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Swing Hull/rsi/EMA Strategy

Author: ChaoZhang, Date: 2022-05-25 16:06:18
Tags: EMAWMARSI

A Swing trading strategy that use a combination of indicators, Hull average to get the trend direction, ema and rsi do the rest, use it are your own risk expecially at the end of any hull trend Past Performance Does Not Guarantee Future Results

backtest img

/*backtest
start: 2022-04-24 00:00:00
end: 2022-05-23 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
strategy("Swing Hull/rsi/EMA Strategy", overlay=true,default_qty_type=strategy.cash,default_qty_value=10000,scale=true,initial_capital=10000,currency=currency.USD)

//A Swing trading strategy that use a combination of indicators, rsi for target, hull for overall direction enad ema for entering the martket.
// hull ma copied from syrowof HullMA who copied from mohamed982 :) thanks both
// Performance 

n=input(title="period",defval=500)

n2ma=2*wma(close,round(n/2))
nma=wma(close,n)
diff=n2ma-nma
sqn=round(sqrt(n))

n2ma1=2*wma(close[1],round(n/2))
nma1=wma(close[1],n)
diff1=n2ma1-nma1
sqn1=round(sqrt(n))

n1=wma(diff,sqn)
n2=wma(diff1,sqn)
c=n1>n2?green:red
ma=plot(n1,color=c)



// RSi and Moving averages

length = input( 14 )
overSold = input( 70)
overBought = input( 30)
point = 0.0001
dev= 2

fastLength = input(59)
fastLengthL = input(82)
slowLength = input(96)
slowLengthL = input(95)
price = close

mafast = ema(price, fastLength)
mafastL= ema(price, fastLengthL)
maslow = ema(price, slowLength)
maslowL = ema(price, slowLengthL)
vrsi = rsi(price, length)
cShort =  (crossunder(vrsi, overBought))

condDown = n2 >= n1
condUp = condDown != true
closeLong =  (crossover(vrsi, overSold))
closeShort = cShort 


// Strategy Logic
longCondition = n1> n2
shortCondition = longCondition != true

col =condUp ? lime : condDown ? red : yellow
plot(n1,color=col,linewidth=3)


if (not na(vrsi))
    if shortCondition    
        if (price[0] < maslow[0] and price[1] > mafast[1]) //cross entry
            strategy.entry("SYS-SHORT", strategy.short, comment="short")
strategy.close("SYS-SHORT", when=closeShort) //output logic

if (not na(vrsi))
    if longCondition // swing condition          
        if (price[0] < mafast[0] and price[1] > mafast[1]) //cross entry
            strategy.entry("SYS-LONG", strategy.long, comment="long")
strategy.close("SYS-LONG", when=closeLong) //output logic


// Stop Loss 


sl = input(75)
Stop = sl * 10
Q = 100


strategy.exit("Out Long", "SYS-LONG", qty_percent=Q, loss=Stop)
strategy.exit("Out Short", "SYS-SHORT", qty_percent=Q, loss=Stop)



//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
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