RSI اور ٹرینڈ موونگ ایوریج پر مبنی ڈبل فلٹر ٹریڈنگ حکمت عملی

/*backtest
start: 2025-02-13 00:00:00
end: 2025-02-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"DOGE_USDT"}]
*/

//@version=5
strategy("Leading Indicator Strategy – Daily Signals", overlay=true, 
     pyramiding=1, initial_capital=100000, 
     default_qty_type=strategy.percent_of_equity, default_qty_value=100)

/// **Inputs for Customization**
rsiLength   = input.int(14,  minval=1, title="RSI Period")
oversold    = input.float(30.0, minval=1, maxval=50, title="Oversold Level")
overbought  = input.float(70.0, minval=50, maxval=100, title="Overbought Level")
maLength    = input.int(200, minval=1, title="Trend MA Period")
useTrendFilter = input.bool(true, title="Use Trend Filter (MA)",
     tooltip="Require price above MA for buys and below MA for sells")

/// **Indicator Calculations**
rsiValue = ta.rsi(close, rsiLength)                      // RSI calculation
trendMA  = ta.sma(close, maLength)                       // Long-term moving average

/// **Signal Conditions** (RSI crosses with optional trend filter)
buySignal  = ta.crossover(rsiValue, oversold)            // RSI crosses above oversold level
sellSignal = ta.crossunder(rsiValue, overbought)         // RSI crosses below overbought level

bullCond = buySignal and (not useTrendFilter or close > trendMA)   // final Buy condition
bearCond = sellSignal and (not useTrendFilter or close < trendMA)  // final Sell condition

/// **Trade Execution** (entries and exits with alerts)
if bullCond
    strategy.close("Short",  alert_message="Buy Signal – Closing Short")   // close short position if open
    strategy.entry("Long",  strategy.long,  alert_message="Buy Signal – Enter Long")  // go long
if bearCond
    strategy.close("Long",   alert_message="Sell Signal – Closing Long")   // close long position if open
    strategy.entry("Short", strategy.short, alert_message="Sell Signal – Enter Short") // go short

/// **Plotting** (MA and signal markers for clarity)
plot(trendMA, color=color.orange, linewidth=2, title="Trend MA")
plotshape(bullCond, title="Buy Signal", style=shape.labelup, location=location.belowbar,
     color=color.green, text="BUY", textcolor=color.white)
plotshape(bearCond, title="Sell Signal", style=shape.labeldown, location=location.abovebar,
     color=color.red, text="SELL", textcolor=color.white)

// (Optional) Plot RSI in a separate pane for reference:
// plot(rsiValue,  title="RSI", color=color.blue)
// hline(oversold, title="Oversold",  color=color.gray, linestyle=hline.style_dotted)
// hline(overbought, title="Overbought", color=color.gray, linestyle=hline.style_dotted)