বহু-সময়ের RSI সূচকের উপর ভিত্তি করে বিপরীত কৌশল

/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 45m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//Noro
//2018

//@version=2
strategy(title = "Noro's Triple RSI Top/Bottom v1.1", shorttitle = "3RSI Top/Bottom 1.1", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0)

//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(true, defval = true, title = "Short")
leverage = input(1, defval = 1, minval = 1, maxval = 100, title = "leverage")
indi = input(3, defval = 3, minval = 1, maxval = 3, title = "Indicators")
accuracy = input(3, defval = 3, minval = 1, maxval = 10, title = "accuracy")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")

//RSI-2
fastup = rma(max(change(close), 0), 2)
fastdown = rma(-min(change(close), 0), 2)
fastrsi = fastdown == 0 ? 100 : fastup == 0 ? 0 : 100 - (100 / (1 + fastup / fastdown))

//RSI-7
middleup = rma(max(change(close), 0), 7)
middledown = rma(-min(change(close), 0), 7)
middlersi = middledown == 0 ? 100 : middleup == 0 ? 0 : 100 - (100 / (1 + middleup / middledown))

//RSI-14
slowup = rma(max(change(close), 0), 14)
slowdown = rma(-min(change(close), 0), 14)
slowrsi = slowdown == 0 ? 100 : slowup == 0 ? 0 : 100 - (100 / (1 + slowup / slowdown))

//Body
body = abs(close - open)
abody = sma(body, 10)

//Signals
acc = 10 - accuracy
signalup1 = fastrsi < (5 + acc) ? 1 : 0
signalup2 = middlersi < (10 + acc * 2) ? 1 : 0
signalup3 = slowrsi < (15 + acc * 3) ? 1 : 0

signaldn1 = fastrsi > (95 - acc) ? 1 : 0
signaldn2 = middlersi > (90 - acc * 2) ? 1 : 0
signaldn3 = slowrsi > (85 - acc * 3) ? 1 : 0

up = signalup1 + signalup2 + signalup3 >= indi
dn = signaldn1 + signaldn2 + signaldn3 >= indi
exit = ((strategy.position_size > 0 and close > open) or (strategy.position_size < 0 and close < open)) and body > abody / 3

//Trading
lot = strategy.position_size == 0 ? strategy.equity / close * leverage : lot[1]

if up
    if strategy.position_size < 0
        strategy.close_all()
        
    strategy.entry("Bottom", strategy.long, needlong == false ? 0 : lot)

if dn
    if strategy.position_size > 0
        strategy.close_all()
        
    strategy.entry("Top", strategy.short, needshort == false ? 0 : lot)
    
if time > timestamp(toyear, tomonth, today, 23, 59) or exit
    strategy.close_all()