Trend Fukuiz

Penulis:ChaoZhang, Tarikh: 2022-05-18 10:25:47
Tag:RMARSI

Indikator ini berasaskan RSI dari 2 tempoh yang berbeza.

# Pendahuluan ringkas kepada RSI # Indeks kekuatan relatif (RSI) adalah penunjuk momentum yang digunakan dalam analisis teknikal yang mengukur besarnya perubahan harga baru-baru ini untuk menilai keadaan overbought atau oversold dalam harga saham atau aset lain. RSI dipaparkan sebagai osilator (graf garis yang bergerak antara dua ekstrem) dan boleh mempunyai bacaan dari 0 hingga 100.

Tafsiran dan penggunaan tradisional RSI adalah bahawa nilai 70 atau lebih menunjukkan bahawa sekuriti menjadi terlalu banyak dibeli atau terlalu dinilai dan mungkin disiapkan untuk pembalikan trend atau penarikan semula harga.

# Dalam penunjuk ini # Saya melihat bahawa anda boleh menggunakan 2 RSI dengan tempoh yang berbeza untuk mencadangkan trend Bullish dan trend Bearish.

# Keadaan antara RSI pendek dan panjang melintasi # Crossover = Trend Bullish (zon biru) Crossunder = Trend Buruh (zon merah)

Pengujian belakang

/*backtest
start: 2022-04-17 00:00:00
end: 2022-05-16 23:59:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
//Fukuiz
indicator(title='Fukuiz Trend', shorttitle='Fukuiz Trend', format=format.price, precision=2, timeframe='')

//color//
colorwhite = #FFFFFF
colorblue = #6633FF
colorred = #FF3333
colorblue2 = #33CCFF
colorpink = #FF3366

//Fuction//
len = input.int(24, minval=1, title='RSI Short')
len2 = input.int(100, minval=1, title='RSI Long')
src = input(open, 'Source')
up = ta.rma(math.max(ta.change(src), 0), len)
down = ta.rma(-math.min(ta.change(src), 0), len)
up2 = ta.rma(math.max(ta.change(src), 0), len2)
down2 = ta.rma(-math.min(ta.change(src), 0), len2)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down)
rsi2 = down2 == 0 ? 100 : up2 == 0 ? 0 : 100 - 100 / (1 + up2 / down2)

Bullish = rsi > rsi2
Bearish = rsi < rsi2
Fukuizcolor = Bullish ? color.new(colorblue,0) : Bearish ? color.new(colorred,0) : na
Fukuizcolor2 = Bullish ? color.new(colorblue2,0) : Bearish ? color.new(colorpink,0) : na
Fukuizcolor3 = Bullish ? color.new(colorblue,75) : Bearish ? color.new(colorred,75) : na

//Plot//
l1 = plot(rsi, 'RSI Short', color=Fukuizcolor, linewidth=2, style=plot.style_line)
l2 = plot(rsi2, 'RSI Long', color=Fukuizcolor2, linewidth=2, style=plot.style_line)
band2 = hline(50, 'Middle Band', color=#FFCC99)
band1 = hline(70, 'Upper Band', color=#FFCC99)
band0 = hline(30, 'Lower Band', color=#FFCC99)
fill(band1, band0, color.new(#0946CA, 90), title='Background')
fill(l1, l2, color=Fukuizcolor3, title='Trend Background')


//DIVERGENCE//
lbR = input(title='Pivot Lookback Right', defval=5)
lbL = input(title='Pivot Lookback Left', defval=5)
rangeUpper = input(title='Max of Lookback Range', defval=60)
rangeLower = input(title='Min of Lookback Range', defval=5)
plotBull = input(title='Bullish Divergence', defval=true)
plotBear = input(title='Bearish Divergence', defval=true)
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
osc = ta.rsi(src, len)

plFound = na(ta.pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(osc, lbL, lbR)) ? false : true
_inRange(cond) =>
    bars = ta.barssince(cond == true)
    rangeLower <= bars and bars <= rangeUpper

oscHL = osc[lbR] > ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound

plot(plFound ? osc[lbR] : na, offset=-lbR, title='Bullish Divergence Line', linewidth=2, color=bullCond ? bullColor : noneColor,display=display.none)

plotshape(bullCond ? osc[lbR] : na, offset=-lbR, title='Bullish Divergence Label', text=' Bull ', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))

oscLH = osc[lbR] < ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound

plot(phFound ? osc[lbR] : na, offset=-lbR, title='Bearish Divergence Line', linewidth=2, color=bearCond ? bearColor : noneColor,display=display.none)

plotshape(bearCond ? osc[lbR] : na, offset=-lbR, title='Bearish Divergence Label', text=' Bear ', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))




if bullCond
    strategy.entry("Enter Long", strategy.long)
else if bearCond
    strategy.entry("Enter Short", strategy.short)

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