Bollinger Bands Stochastic RSI Extreme

RSI

Boll

通用策略

创建日期: 2022-05-31 19:16:17

最后修改: 4 年前

复制: 72

点击次数: 2616

ChaoZhang

关注

1830

关注者

This is the finalized code released to the public that I created in a video linked here.

This indicators combines a Bollinger Band and Stochastic RSI to produce signals for possible price reversal. The signals are displayed by default as green arrows for bullish and red arrows for bearish .

To trigger a signal the indicator checks for the following:

( Bullish )
A candle closes above the upper Bollinger Band
The following candle closes within the upper Bollinger Band
The RSI Stochastic is below the set threshold (10 by default)

( Bearish )
A candle closes below the lower Bollinger Band
The following candle closes within the lower Bollinger Band
The RSI Stochastic is above the set threshold (90 by default)

backtest

策略源码

Pine

/*backtest
start: 2022-04-30 00:00:00
end: 2022-05-29 23:59:00
period: 15m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
study(shorttitle="BBSR Extreme", title="Bollinger Bands Stochastic RSI Extreme Signal", overlay=true, resolution="")

//General Inputs

策略参数