ChaoZhang
本策略名称为“基于快速RSI和K线颜色的反转策略”。该策略利用快速RSI判断超买超卖与K线颜色判定趋势方向,在两者发出共同信号时进行反转交易。
快速RSI指标参数设置较小,能更快速地捕捉价格的超买超卖现象。当快速RSI低于30代表超卖,高于70代表超买。
K线颜色白表示价格收在开盘价附近,绿色代表价格上涨,红色代表价格下跌。
交易逻辑如下:
当快速RSI显示超卖,并连续4根红色K线出现时,视为强烈的反转信号,做多;
当快速RSI显示超买,并连续4根绿色K线出现时,视为强烈的反转信号,做空;
如果当前持有多头仓位,出现1根绿K线则平仓;如果当前持有空头仓位,出现1根红K线则平仓。
该策略的优势是指标组合判断反转信号准确可靠。但由于投资力度较大,需要严格的资金管理。止损策略也是必需的。
总体而言,反转交易依靠指标精确判定时机。合理应用RSI等指标并辅以K线信息,可以提高策略效果。但任何单一策略都无法完美,交易者仍需保持交易思维的灵活性。
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This strategy is named “Reversal Strategy Based on Fast RSI and Candlestick Colors”. It uses the fast RSI to judge overbought/oversold levels and candlestick colors to determine trend direction, entering reversal trades when both give concurring signals.
The fast RSI has smaller parameters and can more quickly detect price overbought/oversold conditions. RSI below 30 suggests oversold state, while above 70 is overbought.
Candlestick colors show white prices closing near open, green represents rising and red flags falling prices.
The trading logic is:
When fast RSI shows oversold and 4 consecutive red candles appear, it is considered a strong reversal signal for going long.
When fast RSI overbought and 4 straight green candles appear, it signals a strong reversal opportunity for going short.
If already holding long positions, exit when 1 green candle appears. If holding short positions, exit when 1 red candle appears.
The advantage of this strategy is using indicator combos to accurately determine reversal signals. But strict money management is required due to heavy position sizing. Stop loss is also essential.
In summary, reversal trading relies on indicators precisely identifying timing. Reasonable application of RSI plus candlestick information can improve strategy performance. But no single strategy is perfect. Traders still need to maintain flexible trading mindset.
/*backtest
start: 2022-09-06 00:00:00
end: 2023-01-20 00:00:00
period: 4d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//Noro
//2018
//@version=2
strategy(title = "Noro's Hundred Strategy v1.0", shorttitle = "Hundred str 1.0", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0)
//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(true, defval = true, title = "Short")
lev = input(5, defval = 5, minval = 1, maxval = 100, title = "leverage")
onlyprofit = input(true, defval = true, title = "Only Profit")
fast = input(7, defval = 7, minval = 2, maxval = 50, title = "Fast RSI Period")
limit = input(30, defval = 30, minval = 1, maxval = 100, title = "RSI limit")
rsisrc = input(close, defval = close, title = "RSI Price")
rsibars = input(1, defval = 1, minval = 1, maxval = 20, title = "RSI Bars")
cbars = input(4, defval = 4, minval = 1, maxval = 20, title = "Color Bars")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")
//Fast RSI
fastup = rma(max(change(rsisrc), 0), fast)
fastdown = rma(-min(change(rsisrc), 0), fast)
fastrsi = fastdown == 0 ? 100 : fastup == 0 ? 0 : 100 - (100 / (1 + fastup / fastdown))
//Limits
bar = close > open ? 1 : close < open ? -1 : 0
uplimit = 100 - limit
dnlimit = limit
//RSI Bars
upsignal = fastrsi > uplimit ? 1 : 0
dnsignal = fastrsi < dnlimit ? 1 : 0
uprsi = sma(upsignal, rsibars) == 1
dnrsi = sma(dnsignal, rsibars) == 1
//Signals
long = strategy.position_size >= 0
short = strategy.position_size <= 0
up = sma(bar, cbars) == -1 and long and dnrsi
dn = sma(bar, cbars) == 1 and short and uprsi
profit = (strategy.position_size > 0 and close > strategy.position_avg_price) or (strategy.position_size < 0 and close < strategy.position_avg_price) or onlyprofit == false
exit = ((strategy.position_size > 0 and bar == 1) or (strategy.position_size < 0 and bar == -1)) and profit
lot = strategy.position_size == 0 ? strategy.equity / close * lev : lot[1]
//Trading
if up
if strategy.position_size < 0
strategy.close_all()
strategy.entry("Long", strategy.long, needlong == false ? 0 : lot)
if dn
if strategy.position_size > 0
strategy.close_all()
strategy.entry("Short", strategy.short, needshort == false ? 0 : lot)
if time > timestamp(toyear, tomonth, today, 23, 59) or exit
strategy.close_all()