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Stochastic + RSI, Strategi Ganda

Penulis:ChaoZhang, Tarikh: 2022-05-25 16:12:14
Tag:STOCHRSI

Strategi ini menggabungkan strategi RSI klasik untuk menjual apabila RSI meningkat melebihi 70 (atau membeli apabila ia jatuh di bawah 30), dengan strategi Stochastic Slow klasik untuk menjual apabila osilator Stochastic melebihi nilai 80 (dan membeli apabila nilai ini di bawah 20).

Strategi mudah ini hanya diaktifkan apabila kedua-dua RSI dan Stochastic berada bersama dalam keadaan overbought atau oversold. carta satu jam S & P 500 bekerja dengan baik baru-baru ini dengan strategi ganda ini.

Dengan cara ini strategi ini tidak boleh dikelirukan dengan Stochastic RSI, yang mengukur RSI sahaja.

Semua perdagangan melibatkan risiko yang tinggi; prestasi masa lalu tidak semestinya menunjukkan hasil masa depan.

Ujian belakang

img

/*backtest
start: 2022-04-24 00:00:00
end: 2022-05-23 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
strategy("Stochastic + RSI, Double Strategy (by ChartArt)", shorttitle="CA_-_RSI_Stoch_Strat", overlay=true)

// ChartArt's Stochastic Slow + Relative Strength Index, Double Strategy
//
// Version 1.0
// Idea by ChartArt on October 23, 2015.
//
// This strategy combines the classic RSI
// strategy to sell when the RSI increases
// over 70 (or to buy when it falls below 30),
// with the classic Stochastic Slow strategy
// to sell when the Stochastic oscillator
// exceeds the value of 80 (and to buy when
// this value is below 20).
//
// This simple strategy only triggers when
// both the RSI and the Stochastic are together
// in overbought or oversold conditions.
//
// List of my work: 
// https://www.tradingview.com/u/ChartArt/


///////////// Stochastic Slow
Stochlength = input(14, minval=1, title="lookback length of Stochastic")
StochOverBought = input(80, title="Stochastic overbought condition")
StochOverSold = input(20, title="Stochastic oversold condition")
smoothK = input(3, title="smoothing of Stochastic %K ")
smoothD = input(3, title="moving average of Stochastic %K")
k = sma(stoch(close, high, low, Stochlength), smoothK)
d = sma(k, smoothD)

 
///////////// RSI 
RSIlength = input( 14, minval=1 , title="lookback length of RSI")
RSIOverBought = input( 70  , title="RSI overbought condition")
RSIOverSold = input( 30  , title="RSI oversold condition")
RSIprice = close
vrsi = rsi(RSIprice, RSIlength)


///////////// Double strategy: RSI strategy + Stochastic strategy

if (not na(k) and not na(d))
    if (crossover(k,d) and k < StochOverSold)
        if (not na(vrsi)) and (crossover(vrsi, RSIOverSold))
            strategy.entry("LONG", strategy.long, comment="StochLE + RsiLE")
 
 
if (crossunder(k,d) and k > StochOverBought)
    if (crossunder(vrsi, RSIOverBought))
        strategy.entry("SHORT", strategy.short, comment="StochSE + RsiSE")
 
 
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
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