দ্বিগুণ RSI সূচক যুগান্তকারী কৌশল

/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 15m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//  @version=4
//  © HermanBrummer
//  This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

strategy("DUAL RSI", "RSI", 1, pyramiding=2)
///     USES TWO RSI'S BOTH OF THEM CAN TRADE IN THE SAME DIRECTION AT THE SAME TIME -- ONE SLOW RSI, AND ONE FAST RSI
///     BOTH RSI'S HAVE DIFFERENT LENGHTS ONE IS FAST AND HAS A SETTTING OF 16 ONE IS SLOW AND HAS A SETTING OF 31
///     BOTH RSI'S HAVE DIFERENT EXIT PARAMETERS
///     PYRAMIDING ALLOWS THE SYSTEM TO BUY ONE DO ONE SLOW RSI AND ONE FAST RSI BUY ON THE SAME DAY
///     FASTRSI     EXITS AT 70 RSI LEVEL
///     SLOW RSI    EXITS AT 68 RSI LEVEL


FastRSILen      = input( 16 )
SlowRSILen      = input( 31 )

overSold        = input( 91 )

FastRsi         = rsi(ohlc4, FastRSILen)
SlowRsi         = rsi(ohlc4, SlowRSILen)

aboveMaFilter   = close > sma(close, 200)
StopLossLine    = strategy.position_avg_price * .90

plot(StopLossLine, "StopLossLine", #ff0000)
// plot(FastRsi, "FastRsi", color.yellow, 2)
// plot(SlowRsi, "SlowRsi", color.purple, 2)

FastBuy         = FastRsi < overSold and aboveMaFilter //and strategy.position_size != 1
SlowBuy         = SlowRsi < overSold and aboveMaFilter //and strategy.position_size != 1


//     FAST_BUY
strategy.entry("Fast Enter", true, when=FastBuy)
    
if  FastRsi > 70    /// SELLS IF RSI == 75
    strategy.close("Fast Enter", comment="Fast Exit")
    
strategy.exit("Stop Loss", "Fast Enter", stop=StopLossLine)       



// // ///     SLOW_BUY
strategy.entry("Slow Enter", true, when=SlowBuy)
    
strategy.exit("Stop Loss", "Slow Enter", stop=StopLossLine)       

if  SlowRsi > 68    /// SELLS IF RSI == 68
    strategy.close("Slow Enter", comment="Slow Exit")