متعدد مومینٹم انڈیکیٹرز کے ساتھ کریپٹو کرنسی تجارتی حکمت عملی

/*backtest
start: 2023-08-13 00:00:00
end: 2023-09-12 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Crypto Crew strategy entry signal long/short with stop loss. Exit signal not provided.
//
// Indicators: MFI + RSI + STOCH RSI
// Entry criteria: long when the three are oversold, short when the three indicators are overbought.
// Exit criteria: Take profit at Fib levels (not demonstrated here) measured from prevous highs/low.
// Feel free to contribute

//@version=4
strategy("Crypto Crew")

//inputs
source = hlc3
rsi_length = input(14, minval=1)
mfi_lenght =  input(14, minval=1)
smoothK = input(3, minval=1)
smoothD = input(3, minval=1)
lengthRSI = input(14, minval=1)
lengthStoch = input(14, minval=1)
okay = "Okay"
good = "Good"
veryGood = "Very good"
tradingOpportunity = input(title="Opportunity Type", defval=veryGood, options=[okay, good, veryGood])
longThreshhold = tradingOpportunity==okay? 40 : tradingOpportunity==good ? 30 : tradingOpportunity==veryGood? 20 : 0
shortThreshhold = tradingOpportunity==okay? 60 : tradingOpportunity==good ? 70 : tradingOpportunity==veryGood? 80 : 0

//lines
mfi = mfi(source, mfi_lenght)
rsi = rsi(source, rsi_length)
rsi1 = rsi(close, lengthRSI)
k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = sma(k, smoothD)

longSignal = mfi<longThreshhold and rsi<longThreshhold and k<longThreshhold and d<longThreshhold? 1:-1
shortSignal = mfi>shortThreshhold and rsi>shortThreshhold and k>shortThreshhold and d>shortThreshhold? 1:-1

if longSignal > 0
    strategy.entry("Long", strategy.long)
    strategy.exit(id="Long Stop Loss", stop=close*0.8) //20% stop loss 
    
if shortSignal > 0
    strategy.entry("Short", strategy.short, stop=close*1.2)
    strategy.exit(id="Short Stop Loss", stop=close*1.2) //20% stop loss

plot(k, color=color.blue)
plot(d, color=color.red)
plot(rsi, color=color.yellow)
plot(mfi, color=color.blue)
hline(longThreshhold, color=color.gray, linestyle=hline.style_dashed)
hline(shortThreshhold, color=color.gray, linestyle=hline.style_dashed)