El RISOTTO

El autor:¿ Qué pasa?, Fecha: 2022-05-17 16:59:06
Las etiquetas:Indicador de riesgo

RSI OTT es la última versión derivada de Anıl Özekşi de Optimized Trend Tracker en el oscilador RSI. Puede resolver las señales falsas del oscilador RSI adoptando OTT en el indicador. Los que no conocen OTT pueden buscar en los indicadores.

Prueba posterior

/*backtest
start: 2022-05-09 00:00:00
end: 2022-05-15 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//created by    : @Anil_Ozeksi
//developer     : @Anil_Ozeksi
//author        : @mr. fofenks

study("RISOTTO",overlay=false, precision=2)


src               = close

//RSI
x1                = input(defval = 100      , title = "VAR RSI Period"          , type = input.integer, minval = 1  ,step = 1       , group = "VAR RSI")

//OTT
x2                = input(defval = 50       , title = "RISOTTO Period"          , type = input.integer, minval = 1  ,step = 1       , group = "RISOTTO")
x3                = input(defval = 0.2      , title = "RISOTTO Percent"         , type = input.float  , minval = 0  ,step = 0.05    , group = "RISOTTO")

//Signals
showsignalsc      = input( defval=false     , title = "Show RSI/OTT Crossing Signals?", type=input.bool)

OTT_Func(src,length, percent)=>
    valpha        = 2/(length+1)
    vud1          = src>src[1] ? src-src[1] : 0
    vdd1          = src<src[1] ? src[1]-src : 0
    vUD           = sum(vud1,9)
    vDD           = sum(vdd1,9)
    vCMO          = nz((vUD-vDD)/(vUD+vDD))
    VAR           = 0.0
    VAR          := nz(valpha*abs(vCMO)*src)+(1-valpha*abs(vCMO))*nz(VAR[1])
    fark          = VAR*percent*0.01//multi*atr //
    longStop      = VAR - fark
    longStopPrev  = nz(longStop[1], longStop)
    longStop     := VAR > longStopPrev ? max(longStop, longStopPrev) : longStop
    shortStop     = VAR + fark
    shortStopPrev = nz(shortStop[1], shortStop)
    shortStop    := VAR < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
    dir           = 1
    dir          := nz(dir[1], dir)
    dir          := dir == -1 and VAR > shortStopPrev ? 1 : dir == 1 and VAR < longStopPrev ? -1 : dir
    MT            = dir==1 ? longStop: shortStop
    OTT           = VAR>MT ? MT*(200+percent)/200 : MT*(200-percent)/200
    [VAR,OTT]

rsi               = rsi(src,x1)

[VRSI,_]          = OTT_Func(rsi, x2, 1)
[_,RISOTTO]       = OTT_Func(VRSI+1000, 2, x3)

buySignalc        = crossover(VRSI+1000, RISOTTO[2])
sellSignallc      = crossunder(VRSI+1000, RISOTTO[2])

plot(VRSI+1000         , color=#0585E1     , linewidth=2, title="VAR RSI" , display = display.all)
plot(nz(RISOTTO[2])    , color=#B800D9     , linewidth=2, title="RISOTTO" , display = display.all)


plotshape(buySignalc    and showsignalsc ? RISOTTO*0.995 : na, title="Buy"  , text="Buy"    , location=location.absolute, style=shape.labelup   , size=size.tiny, color=color.green , textcolor=color.white)
plotshape(sellSignallc  and showsignalsc ? RISOTTO*1.005 : na, title="Sell" , text="Sell"   , location=location.absolute, style=shape.labeldown , size=size.tiny, color=color.red   , textcolor=color.white)

//alertcondition(cross(src, OTT[2]), title="Price Cross Alert", message="OTT - Price Crossing!")
//alertcondition(crossover(src, OTT[2]), title="Price Crossover Alarm", message="PRICE OVER OTT - BUY SIGNAL!")
//alertcondition(crossunder(src, OTT[2]), title="Price Crossunder Alarm", message="PRICE UNDER OTT - SELL SIGNAL!")

  
  

if buySignalc
    strategy.entry("Enter Long", strategy.long)
else if sellSignallc
    strategy.entry("Enter Short", strategy.short)

Relacionados

Más.