متحرک RSI ذہین ٹائمنگ سوئنگ ٹریڈنگ حکمت عملی

/*backtest
start: 2019-12-23 08:00:00
end: 2024-12-10 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title="Demo GPT - Relative Strength Index", shorttitle="RSI Strategy", overlay=false, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_value=0.1, slippage=3)

// Inputs
rsiLengthInput = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
calculateDivergence = input.bool(false, title="Calculate Divergence", group="RSI Settings",  tooltip="Calculating divergences is needed in order for divergence alerts to fire.")

// RSI Calculation
change = ta.change(rsiSourceInput)
up = ta.rma(math.max(change, 0), rsiLengthInput)
down = ta.rma(-math.min(change, 0), rsiLengthInput)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))

// RSI Plots
rsiPlot = plot(rsi, "RSI", color=#7E57C2)
rsiUpperBand = hline(70, "RSI Upper Band", color=#787B86)
midline = hline(50, "RSI Middle Band", color=color.new(#787B86, 50))
rsiLowerBand = hline(30, "RSI Lower Band", color=#787B86)
fill(rsiUpperBand, rsiLowerBand, color=color.rgb(126, 87, 194, 90), title="RSI Background Fill")
plot(50, color=na, editable=false, display=display.none)

// Moving Averages
maTypeInput = input.string("SMA", "Type", options=["None", "SMA", "SMA + Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Moving Average")
maLengthInput = input.int(14, "Length", group="Moving Average")
bbMultInput = input.float(2.0, "BB StdDev", minval=0.001, maxval=50, step=0.5, group="Moving Average")
enableMA = maTypeInput != "None"
isBB = maTypeInput == "SMA + Bollinger Bands"

// MA Calculation
ma(source, length, MAtype) =>
    switch MAtype
        "SMA" => ta.sma(source, length)
        "SMA + Bollinger Bands" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

smoothingMA = enableMA ? ma(rsi, maLengthInput, maTypeInput) : na
smoothingStDev = isBB ? ta.stdev(rsi, maLengthInput) * bbMultInput : na
plot(smoothingMA, "RSI-based MA", color=color.yellow, display=enableMA ? display.all : display.none)
bbUpperBand = plot(smoothingMA + smoothingStDev, title="Upper Bollinger Band", color=color.green, display=isBB ? display.all : display.none)
bbLowerBand = plot(smoothingMA - smoothingStDev, title="Lower Bollinger Band", color=color.green, display=isBB ? display.all : display.none)
fill(bbUpperBand, bbLowerBand, color=isBB ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill", display=isBB ? display.all : display.none)

// Trade Logic
longCondition = ta.crossover(rsi, 30)
exitCondition = ta.crossunder(rsi, 70)

// Start Date & End Date
startDate = input(timestamp("2018-01-01 00:00"), "Start Date", group="Date Range")
endDate = input(timestamp("2069-12-31 23:59"), "End Date", group="Date Range")
inDateRange = true

// Execute Trades
if (longCondition and inDateRange)
    strategy.entry("Long", strategy.long)

if (exitCondition and inDateRange)
    strategy.close("Long")