متعدد تکنیکی اشارے کا رجحان اور رفتار RSI فلٹرنگ ٹریڈنگ حکمت عملی

/*backtest
start: 2024-11-19 00:00:00
end: 2024-12-18 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title="Supertrend + EMA Crossover with RSI Filter", shorttitle="ST_EMA_RSI", overlay=true)

// Input parameters for EMA
fastEMA          = input.int(3,  title="Fast EMA Period", minval=1)
slowEMA          = input.int(6,  title="Slow EMA Period", minval=1)
atrLength        = input.int(3,  title="ATR Length", minval=1)

// Using a fixed multiplier for Supertrend calculation
stMultiplier = 1

// Stop loss and take profit multipliers
stopLossATR      = input.float(2.5, title="Stop Loss ATR Multiplier", minval=0.1, step=0.1)
takeProfitATR    = input.float(4,   title="Take Profit ATR Multiplier", minval=0.1, step=0.1)

// RSI inputs
rsiLength      = input.int(10, title="RSI Length", minval=1)
rsiOverbought  = input.float(65, title="RSI Overbought Level", minval=50.0, maxval=100.0)
rsiOversold    = input.float(30.0, title="RSI Oversold Level",   minval=0.0, maxval=50.0)

// Declare the RSI plot toggle input as a global variable
bool rsiPlotEnabled = input.bool(true, title="Show RSI in separate panel")

// Time filter inputs
i_startTime = input(title="Start Filter", defval=timestamp("01 Jan 2023 13:30 +0000"), group="Time Filter", tooltip="Start date & time to begin searching for setups")
i_endTime   = input(title="End Filter",   defval=timestamp("28 Apr 2099 19:30 +0000"), group="Time Filter", tooltip="End date & time to stop searching for setups")

// Date/time filtering logic
inDateRange = true

// Calculate EMAs
fastEMALine = ta.ema(close, fastEMA)
slowEMALine = ta.ema(close, slowEMA)

// Calculate ATR
atr = ta.atr(atrLength)

// Calculate Supertrend using fixed multiplier
up = high - (stMultiplier * atr)
dn = low +  (stMultiplier * atr)

var float trendUp = na
var float trendDown = na
var int trend = na

trendUp   := na(trendUp[1])   ? up : (close[1] > trendUp[1]   ? math.min(up, trendUp[1])   : up)
trendDown := na(trendDown[1]) ? dn : (close[1] < trendDown[1] ? math.max(dn, trendDown[1]) : dn)

trend := close > nz(trendUp[1]) ? 1 : close < nz(trendDown[1]) ? -1 : nz(trend[1], 1)
supertrend = trend == 1 ? trendUp : trendDown

// Calculate RSI
myRSI = ta.rsi(close, rsiLength)

// Entry conditions with RSI filter
longEntryCondition  = ta.crossover(fastEMALine, slowEMALine) and (trend == 1) and (myRSI < rsiOverbought)
shortEntryCondition = ta.crossunder(fastEMALine, slowEMALine) and (trend == -1) and (myRSI > rsiOversold)

// Strategy entries
if inDateRange and longEntryCondition and strategy.position_size <= 0
    strategy.entry("Long", strategy.long)

if inDateRange and shortEntryCondition and strategy.position_size >= 0
    strategy.entry("Short", strategy.short)

// Stops and targets
if strategy.position_size > 0
    longStopLoss   = strategy.position_avg_price - stopLossATR * atr
    longTakeProfit = strategy.position_avg_price + takeProfitATR * atr
    strategy.exit("Long SL/TP", "Long", stop=longStopLoss, limit=longTakeProfit)

if strategy.position_size < 0
    shortStopLoss   = strategy.position_avg_price + stopLossATR * atr
    shortTakeProfit = strategy.position_avg_price - takeProfitATR * atr
    strategy.exit("Short SL/TP", "Short", stop=shortStopLoss, limit=shortTakeProfit)

// Plot EMAs and Supertrend
plot(fastEMALine, title="Fast EMA", color=color.new(color.blue, 0))
plot(slowEMALine, title="Slow EMA", color=color.new(color.red, 0))
plot(trend == 1 ? supertrend : na, title="Supertrend Up", color=color.green, style=plot.style_linebr)
plot(trend == -1 ? supertrend : na, title="Supertrend Down", color=color.red, style=plot.style_linebr)

// Plot RSI and hlines
plot(rsiPlotEnabled ? myRSI : na, title="RSI", color=color.new(color.purple, 0))
hline(rsiOverbought, "Overbought", color=color.red, linestyle=hline.style_dotted)
hline(rsiOversold,   "Oversold",   color=color.green, linestyle=hline.style_dotted)

// Plot entry signals
plotshape(longEntryCondition, title="Long Entry Signal", style=shape.triangleup, location=location.belowbar, size=size.tiny, color=color.new(color.green, 0))
plotshape(shortEntryCondition, title="Short Entry Signal", style=shape.triangledown, location=location.abovebar, size=size.tiny, color=color.new(color.red, 0))