दोहरे RSI संकेतकों पर आधारित अनुकूली स्विंग ट्रेडिंग प्रणाली

/*backtest
start: 2024-11-12 00:00:00
end: 2024-12-11 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Dual RSI with Rebuy Logic + Capital, Commission, and Stop Loss", overlay=true)

// Parameter
rsi_length = input.int(7, title="RSI Length")
daily_rsi_length = input.int(7, title="Daily RSI Length")
capital = input.float(10000, title="Initial Capital", minval=0)  // Kapital
risk_per_trade = input.float(0.01, title="Risk per Trade (%)", minval=0.01, maxval=1.0)  // Risikogröße in Prozent
commission = input.float(0.1, title="Commission (%)", minval=0, maxval=100)  // Kommission in Prozent
stop_loss_pct = input.float(5, title="Stop Loss (%)", minval=0.1, maxval=100)  // Stop-Loss in Prozent

// Ordergröße berechnen
risk_amount = capital * risk_per_trade
order_size = risk_amount / close  // Größe der Order basierend auf Risikogröße und Preis

// Daily RSI
day_rsi = request.security(syminfo.tickerid, "D", ta.rsi(close, daily_rsi_length), lookahead=barmerge.lookahead_on)

// RSI auf aktuellem Timeframe
rsi = ta.rsi(close, rsi_length)

// Kauf- und Verkaufsbedingungen
buy_condition = rsi[1] < 40 and rsi > rsi[1] and day_rsi > 55
sell_condition = rsi[1] > 60 and rsi < rsi[1]

// Variablen, um den Preis des ersten Kaufs zu speichern
var float first_buy_price = na
var bool is_position_open = false

// Kauf-Logik
if buy_condition
    if not is_position_open
        // Initiales Kaufsignal
        strategy.entry("Buy", strategy.long, qty=1)
        first_buy_price := close
        is_position_open := true
    else if close < first_buy_price
        // Rebuy-Signal, nur wenn Preis niedriger als erster Kaufpreis
        strategy.entry("Rebuy", strategy.long, qty=1)

// Verkaufs-Logik
if sell_condition and is_position_open
    strategy.close("Buy")
    strategy.close("Rebuy")
    first_buy_price := na  // Zurücksetzen des Kaufpreises
    is_position_open := false

// Stop-Loss-Bedingung
if is_position_open
    // Stop-Loss-Preis berechnen (5% unter dem Einstiegspreis)
    stop_loss_price = first_buy_price * (1 - stop_loss_pct / 100)
    
    // Stop-Loss für "Buy" und "Rebuy" festlegen
    strategy.exit("Stop Loss Buy", from_entry="Buy", stop=stop_loss_price)
    strategy.exit("Stop Loss Rebuy", from_entry="Rebuy", stop=stop_loss_price)

// Performance-Metriken berechnen (mit Kommission)
gross_profit = strategy.netprofit / capital * 100
commission_cost = commission / 100 * strategy.closedtrades
net_profit = gross_profit - commission_cost

// Debug-Plots
plot(first_buy_price, title="First Buy Price", color=color.blue, linewidth=1)
plotchar(buy_condition, title="Buy Condition", char='B', location=location.abovebar, color=color.green)
plotchar(sell_condition, title="Sell Condition", char='S', location=location.belowbar, color=color.red)

// Debugging für Performance