মুভিং এভারেজ বলিঙ্গার ব্যান্ড আরএসআই কম্বিনেশন ট্রেডিং কৌশল

/*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) //////////////////////////////////////////////