1. 사각형
2. RSI 채널 가격 차이 추적 전략

RSI 채널 가격 차이 추적 전략

저자:차오장, 날짜: 2023-12-18 17:48:24
태그:

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/*backtest
start: 2023-11-17 00:00:00
end: 2023-12-17 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("Hull MA of RSI Strategy",overlay=false)
//+++++++++++++++++++++++++++++++
//++++++++++++ Setup ++++++++++++
//+++++++++++++++++++++++++++++++
// RSI 
rsi1_tt="=== RSI ==="
rsi1_len=input(13,title="Period",inline="set",group=rsi1_tt)
//Mid
mid_tt="=== Mid Channel ==="
upper=input(55.0,title="Upper",inline="set",group=mid_tt)
lower=input(45.0,title="Lower",inline="set",group=mid_tt)
//Over
over_tt="=== Over ==="
ovb=input(70.0,title="Overbought",inline="set",group=over_tt)
ovs=input(30.0,title="Oversold",inline="set",group=over_tt)
//++++++++++++++++++++++++++++++++++++++++
//++++++++++++ Hull MA of RSI ++++++++++++
//++++++++++++++++++++++++++++++++++++++++
hma_tt="=== Hull MA ==="
hma_len=input(3,title="Period",inline="set",group=hma_tt)
rsi_c=hma(rsi(close,rsi1_len),hma_len)
rsi_h=hma(rsi(high,rsi1_len),hma_len)
rsi_l=hma(rsi(low,rsi1_len),hma_len)
rsi_hl2=hma(rsi(hl2,rsi1_len),hma_len)
//++++++++++++++++++++++++++++++++
//++++++++++++ Signal ++++++++++++
//++++++++++++++++++++++++++++++++
var order_status="None"
BuySignal=
       crossunder(rsi_c,ovb)
       and
       close<hl2
       and
       rsi_hl2>ovb
       and
       order_status=="None"
CloseBuy=
       order_status[1]=="Long"
       and
       (crossover(rsi_c,ovb)
       or
       crossunder(rsi_l,upper))
SellSignal=
       crossover(rsi_c,ovs)
       and
       close>hl2
       and
       rsi_hl2<ovs
       and
       order_status=="None"
CloseSell=
       order_status[1]=="Short"
       and
       (crossunder(rsi_c,ovs)
       or
       crossover(rsi_h,lower))
ExitSignal=
       CloseBuy
       or
       CloseSell
if BuySignal
    order_status:="Long"
if SellSignal
    order_status:="Short"
if ExitSignal
    order_status:="None"

//+++++++++++++++++++++++++++++++++++
//++++++++++++ Plot Line ++++++++++++
//+++++++++++++++++++++++++++++++++++
rsi_c_col=
       rsi_c>upper?color.new(color.blue,0):
       rsi_c<lower?color.new(color.blue,0):
       color.new(color.orange,0)
rsi_h_col=
       rsi_h>upper?color.new(color.green,0):
       rsi_h<lower?color.new(color.green,0):
       color.new(color.orange,0)
rsi_l_col=
       rsi_l>upper?color.new(color.yellow,0):
       rsi_l<lower?color.new(color.yellow,0):
       color.new(color.orange,0)
rsi_hl2_col=
       rsi_hl2>upper?color.new(color.olive,0):
       rsi_hl2<lower?color.new(color.olive,0):
       color.new(color.orange,0)
plot(rsi_c,title="RSI Close",color=rsi_c_col,linewidth=2)
plot(rsi_h,title="RSI High",color=rsi_h_col,linewidth=1)
plot(rsi_l,title="RSI Low",color=rsi_l_col,linewidth=1)
plot(rsi_hl2,title="RSI HL2",color=rsi_hl2_col,linewidth=1)
upper_line=hline(upper,title="Upper",color=color.new(color.black,100))
lower_line=hline(lower,title="Lower",color=color.new(color.black,100))
fill(upper_line,lower_line,title="Mid Channel",color=color.silver)
ovb_line=hline(ovb,title="Overbought",color=color.new(color.silver,0),linestyle=hline.style_solid,linewidth=2)
ovs_line=hline(ovs,title="Oversold",color=color.new(color.silver,0),linestyle=hline.style_solid,linewidth=2)

//++++++++++++++++++++++++++++++++++++++++++++++++
//++++++++++++ Plot Analyzing Signals ++++++++++++
//++++++++++++++++++++++++++++++++++++++++++++++++
//Color
buy_col=
       BuySignal?color.new(color.blue,70):na
sell_col=
       SellSignal?color.new(color.red,70):na
close_buy_col=
       CloseBuy and order_status[1]=="Long"?color.new(color.yellow,70):na
close_sell_col=
       CloseSell and order_status[1]=="Short"?color.new(color.yellow,70):na
//Background
bgcolor(close_buy_col, title='Close Buy', offset=0)
bgcolor(close_sell_col, title='Close Sell', offset=0)
bgcolor(sell_col, title='Sell', offset=0)
bgcolor(buy_col, title='Buy', offset=0)
//++++++++++++++++++++++++++++++++++
//++++++++++++ Backtest ++++++++++++
//++++++++++++++++++++++++++++++++++
strategy.entry("Long",strategy.long,when=BuySignal)
strategy.close("Long",when=CloseBuy)
strategy.entry("Short",strategy.short,when=SellSignal)
strategy.close("Short",when=CloseSell)
//EOF

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• Intraday 전략에 따른 MACD 트렌드
• 이중 요인 평균 반전 추적 전략
• 트렌드 추적 전략
• 다중 지표 조합 적응 트렌드 전략
• 촛불 패턴 거래 전략
• SMA 오프셋 변동 거래 전략
• 슈퍼 트렌드 확인을 이용한 5-10-20일 EMA 크로스오버에 기반한 전략
• 동력 돌파 이동 평균 거래 전략
• 역전 전략에 따른 MACD 및 RSI 기반 트렌드
• 안정적이고 안정적인 SMA 포지션 보유 전략
• 모멘텀 TD 반전 거래 전략
• 선형 회귀 및 이동 평균에 기초한 회귀 거래 전략을 따르는 경향
• MACD 로봇 거래 전략
• 볼링거 밴드 이중 표준편차 거래 전략
• MACD 및 RSI 크로스오버 신호에 기초한 거래 전략
• 바이에스 조건 RSI 거래 전략
• 피보트 역전 전략
• TSI 지표와 Hull 이동 평균에 기초한 양적 거래 전략
• 채널 트렌드 전략