加密货币RSI曲线跟踪策略
该策略专门为加密货币市场设计,通过组合使用超长周期RSI指标和RVI指标来判断入场和出场时机。
具体来说,当RVI指标显示处于买入区,并且超长周期RSI指标上穿超买线时,做多入场。平仓条件为RVI指标进入卖出区,RSI指标下穿超卖区时止损出场。
这种策略的优势在于超长周期RSI可以更准确地判断趋势,避免被套。RVI指标辅助判断买卖压力,提高入场精确性。止损方式可以及时止损,降低回撤。
但是,RSI和RVI指标都具有滞后性,无法及时捕捉转折点。需要适当放宽参数,或加入移动止损来应对突发事件。此外,RSI指标对复杂行情解析能力较弱。
总的来说,加密货币RSI曲线跟踪策略可配合强势趋势行情获得不错效果。但交易者仍需积极管理仓位,优化参数,并关注基本面因素,方可获得长期稳定收益。
/*backtest
start: 2023-01-01 00:00:00
end: 2023-03-30 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © exlux99
strategy(title="Crypto RSI + RVI Strategy", overlay=true, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.03, pyramiding=1 )
Period = input(100, minval=1)
BuyZone = input(49, minval=1)
SellZone = input(50, minval=1)
length=Period
MA_s=0.0
pos=0.0
possig=0.0
nU=0.0
nD=0.0
nRes=0.0
ob=SellZone
os=BuyZone
WiMA(src, length) =>
MA_s=0.0
MA_s:=(src + nz(MA_s[1] * (length-1)))/length
MA_s
calc_rsi_volume(fv, length) =>
up=iff(fv>fv[1],abs(fv-fv[1])*volume,0)
dn=iff(fv<fv[1],abs(fv-fv[1])*volume,0)
upt=WiMA(up,length)
dnt=WiMA(dn,length)
100*(upt/(upt+dnt))
rsi_v = calc_rsi_volume(close, length)
// u=plot(ob)
// l=plot(os)
// fill(u,l,color.red)
// plot(50)
// plot(rsi_v, color=color.red, linewidth=1)
reverse = input(false, title="Trade reverse")
xPrice = close
StdDev = stdev(xPrice, Period)
d = iff(close > close[1], 0, StdDev)
u = iff(close > close[1], StdDev, 0)
nU := (13 * nz(nU[1],0) + u) / 14
nD := (13 * nz(nD[1],0) + d) / 14
nRes := 100 * nU / (nU + nD)
pos := iff(nRes < BuyZone, -1,
iff(nRes > SellZone, 1, nz(pos[1], 0)))
possig := iff(reverse and pos == 1, -1,
iff(reverse and pos == -1, 1, pos))
long=crossover (rsi_v,ob) and (possig == 1)
short=crossunder(rsi_v,os) and (possig == -1)
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
risk = input(100)
leverage = input(2.5)
c = g((strategy.equity * leverage / open) * (risk / 100), 4)
strategy.entry("long",1,c,when=long)
strategy.close("long",when=short)
//strategy.entry("short",0,when=short)
// ------------------------- Strategy Logic --------------------------------- //
var longOpeneda = false
var shortOpeneda = false
var int timeOfBuya = na
longCondition= long and not longOpeneda
if longCondition
longOpeneda := true
timeOfBuya := time
longExitSignala = short
exitLongCondition = longOpeneda[1] and longExitSignala
if exitLongCondition
longOpeneda := false
timeOfBuya := na
//plotshape(longCondition, style=shape.labelup, location=location.belowbar, color=color.color.green, size=size.tiny, title="BUY", text="BUY", textcolor=color.color.white)
//plotshape(exitLongCondition, style=shape.labeldown, location=location.abovebar, color=color.color.red, size=size.tiny, title="SELL", text="SELL", textcolor=color.color.white)
sl=input(0.2)
tp=input(1.0)
strategy.exit("long_tp/sl", "long", profit=close * tp / syminfo.mintick, loss=close * sl / syminfo.mintick, comment='long_tp/sl', alert_message = 'closelong')
strategy.exit("short_tp/sl", "short", profit=close * tp / syminfo.mintick, loss=close * sl / syminfo.mintick, comment='short_tp/sl', alert_message = 'closeshort')