1Green = na
var bool slope2Green = na
var bool slope3Green = na

var bool buySignal = na
var bool sellSignal = na
var bool bigbuySignal = na
var bool bigsellSignal = na
bool smbuySignal = false
bool smsellSignal = false
var bool insqueeze = na
var bool intightsqueeze = na
var bool infastsqueeze = na
var bool awaitingEntryIn = false

// My counting variables
var int count1 = 0
var float madist1 = 0
var int count2 = 0
var float madist2 = 0
var int sinceSmSignal = 0

var entryPrice = 0.0
var entryBarIndex = 0
var stopLossPrice = 0.0
// var updatedEntryPrice = 0.0
// var alertOpenPosition = false
// var alertClosePosition = false
// var label stopLossPriceLabel = na
// var line stopLossPriceLine = na
positionType = "LONG" // Strategy type, and the only current option

hasOpenPosition = strategy.opentrades != 0
hasNoOpenPosition = strategy.opentrades == 0

strategyClose() =>
    if (hasOpenPosition)
        if positionType == "LONG"
            strategy.close("LONG", when=true)
        else 
            strategy.close("SHORT", when=true)
strategyOpen() =>
    if (hasNoOpenPosition)
        if positionType == "LONG"
            strategy.entry("LONG", strategy.long, when=true)
        else 
            strategy.entry("SHORT", strategy.short, when=true)
checkEntry() =>
    buysignal = false
    if (hasNoOpenPosition)
        strategyOpen()
        buysignal := true
    // if (slope1Green and (trend1Green or trend2Green) and awaitingEntryIn and hasNoOpenPosition)
    //     strategyOpen()
    //     buysignal := true
    buysignal
checkExit() =>
    sellsignal = false
    // if (trend1Green == false and trend2Green == false) // to later have quicker exit strategy
    //     sellsignal := true
    //     strategyClose()
    if (hasOpenPosition)
        sellsignal := true
        strategyClose()
    sellsignal

multiplier(_adjRes, _adjLength) => // returns adjusted length
    multiplier = _adjRes/timeframe.multiplier
    round(_adjLength*multiplier)
    
    
//reset the var variables before new calculations
buySignal := false
sellSignal := false
smbuySignal := false
smsellSignal := false
bigbuySignal := false
bigsellSignal := false

ma1 = sma(close, multiplier(maRes, mal1))
ma2 = sma(close, multiplier(maRes, mal2))
ma3 = sma(close, multiplier(maRes, mal3))


madist1 := abs(ma1 - ma2)
madist2 := abs(ma1 - ma3) // check if MA's are fanning/going parabolic
if (ma1 >= ma2 and ma2 >= ma3 and madist1[0] > madist1[1]) //and abs(dataB - dataC >= madist2)  // dataA must be higher than b, and distance between gaining, same with C
    count1 := count1 + 1
else 
    count1 := 0
if (ma1 <= ma2 and ma2 <= ma3 and madist1[0] > madist1[1])  //<= madist2 and dataB <= dataC) //and abs(dataB - dataC >= madist2)  // dataA must be higher than b, and distance between gaining, same with C
    count2 := count2 + 1
else 
    count2 := 0


crossoverAB = crossover(ma1, ma2) 
crossunderAB = crossunder(ma1, ma2)

plot(showFIBMAs ? ma1 : na, linewidth=3)
plot(showFIBMAs ? ma2 : na)
plot(showFIBMAs ? ma3 : na)


// Fast Squeese Check WORK IN PROGRESS
// 
float singlePercent = close / 100 
if max(madist1, madist2) <= singlePercent*loosePercentClose
    bgcolor := color.yellow
    infastsqueeze := true
else
    infastsqueeze := false



// IIR MOVING AVERAGE
f(a) => a[0] // fixes mutable error
iirma(iirlength, iirsrc) =>
    cf = 2*tan(2*3.14159*(1/iirlength)/2)
    a0 = 8 + 8*cf + 4*pow(cf,2) + pow(cf,3)
    a1 = -24 - 8*cf + 4*pow(cf,2) + 3*pow(cf,3)
    a2 = 24 - 8*cf - 4*pow(cf,2) + 3*pow(cf,3)
    a3 = -8 + 8*cf - 4*pow(cf,2) + pow(cf,3)
    //----
    c = pow(cf,3)/a0
    d0 = -a1/a0
    d1 = -a2/a0
    d2 = -a3/a0
    //----
    out = 0.
    out := nz(c*(iirsrc + iirsrc[3]) + 3*c*(iirsrc[1] + iirsrc[2]) + d0*out[1] + d1*out[2] + d2*out[3],iirsrc)
    f(out)


iirma1 = iirma(multiplier(iirRes, iirlength1), close)
iirma2 = iirma(multiplier(iirRes, iirlength2), close)
iirma3 = iirma(multiplier(iirRes, iirlength3), close)

// adjusts length for current resolution now, length is lengthened/shortened accordingly, upholding exact placement of lines
// iirmaD1 = security(syminfo.tickerid, tostring(iirRes), iirma1, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaD2 = security(syminfo.tickerid, tostring(iirRes), iirma2, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaD3 = security(syminfo.tickerid, tostring(iirRes), iirma3, barmerge.gaps_on, barmerge.lookahead_on)

slope1color = slope1Green ? color.lime : color.blue
slope2color = slope2Green ? color.lime : color.blue
slope3color = slope3Green ? color.lime : color.blue

plot(showIIR1 and showIIRs ? iirma1 : na, title="IIR1", color=slope1color, linewidth=2, transp=30)
plot(showIIR2 and showIIRs ? iirma2 : na, title="IIR2", color=slope2color, linewidth=3, transp=30)
plot(showIIR3 and showIIRs ? iirma3 : na, title="IIR3", color=slope3color, linewidth=4, transp=30)

// checks slope of IIRs to create a boolean variable and and color it differently
if (iirma1[0] >= iirma1[1])
    slope1Green := true
else
    slope1Green := false
if (iirma2[0] >= iirma2[1])
    slope2Green := true
else
    slope2Green := false
if (iirma3[0] >= iirma3[1])
    slope3Green := true
else
    slope3Green := false

// calculate space between IIRs and then if the price jumps above both
//float singlePercent = close / 100  // = a single percent
var float distIIR1 = na
var float distIIR2 = na
distIIR1 := abs(iirma1 - iirma2)
distIIR2 := abs(iirma1 - iirma3)

if (distIIR1[0] < percentClose*singlePercent and close[0] >= iirma1[0])
    if close[0] >= iirma2[0] and close[0] >= iirma3[0]
        bgcolor := color.green
        insqueeze := true
        intightsqueeze := true
    else
        bgcolor := color.lime
        insqueeze := true
        intightsqueeze := false
else
    insqueeze := false
    intightsqueeze := false


// if (true)//sinceSmSignal > 0) //  cutting down on fastest MAs noise
//     sinceSmSignal := sinceSmSignal + 1
//     if (crossoverAB)
//         //checkEntry()
//         //smbuySignal := true
//         sinceSmSignal := 0
//     if (crossunderAB) // and all NOT greennot (slope1Green and slope2Green and slope3Green)
//         //checkExit()
//         //smsellSignal := true
//         sinceSmSignal := 0
// else
//     sinceSmSignal := sinceSmSignal + 1


f_draw_infopanel(_x, _y, _line, _text, _color)=>
    _rep_text = ""
    for _l = 0 to _line
        _rep_text := _rep_text + "\n"
    _rep_text := _rep_text + _text
    var label _la = na
    label.delete(_la)
    _la := label.new(
         x=_x, y=_y, 
         text=_rep_text, xloc=xloc.bar_time, yloc=yloc.price, 
         color=color.black, style=label.style_labelup, textcolor=_color, size=size.normal)

posx = timenow + round(change(time)*60)
posy = highest(50)

// CONSTRUCTION ZONE
// TODO:  program way to eliminate noise and false signals
// MAYBEDO: program it to differentiate between a moving average bump and a cross
//          I think the best way would be to calculate the tangent line... OR
//          Take the slope of both going back a couple bars and if it's close enough, its a bounce off
//          and an excellent entry signal
// program in quickest exit, 2 bars next to eachother both closing under, as to avoid a single wick from
// prompting to close the trade
// Some other time, have it move SMA up or down depending on whether trending up or down.  Then use those MA crosses

//THIS CHECKS THE SLOPE FROM CURRENT PRICE TO BACK 10 BARS
checkSlope(_series) =>  (_series[0]/_series[10])*100 // it now returns it as a percentage

doNewX = input(true, type=input.bool, title="══════════ Show misc MA Cross Strategy ══════════")

iirX = input(555, title="IIRx Length: ", type=input.integer)
iirXperiod = input(30, title="IIRx Period/TF: ", type=input.integer)

iirX2 = input(13, title="IIRx2 Length: ", type=input.integer)
iirX2period = input(5, title="IIRx2 Period/TF: ", type=input.integer) //15

almaXperiod = input(defval=15, title="Alma of IIR1 Period: ", type=input.integer)
almaXalpha = input(title="Alma Alpha Value: ", defval=.7, maxval=.95, type=input.float) // dont forget to try .99
almaXsigma = input(title="Alma Sigma Value: ", defval=500, type=input.float)

iirmaOTF = iirma(multiplier(iirXperiod, iirX), close)
iirma2OTF = iirma(multiplier(iirX2period, iirX2), close)
smaOTF = alma(iirmaOTF, almaXperiod, almaXalpha, almaXsigma) // maybe dont touch, its precise  // I took the ALMA of the IIRMA, and i hope thats not cheating ;)

// I could have removed this.  the multiplier function adjusts the length to fit the current timeframe while displaying the same
// smaXOTF = security(syminfo.tickerid, smaXperiod, smaOTF, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaXOTF = security(syminfo.tickerid, iirXperiod, iirmaOTF, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaX2OTF = security(syminfo.tickerid, iirX2period, iirma2OTF, barmerge.gaps_on, barmerge.lookahead_on)
plot(doNewX ? smaOTF : na, title="FastMA X-Over :  ", color=color.blue, linewidth=1, transp=40)
plot(doNewX ? iirmaOTF : na, title="IIR MAx :  ", color=color.purple, linewidth=1, transp=30)
plot(doNewX ? iirma2OTF : na, title="IIR MAx :  ", color=color.purple, linewidth=2, transp=20)

iirma2Up = checkSlope(iirma2OTF) > 0 // just another slope up/down variable. 

//calculate spaces between averages
distiiralma = abs(iirmaOTF - smaOTF)

crossoverFast = crossover(iirmaOTF, smaOTF) // and (iirmaOTF[1] <= smaOTF[1])
crossunderFast = crossunder(iirmaOTF, smaOTF) // and (iirmaOTF[1] >= smaOTF[1])

if (crossoverFast and iirma2Up == true and infastsqueeze == false and intightsqueeze == false) // and (count1 != 0))// or close[0] < (lowest(barLookbackPeriod) + singlePercent*3))) // must be at most a few percent up from a recent low.  Avoid buying highs :P
    buySignal := true
    strategyOpen()
    // if (slope1Green and slope2Green and slope3Green and infastsqueeze == false)
    //     checkEntry()
if (crossunderFast)
    sellSignal := true
    checkExit()

// I feel like I didn't cite the OG author for this panel correctly. I hope I did, but there are extentions of his/her work in multiple places.
// I could have gotten it confused.
if (debug)
    f_draw_infopanel(posx, posy, 18, "distiiralma from IIR: " + tostring(distiiralma), color.lime)
    //f_draw_infopanel(posx, posy, 16, "distiirs: " + tostring(distiirX1), color.lime)
    f_draw_infopanel(posx, posy, 14, "Value of iirmaOTF: " + tostring(iirmaOTF), color.lime)
    f_draw_infopanel(posx, posy, 6, "slope X: " + tostring(abs(100 - checkSlope(iirmaOTF))), color.lime)
    f_draw_infopanel(posx, posy, 12, "value of smaOTF: " + tostring(smaOTF), color.lime)
    f_draw_infopanel(posx, posy, 6, "slopeAlma: " + tostring(abs(100 - checkSlope(smaOTF))), color.lime)
    f_draw_infopanel(posx, posy, 2, "slopeIIR2 " + tostring(abs(100 - checkSlope(iirma2OTF))), color.lime)
    f_draw_infopanel(posx, posy, 2, "slopeIIR2 " + tostring(abs(100 - checkSlope(iirma2OTF))), color.lime)


// I kept this separate because it discludes the calculations.  Its hard to hold a train of thought while fishing for the right section
bgcolor(showBackground ? bgcolor : na)
plotshape(showSignals ? buySignal : na, location=location.bottom, style=shape.circle, text="", size=size.tiny, color=color.blue, transp=60)
plotshape(showSignals ? sellSignal : na, location=location.bottom, style=shape.circle, text="", size=size.tiny, color=color.red, transp=60)
plotchar(showSignals and smbuySignal, title="smBuy", location=location.belowbar, char='↑', size=size.tiny, color=color.green, transp=0)
plotchar(showSignals and smsellSignal, title="smSell", location=location.abovebar, char='↓', size=size.tiny, color=color.orange, transp=0)

// can not display a variable. Can only match the count to a corresponding plotchar
// to display a non-constant variable, use the debug box, which was so kindly offered up by our community.
plotchar(showCounts and count1==1, title='', char='1', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==2, title='', char='2', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==3, title='', char='3', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==4, title='', char='4', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==5, title='', char='5', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==6, title='', char='6', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==7, title='', char='7', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==8, title='', char='8', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==9, title='', char='9', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1>=10, title='', char='$', location=location.belowbar, color=#2c9e2c, transp=0)
    
plotchar(showCounts and count2==1, title='', char='1', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==2, title='', char='2', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==3, title='', char='3', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==4, title='', char='4', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==5, title='', char='5', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==6, title='', char='6', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==7, title='', char='7', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==8, title='', char='8', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==9, title='', char='9', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2>=10, title='', char='$', location=location.abovebar, color=#e91e63, transp=0)

showRSIind = input(true, type=input.bool, title="═══════════════════ Show RSI Arrows ═══════════════════")
// Get user input
rsiSource = input(title="RSI Source", type=input.source, defval=close)
rsiLength = input(title="RSI Length", type=input.integer, defval=14)
rsiOverbought = input(title="RSI Overbought Level", type=input.integer, defval=80)
rsiOversold = input(title="RSI Oversold Level", type=input.integer, defval=20)
// Get RSI value
rsiValue = rsi(rsiSource, rsiLength)
isRsiOB = rsiValue >= rsiOverbought
isRsiOS = rsiValue <= rsiOversold
// Plot signals to chart
plotshape(isRsiOB, title="Overbought", location=location.abovebar, color=color.red, transp=0, style=shape.triangledown)
plotshape(isRsiOS, title="Oversold", location=location.belowbar, color=color.green, transp=0, style=shape.triangleup)

//reset the var variables before new calculations
buySignal := false
sellSignal := false
smbuySignal := false
smsellSignal := false
bigbuySignal := false
bigsellSignal := false


더 많은