EMA اور RSI پر مبنی ٹریڈنگ کی حکمت عملی

/*backtest
start: 2023-01-01 00:00:00
end: 2023-08-10 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
// strategy("EMA RSI Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=1)


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Author       : AJ Rupasinghege
// Date         : 06/11/2022
// Release      : v6.0
// Description  : If the last two closes are in ascending order, the rsi is below 50 and ascending, and the current candle is above 200 ema, then LONG. 
//                If the last two closes are in descending order, the rsi is above 50 and descending, and the current candle is below 200 ema, then SHORT. 
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////


//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// INPUTS //////////////////////////////////////////////////////////////

ema_length = input(200, "EMA Length")
rsi_buy_value = input(50, "RSI Buy Value")
rsi_sell_value = input(50, "RSI Sell Value")
show_data = input.bool(0, "Show Data")


/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// VARIABLES //////////////////////////////////////////////////////////

var stop_loss = 0.0
var last_trade_entry_price = 0.0
var low_value= 0.0
var atr = 0.0
var high_value = 0.0
var stop_loss_points = 0.0
var limit = 0.0
var bar_id_entry = 0


/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// FUNCTIONS //////////////////////////////////////////////////////////

getTradeConditionsLong() =>
    //@function         Used to calculate stop_loss, stop_loss points, limit and label values for long trades
    //@param direction  (float) // strategy.poistion.size
    //@returns          stop_loss, stop_loss_points, limit
    //@Dependancies     low_value, atr, last_trade_entry_price,bar_id_entry
    _stop_loss = low_value - atr
    _stop_lossPoints = (last_trade_entry_price - _stop_loss) *100000
    _limit = last_trade_entry_price + (last_trade_entry_price - low_value + atr) 
    value = "OpenValue: " + str.tostring(last_trade_entry_price) + 
         "\n OpenBarIndex: " + str.tostring(bar_id_entry) + 
         "\n LowValue: " + str.tostring(low_value) + 
         "\n atr: " + str.tostring(atr) + "\n stop_loss: " + 
         str.tostring(_stop_loss) + "\n Limit: " +
         str.tostring(_limit)

    [_stop_loss,_stop_lossPoints,_limit, value]

getTradeConditionsShort() =>
    //@function         Used to calculate stop_loss, stop_loss points, limit and label values for short trades
    //@param direction  (float) // strategy.poistion.size
    //@returns          stop_loss, stop_loss_points, limit
    //@Dependancies     high_value, atr, last_trade_entry_price,bar_id_entry
    _stop_loss = high_value + atr
    _stop_lossPoints = (_stop_loss  -last_trade_entry_price) * 100000
    _limit = last_trade_entry_price - (high_value - last_trade_entry_price + atr)
    value = "OpenValue: " + str.tostring(last_trade_entry_price) + 
         "\n OpenBarIndex: " + str.tostring(bar_id_entry) + 
         "\n HighValue: " + str.tostring(high_value) + 
         "\n atr: " + str.tostring(atr) + "\n stop_loss: " + 
         str.tostring(_stop_loss)  + "\n Limit: " +
         str.tostring(_limit)
    [_stop_loss,_stop_lossPoints,_limit, value]




/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// SIGNALS //////////////////////////////////////////////////////////

ema = ta.ema(close,ema_length)
rsi = ta.rsi(close,14)

ema_buy_signal = ema < low
ema_sell_signal = ema > high


rsi_buy_signal = rsi < rsi_buy_value and rsi[1] < rsi[0]
rsi_sell_signal = rsi > rsi_sell_value and rsi[1] > rsi[0]

trend_buy_signal = close[2] < close[1] and close[1] < close[0]
trend_sell_signal = close[2] > close[1] and close[1] > close[0]

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// TRADES //////////////////////////////////////////////////////////
long = trend_buy_signal 
         and ema_buy_signal 
         and rsi_buy_signal
short = trend_sell_signal 
         and ema_sell_signal  
         and rsi_sell_signal

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// STRATEGY //////////////////////////////////////////////////////////



if long 
    strategy.entry("Long", strategy.long)

if short 
    strategy.entry("Short", strategy.short)
   

// Calculate Trade Entry Variables
last_trade_entry_price := strategy.opentrades.entry_price(strategy.opentrades - 1)
bar_id_entry := strategy.opentrades.entry_bar_index(strategy.opentrades - 1) 
atr := ta.atr(14) 
low_value := ta.lowest(14)
high_value := ta.highest(14)


// Exit Strategy for Long Positions 
if (strategy.position_size[1] != strategy.position_size and strategy.position_size>0)
    [_stop_loss,_stop_loss_points, _limit, value] = getTradeConditionsLong()
    stop_loss := _stop_loss
    stop_loss_points := _stop_loss_points
    limit := _limit
    

    if show_data
        label.new(bar_id_entry,stop_loss - 0.005,str.tostring(value),xloc = xloc.bar_index,yloc = yloc.price,style = label.style_none) 
    strategy.exit("Long Exit", "Long", trail_offset = stop_loss_points/2, trail_points = stop_loss_points/2 , stop = stop_loss , limit = limit   )


// Exit Strategy for Short Positions 
if (strategy.position_size[1] != strategy.position_size and strategy.position_size<0)
    [_stop_loss,_stop_loss_points, _limit, value] = getTradeConditionsShort()
    stop_loss := _stop_loss
    stop_loss_points := _stop_loss_points
    limit := _limit

    if show_data
        label.new(bar_id_entry,stop_loss + 0.005,str.tostring(value),xloc = xloc.bar_index,yloc = yloc.price,style = label.style_none) 
    strategy.exit("Short Exit", "Short", trail_offset = stop_loss_points/2, trail_points = stop_loss_points/2 , stop = stop_loss , limit = limit )


/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////// PLOTS //////////////////////////////////////////////////////////

plot(ema, "SMA", color = color.blue, linewidth = 2 )


p1 = plot(strategy.position_size>0? stop_loss:na, style = plot.style_linebr , color = color.rgb(82, 240, 42) )
p2 = plot(strategy.position_size<0? stop_loss:na, style = plot.style_linebr , color = color.rgb(223, 85, 85) )
p3 = plot(strategy.position_size!=0?limit : na, style = plot.style_linebr , color = color.rgb(94, 85, 223, 100) )


fill(p1, p3, color = color.new(color.green, 90))
fill(p2, p3, color = color.new(#e98787, 90))