ChaoZhang
一、策略名称
Bollinger+RSI双重多头策略
二、策略概述
本策略利用布林线指标与RSI指标的组合,在两者同时显示超卖信号时建仓做多,在两者同时显示超买信号时平仓。相比单一指标,能更可靠确认交易信号,避免假信号。
三、策略原理
- 使用RSI指标判断超买超卖
- RSI低于50视为超卖
- RSI高于50视为超买
- 使用布林线判断价格异常
- 价格低于下轨视为超卖
- 价格高于上轨视为超买
- 当RSI和布林线同时显示超卖信号时,做多建仓
- RSI指标线低于50
- 价格线低于布林线下轨
- 当RSI和布林线同时显示超买信号时,平仓
- RSI指标线高于50
- 价格线高于布林线上轨
四、策略优势
- 两种指标结合,信号更可靠,避免假信号
- 仅建立多头仓位,简化逻辑,降低交易风险
五、策略风险及解决方法
- 布林线参数设置不当,上下轨限制太宽泛,增加误交易风险
- 优化布林线参数,合理设置布林线周期及标准差
- RSI参数设置不当,超买超卖判断标准不当,增加误交易风险
- 优化RSI参数,调整RSI周期,合理设置超买超卖标准
- 行情不具有趋势性时, Ravin效果不佳
- 结合趋势型指标,避免震荡行情操作
六、策略优化方向
- 优化布林线及RSI参数设置
- 增加止损机制
- 结合MACD等趋势型指标
- 增加短线与长线结合判断
七、总结
本策略结合布林线与RSI两种指标的优势,在两者同时显示超买超卖信号时交易,避免单一指标产生的假信号,从而提高信号准确率。相比先前版本,仅建立多头仓位,降低了交易风险。后续可通过参数优化、止损机制、与趋势型指标结合等方式进行策略优化,使之更适应不同市场环境。
策略源码
/*backtest
start: 2023-11-30 00:00:00
end: 2023-12-07 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
strategy("Bollinger + RSI, Double Strategy Long-Only (by ChartArt) v1.2", shorttitle="CA_-_RSI_Bol_Strat_1.2", overlay=true)
// ChartArt's RSI + Bollinger Bands, Double Strategy UPDATE: Long-Only
//
// Version 1.2
// Idea by ChartArt on October 4, 2017.
//
// This strategy uses the RSI indicator
// together with the Bollinger Bands
// to buy when the price is below the
// lower Bollinger Band (and to close the
// long trade when this value is above
// the upper Bollinger band).
//
// This simple strategy only longs when
// both the RSI and the Bollinger Bands
// indicators are at the same time in
// a oversold condition.
//
// In this new version 1.2 the strategy was
// simplified by going long-only, which made
// it more successful in backtesting.
//
// List of my work:
// https://www.tradingview.com/u/ChartArt/
//
// __ __ ___ __ ___
// / ` |__| /\ |__) | /\ |__) |
// \__, | | /~~\ | \ | /~~\ | \ |
//
//
///////////// RSI
RSIlength = input(6,title="RSI Period Length")
RSIoverSold = 50
RSIoverBought = 50
price = close
vrsi = rsi(price, RSIlength)
///////////// Bollinger Bands
BBlength = input(200, minval=1,title="Bollinger Period Length")
BBmult = 2 // input(2.0, minval=0.001, maxval=50,title="Bollinger Bands Standard Deviation")
BBbasis = sma(price, BBlength)
BBdev = BBmult * stdev(price, BBlength)
BBupper = BBbasis + BBdev
BBlower = BBbasis - BBdev
source = close
buyEntry = crossover(source, BBlower)
sellEntry = crossunder(source, BBupper)
plot(BBbasis, color=aqua,title="Bollinger Bands SMA Basis Line")
p1 = plot(BBupper, color=silver,title="Bollinger Bands Upper Line")
p2 = plot(BBlower, color=silver,title="Bollinger Bands Lower Line")
fill(p1, p2)
///////////// Colors
switch1=input(true, title="Enable Bar Color?")
switch2=input(true, title="Enable Background Color?")
TrendColor = RSIoverBought and (price[1] > BBupper and price < BBupper) and BBbasis < BBbasis[1] ? red : RSIoverSold and (price[1] < BBlower and price > BBlower) and BBbasis > BBbasis[1] ? green : na
barcolor(switch1?TrendColor:na)
bgcolor(switch2?TrendColor:na,transp=50)
///////////// RSI + Bollinger Bands Strategy
long = (crossover(vrsi, RSIoverSold) and crossover(source, BBlower))
close_long = (crossunder(vrsi, RSIoverBought) and crossunder(source, BBupper))
if (not na(vrsi))
if long
strategy.entry("RSI_BB", strategy.long, stop=BBlower, comment="RSI_BB")
else
strategy.cancel(id="RSI_BB")
if close_long
strategy.close("RSI_BB")
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
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