দ্বৈত-সূচক পরিমাণগত কৌশল

/*backtest
start: 2023-11-20 00:00:00
end: 2023-12-20 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 31/05/2021
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// The indicator represents the relative convergence/divergence of the moving 
// averages of the financial asset, increased a hundred times. It is based on 
// a different principle than the ADX. Chande suggests a 13-week SMA as the 
// basis for the indicator. It represents the quarterly (3 months = 65 working days) 
// sentiments of the market participants concerning prices. The short moving average 
// comprises 10% of the one and is rounded to seven.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos


RAVI(LengthMAFast, LengthMASlow, TradeLine) =>
    pos = 0.0
    xMAF = sma(close, LengthMAFast)
    xMAS = sma(close, LengthMASlow)
    xRAVI = ((xMAF - xMAS) / xMAS) * 100
    pos:= iff(xRAVI > TradeLine, 1,
    	   iff(xRAVI < TradeLine, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & Range Action Verification Index (RAVI)", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- Range Action Verification Index (RAVI) ----")
LengthMAFast = input(title="Length MA Fast", defval=7)
LengthMASlow = input(title="Length MA Slow", defval=65)
TradeLine = input(0.14, step=0.01)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posRAVI = RAVI(LengthMAFast, LengthMASlow, TradeLine)
pos = iff(posReversal123 == 1 and posRAVI == 1 , 1,
	   iff(posReversal123 == -1 and posRAVI == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1 ) 
    strategy.entry("Long", strategy.long)
if (possig == -1 )
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )