आरएसआई सिग्नल लाइन क्रॉसओवर पर आधारित बहु-अवधि प्रवृत्ति-अनुसरण ट्रेडिंग रणनीति

/*backtest
start: 2024-02-19 00:00:00
end: 2025-02-16 08:00:00
period: 4h
basePeriod: 4h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("Ultimate RSI [LuxAlgo] Strategy", shorttitle="ULT RSI Strat", overlay=false, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

//------------------------------------------------------------------------------
// Settings
//------------------------------------------------------------------------------
length    = input.int(14, minval=2, title="RSI Length")
smoType1  = input.string("RMA", title="Method", options=["EMA", "SMA", "RMA", "TMA"])
src       = input(close, title="Source")

arsiCss   = input.color(color.silver, "RSI Color", inline="rsicss")
autoCss   = input.bool(true, "Auto", inline="rsicss")

// Signal Line settings
smooth    = input.int(14, minval=1, title="Signal Smooth", group="Signal Line")
smoType2  = input.string("EMA", title="Method", options=["EMA", "SMA", "RMA", "TMA"], group="Signal Line")
signalCss = input.color(color.new(#ff5d00, 0), "Signal Color", group="Signal Line")

// Overbought/Oversold style
obValue     = input.float(80, "Overbought", inline="ob", group="OB/OS Style")
obCss       = input.color(color.new(#089981, 0), "", inline="ob", group="OB/OS Style")
obAreaCss   = input.color(color.new(#089981, 80), "", inline="ob", group="OB/OS Style")

osValue     = input.float(20, "Oversold", inline="os", group="OB/OS Style")
osCss       = input.color(color.new(#f23645, 0), "", inline="os", group="OB/OS Style")
osAreaCss   = input.color(color.new(#f23645, 80), "", inline="os", group="OB/OS Style")

//------------------------------------------------------------------------------
// Function: Moving Average (selectable type)
//------------------------------------------------------------------------------
ma(x, len, maType)=>
    switch maType
        "EMA" => ta.ema(x, len)
        "SMA" => ta.sma(x, len)
        "RMA" => ta.rma(x, len)
        "TMA" => ta.sma(ta.sma(x, len), len)
 
//------------------------------------------------------------------------------
// Augmented RSI Calculation
//------------------------------------------------------------------------------
upper = ta.highest(src, length)
lower = ta.lowest(src, length)
r     = upper - lower

d     = src - src[1]
diff  = upper > upper[1] ? r : lower < lower[1] ? -r : d

num   = ma(diff, length, smoType1)
den   = ma(math.abs(diff), length, smoType1)
arsi  = den != 0 ? num / den * 50 + 50 : 50  // safeguard against division by zero

signal = ma(arsi, smooth, smoType2)

//------------------------------------------------------------------------------
// Strategy Entry Conditions
//------------------------------------------------------------------------------
// Long entry: Ultimate RSI crosses above its signal when it is below 50 (lower half)
// Short entry: Ultimate RSI crosses below its signal when it is above 50 (upper half)
longCondition  = ta.crossover(arsi, signal) and arsi < 50
shortCondition = ta.crossunder(arsi, signal) and arsi > 50

// Close opposite positions when conditions occur
if shortCondition
    strategy.close("Long")
if longCondition
    strategy.close("Short")

// Place new entries based on the conditions
if longCondition
    strategy.entry("Long", strategy.long)
if shortCondition
    strategy.entry("Short", strategy.short)

// //------------------------------------------------------------------------------
// // Plots and Constant Lines
// //------------------------------------------------------------------------------
// // Plot the Ultimate RSI and its Signal
// plot_rsi = plot(arsi, title="Ultimate RSI",
//      color = arsi > obValue ? obCss : arsi < osValue ? osCss : autoCss ? chart.fg_color : arsiCss,
//      linewidth=2)
// plot(signal, title="Signal Line", color=signalCss, linewidth=2)

// // Instead of using hline, create constant plots for OB, Midline, and OS
// plot_ob  = plot(obValue, title="Overbought", color=obCss, style=plot.style_line, linewidth=1)
// plot_mid = plot(50, title="Midline", color=color.gray, style=plot.style_line, linewidth=1)
// plot_os  = plot(osValue, title="Oversold", color=osCss, style=plot.style_line, linewidth=1)

// //------------------------------------------------------------------------------
// // Fill OB/OS Areas for Visual Clarity
// //------------------------------------------------------------------------------
// fill(plot_rsi, plot_ob, color=arsi > obValue ? obAreaCss : na)
// fill(plot_os, plot_rsi, color=arsi < osValue ? osAreaCss : na)