1. مربع
2. RSI اور گھومنے والی اوسط کراس اوور ملٹی ٹائم فریم ٹریڈنگ کی حکمت عملی

RSI اور گھومنے والی اوسط کراس اوور ملٹی ٹائم فریم ٹریڈنگ کی حکمت عملی

مصنف:چاؤ ژانگ، تاریخ: 2023-10-16 16:31:28
ٹیگز:

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/*backtest
start: 2023-09-15 00:00:00
end: 2023-10-15 00:00:00
period: 2h
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/
// © HamidBox

//@version=4
// strategy("H-M By HamidBox-YT", default_qty_type=strategy.cash, default_qty_value= 100, initial_capital=100, currency='USD', commission_type=strategy.commission.percent, commission_value=0.1)

ma(source, length, type) =>
    type == "SMA" ? sma(source , length)    :
     type == "EMA" ? ema(source , length)   :
     type == "WMA" ? wma(source , length)   :
     type == "VWMA" ? vwma(source , length) :
     na
WMA(source, length, type) =>
    type == "SMA" ? sma(source , length)    :
     type == "EMA" ? ema(source , length)   :
     type == "WMA" ? wma(source , length)   :
     type == "VWMA" ? vwma(source , length) :
     na

WithMA(source, length, type) =>
    type == "SMA" ? sma(source , length)    :
     type == "EMA" ? ema(source , length)   :
     type == "WMA" ? wma(source , length)   :
     type == "VWMA" ? vwma(source , length) :
     na


rsi_inline      = input(true , title="RSI Value)", inline="rsi")
rsiLength       = input(title="Length:", type=input.integer, defval=9, minval=1, inline="rsi")
rsiLineM        = input(title="Level:", type=input.integer, defval=50, minval=1, inline="rsi")

rsi_OSOBinline  = input(true , title="RSI)", inline="rsiosob")
rsiLineU        = input(title="O-BOUGHT", type=input.integer, defval=70, minval=1, inline="rsiosob")
rsiLineD        = input(title="O-SOLD", type=input.integer, defval=30, minval=1, inline="rsiosob")

ma_inline       = input(true , title="Price-MA)", inline="ma")
ma_type         = input(title="Type", defval="EMA", options=["EMA","SMA","WMA","VWMA"], inline="ma")
emaLength       = input(title="Length", type=input.integer, defval=3, inline="ma")

wma_inline      = input(true , title="Trending-MA)", inline="wma")
ma_type2        = input(title="", defval="WMA", options=["EMA","SMA","WMA","VWMA"], inline="wma")
wmaLength       = input(title="Length", type=input.integer, defval=21, inline="wma")


////////////////////////////////////////////////////////////////////////////////
startTime       = input(title="Start Time", type = input.time, defval = timestamp("01 Jan 2021 00:00 +0000"), group="Backtest Time Period")
endTime         = input(title="End Time", type = input.time, defval = timestamp("01 Jan 2200 00:00 +0000"), group="Backtest Time Period")
inDateRange     = true

////////////////////////////////////////////////////////////////////////////////

rsi         = rsi(close , rsiLength)
r           = plot(rsi_inline ? rsi : na, color=color.yellow, linewidth=2)

EMA         = ma(rsi, emaLength, ma_type)
e           = plot(ma_inline ? EMA : na, color=color.lime)

myWMA       = ma(rsi, wmaLength, ma_type2)
w           = plot(wma_inline ? myWMA : na, color=color.white, linewidth=2)


up  = hline(rsiLineU, title='UP Level', linewidth=1, color=color.red, linestyle=hline.style_dotted)
mid = hline(rsiLineM, title='Mid Level', linewidth=2, color=color.white, linestyle=hline.style_dotted)
dn  = hline(rsiLineD, title='DN Level', linewidth=1, color=color.green, linestyle=hline.style_dotted)

col_e_w = EMA > myWMA  ? color.new(color.green , 85) : color.new(color.red , 85)
col_r_w = rsi > myWMA  ? color.new(color.green , 85) : color.new(color.red , 85)

fill(e , w, color=col_e_w)
fill(r , w, color=col_r_w)

////////////////////////////////////////////////////////////////////////////////

//Signals     = input(true,group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")

///////////////////////////////////////////////////////////////////////////////
RSI_Cross   = input(false, "RSI x Trending-MA", inline="wma_cross",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")      // INPUT

rsiBuySignal    = crossover(rsi , myWMA)
plotshape(RSI_Cross ? rsiBuySignal : na, title="RSI Crossover", style=shape.labelup, location=location.bottom, color=color.green)

rsiSellSignal   = crossunder(rsi , myWMA) 
plotshape(RSI_Cross ? rsiSellSignal : na, title="RSI Crossunder", style=shape.labeldown, location=location.top, color=color.red)

if rsiBuySignal and RSI_Cross and inDateRange
    strategy.entry("RSIxWMA", strategy.long)
if rsiSellSignal and RSI_Cross and inDateRange
    strategy.close("RSIxWMA", comment="x")
if (not inDateRange)
    strategy.close_all()
    
////////////////////////////////////////////////////////////////////////////////

MA_Cross    = input(false, "MA x Trendin-MA",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

maBuySignal     = crossover(EMA, myWMA)
plotshape(MA_Cross ? maBuySignal : na, title="MA Cross", style=shape.circle, location=location.bottom, color=color.lime)

maSellSignal   = crossunder(EMA , myWMA) 
plotshape(MA_Cross ? maSellSignal : na, title="RSI Crossunder", style=shape.circle, location=location.top, color=color.maroon)

if maBuySignal and MA_Cross and inDateRange
    strategy.entry("MAxWMA", strategy.long)
if maSellSignal and MA_Cross and inDateRange
    strategy.close("MAxWMA", comment="x")
if (not inDateRange)
    strategy.close_all()
    
////////////////////////////////////////////////////////////////////////////////

Mix         = input(false, "RSI + EMA x Trending-MA",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

rsi_ma_buy  = crossover(rsi , myWMA) and crossover(EMA, myWMA)
rsi_ma_sell = crossunder(rsi , myWMA) and crossunder(EMA, myWMA)

plotshape(Mix ? rsi_ma_buy : na, title="RSI Crossunder", style=shape.circle, location=location.bottom, color=color.lime, size=size.tiny)
plotshape(Mix ? rsi_ma_sell : na, title="RSI Crossunder", style=shape.circle, location=location.top, color=color.yellow, size=size.tiny)

if rsi_ma_buy and Mix and inDateRange
    strategy.entry("RSI+EMA x WMA", strategy.long)
if rsi_ma_sell and Mix and inDateRange
    strategy.close("RSI+EMA x WMA", comment="x")
if (not inDateRange)
    strategy.close_all()

////////////////////////////////////////////////////////////////////////////////
wma_cross       = input(false, "Trending-MA x 50",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

wma_buy         = crossover(myWMA , rsiLineM)
plotshape(wma_cross ? wma_buy : na, title="WMA Cross", style=shape.diamond, location=location.bottom, color=color.aqua)
wma_sell        = crossunder(myWMA , rsiLineM)
plotshape(wma_cross ? wma_sell : na, title="WMA Cross", style=shape.diamond, location=location.top, color=color.aqua)

if wma_buy and wma_cross and inDateRange
    strategy.entry("WMA x 50", strategy.long)
if wma_sell and wma_cross and inDateRange
    strategy.close("WMA x 50", comment="x")
if (not inDateRange)
    strategy.close_all()

////////////////////////////////////////////////////////////////////////////////
rsi_50      = input(false, "RSI x 50",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

rsi_50_buy      = crossover(rsi , rsiLineM)
plotshape(rsi_50 ? rsi_50_buy : na, title="WMA Cross", style=shape.cross, location=location.bottom, color=color.purple)
rsi_50_sell     = crossunder(rsi , rsiLineM)
plotshape(rsi_50 ? rsi_50_sell : na, title="WMA Cross", style=shape.cross, location=location.top, color=color.purple)

if rsi_50_buy and rsi_50 and inDateRange
    strategy.entry("RSI Cross 50", strategy.long)
if rsi_50_sell and rsi_50 and inDateRange
    strategy.close("RSI Cross 50", comment="x")
if (not inDateRange)
    strategy.close_all()
    
////////////////////////////////////////////////////////////////////////////////
RSI_OS_OB   = input(false, "RSI OS/OB x Trending-MA",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

rsi_OB_buy      = (rsi < rsiLineD or rsi[1] < rsiLineD[1] or rsi[2] < rsiLineD[2] or rsi[3] < rsiLineD[3] or rsi[4] < rsiLineD[4] or rsi[5] < rsiLineD[5]) and rsiBuySignal 
plotshape(RSI_OS_OB ? rsi_OB_buy : na, title="RSI OB + Cross", style=shape.circle, location=location.bottom, color=color.lime, size=size.tiny)
rsi_OS_sell     = (rsi > rsiLineU or rsi[1] > rsiLineU[1] or rsi[2] > rsiLineU[2] or rsi[3] > rsiLineU[3] or rsi[4] > rsiLineU[4] or rsi[5] > rsiLineU[5]) and maSellSignal 
plotshape(RSI_OS_OB ? rsi_OS_sell : na, title="RSI OS + Cross", style=shape.circle, location=location.top, color=color.red, size=size.tiny)

if rsi_OB_buy and RSI_OS_OB and inDateRange
    strategy.entry("RSI-OBOS x WMA", strategy.long)
if rsi_OS_sell and RSI_OS_OB and inDateRange
    strategy.close("RSI-OBOS x WMA", comment="x")
if (not inDateRange)
    strategy.close_all()

////////////////////////////////////////////////////////////////////////////////

rsi_OB_OS       = input(false, "RSI Over Sold/Bought",group="👇 🚦 --- Backtesting Signals Type --- 🚦 ")       // INPUT

rsiBuy          = crossover(rsi , rsiLineD)
rsiSell         = crossunder(rsi, rsiLineU)
rsiExit         = crossunder(rsi, rsiLineD)

plotshape(rsi_OB_OS ? rsiBuy : na, title="RSI OB", style=shape.cross, location=location.bottom, color=color.purple)
plotshape(rsi_OB_OS ? crossunder(rsi, rsiLineU) : na, title="RSI OS", style=shape.cross, location=location.top, color=color.purple)
plotshape(rsi_OB_OS ? rsiExit : na, title="RSI OS", style=shape.cross, location=location.bottom, color=color.red)

if rsiBuy and rsi_OB_OS and inDateRange
    strategy.entry("RSI OB", strategy.long)
if (rsiSell or rsiExit) and rsi_OB_OS and inDateRange
    strategy.close("RSI OB", comment="x")
if (not inDateRange)
    strategy.close_all()
    
////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////

With_MA_Vis     = input(true , title="With MA Signal)", inline="WITH MA", group="With MA")
withMA_type     = input(title="", defval="SMA", options=["EMA","SMA","WMA","VWMA"], inline="WITH MA", group="With MA")
with_MALen      = input(title="", defval=9, type=input.integer, inline="WITH MA", group="With MA")

// TAKE-PROFIT / STOP-LOSS 
Stop_Take_Vis   = input(true, "TP-SL")
LongSLValue     = input(title="SL %", type=input.float, defval=3, minval=0.5) * 0.01
LongTPValue     = input(title="TP %", type=input.float, defval=15, minval=0.5) * 0.01

LongSLDetermine = strategy.position_avg_price * (1 - LongSLValue)
LongTPDetermine = strategy.position_avg_price * (1 + LongTPValue)
//////////////////////////

with_ma     = WithMA(close, with_MALen, withMA_type)

Close_buy_MA    = crossover(close , with_ma)
Close_sell_MA   = crossunder(close , with_ma)

// PLOT OPTION
WithMaSignal    = input(true, "MA + RSI x Trending-MA",group="With MA")       // INPUT

// CONDITION IN VARIABLE
withMA_RSI_BUY  = (Close_buy_MA and rsiBuySignal) and WithMaSignal and inDateRange
withMA_RSI_SELL = (Close_sell_MA and rsiSellSignal) and WithMaSignal and inDateRange

// PLOT ING
plotshape(WithMaSignal ? withMA_RSI_BUY : na, title="With MA", style=shape.diamond, location=location.bottom, color=color.aqua)
plotshape(WithMaSignal ? withMA_RSI_SELL : na, title="With MA", style=shape.diamond, location=location.top, color=color.aqua)


if withMA_RSI_BUY
    strategy.entry("MA + RSIxWMA", strategy.long)
if withMA_RSI_SELL
    strategy.close("MA + RSIxWMA", comment="x")
if (not inDateRange)
    strategy.close_all()

// FOR SL - TP
if (strategy.position_size > 0) and Stop_Take_Vis
    strategy.exit("BUY", stop=LongSLDetermine, limit=LongTPDetermine)

---

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