बहु-संकेतक एकीकरण पर आधारित प्रवृत्ति ट्रैकिंग रणनीति

/*backtest
start: 2023-09-05 00:00:00
end: 2023-09-08 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// RSI
//@version=3
// strategy("Femi Strategy", overlay=true)
strategy("Femi Strategy", overlay=false)
RSIlength = input( 14 )
overSold = input( 30 )
overBought = input( 70 )
price = close

vrsi = rsi(price, RSIlength)



//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)





// ADX

//@version=3
adxlen = input(14)
dilen = input(14)
adxThreshold = input( 25 )
dirmov(len) =>
	up = change(high)
	down = -change(low)
	plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
    minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
	truerange = rma(tr, len)
	plus = fixnan(100 * rma(plusDM, len) / truerange)
	minus = fixnan(100 * rma(minusDM, len) / truerange)
	[plus, minus]

adx(dilen, adxlen) =>
	[plus, minus] = dirmov(dilen)
	sum = plus + minus
	adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)

sig = adx(dilen, adxlen)


// MACD
//@version=3
MACDZero = input(0)
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)

MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD



source = close
length = input(20, minval=1)
mult = input(2.0, minval=0.001, maxval=50)

basis = sma(source, length)
dev = mult * stdev(source, length)

upper = basis + dev
lower = basis - dev

if (not na(vrsi))
    if (crossover(delta, MACDZero))
        strategy.entry("FEMIMACDLE", strategy.long, comment="FEMIMACDLE")
    else
        strategy.cancel(id="FEMIMACDLE")
        
    
    if (crossunder(vrsi, overSold))
        strategy.entry("FEMIRSILE", strategy.long, comment="FEMIRSILE")
    else
        strategy.cancel(id="FEMIRSILE")
        
        
    // if(crossover(sig, adxThreshold)) // crossover(sig, adxThreshold) crossover(delta, MACDZero) crossunder(vrsi, overSold)
    //     strategy.entry("FEMIADXLE", strategy.long, comment="FEMIADXLE")
    // else
    //     strategy.cancel(id="FEMIADXLE")
        
        
    // if (crossover(source, lower))
    //     strategy.entry("FEMIBBLE", strategy.long, comment="FEMIBBLE")
    // else
    //     strategy.cancel(id="FEMIBBLE")
        
    // if(crossunder(sig, adxThreshold))
        // strategy.cancel(id="FEMILE")
        // strategy.exit(id="FEMILE")
        
    // if (crossunder(delta, MACDZero))
        // strategy.entry("FEMIMACDSE", strategy.short, comment="FEMIMACDSE")
    if (crossover(vrsi, overBought))
        // strategy.entry("FEMIRSISE", strategy.short, comment="FEMIRSISE")
        strategy.close("FEMIRSILE")
        strategy.close("FEMIMACDLE")
        strategy.close("FEMIADXLE")
        strategy.close("FEMIBBLE")
    
    if (crossunder(sig, adxThreshold) and crossunder(delta, MACDZero) and crossunder(source, upper)) // crossover(delta, MACDZero) crossover(vrsi, overSold) crossover(sig, adxThreshold)
        strategy.close("FEMIRSILE")
        strategy.close("FEMIMACDLE")
        strategy.close("FEMIADXLE")
        strategy.close("FEMIBBLE")
        
    // if(crossunder(source, upper))
    //     strategy.close("FEMIRSILE")
    //     strategy.close("FEMIMACDLE")
    //     strategy.close("FEMIADXLE")
    //     strategy.close("FEMIBBLE")
        // strategy.entry("FEMIADXSE", strategy.short, comment="FEMIADXSE")
    // else
    //     strategy.cancel(id="FEMISE")

// plot(sig, color=red, title="ADX", linewidth=2, style=areabr)
// plot(adxThreshold, color=blue, title="ADX")


// plot(vrsi, color=green, title="RSI", linewidth=2, style=areabr)
// plot(overSold, color=blue, title="RSI")
// plot(overBought, color=red, title="RSI")

// plot(delta, color=green, title="MACD", linewidth=2, style=areabr)
// plot(MACDZero, color=blue, title="MACD")
// plot(overBought, color=red, title="MACD")
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)