This strategy is a cryptocurrency high-frequency trading strategy based on the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) indicators. It uses two moving averages (MA) with different periods to determine the trend, and combines RSI and MACD indicators to confirm entry and exit signals. The strategy aims to achieve low-risk, stable profits.
This strategy is a high-frequency trading strategy based on MA, RSI, and MACD indicators. By using strict signal confirmation and stop-loss conditions, it can achieve stable, low-risk returns in trending markets. However, it may face frequent trading issues in choppy markets and also has the risk of lagging signals. Future optimizations can be made in areas such as parameter optimization, dynamic position management, and multi-factor models to improve adaptability and risk-adjusted returns.
/*backtest start: 2023-04-06 00:00:00 end: 2024-04-11 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy("Scalping Amélioré avec RSI et MACD", overlay=true) // Paramètres des indicateurs fastLength = input(9, title="Longueur MA Rapide") slowLength = input(21, title="Longueur MA Lente") rsiLength = input(14, title="Longueur RSI") macdFast = input(12, title="MACD Rapide") macdSlow = input(26, title="MACD Lent") macdSignal = input(9, title="Signal MACD") // Calcul des indicateurs fastMA = ta.sma(close, fastLength) slowMA = ta.sma(close, slowLength) rsi = ta.rsi(close, rsiLength) [macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSignal) // Conditions d'entrée longCondition = ta.crossover(fastMA, slowMA) and rsi > 50 and macdLine > signalLine if (longCondition) strategy.entry("Long", strategy.long) // Conditions de sortie exitCondition = ta.crossunder(fastMA, slowMA) or rsi < 50 or macdLine < signalLine if (exitCondition) strategy.close("Long") // Affichage des indicateurs plot(fastMA, color=color.red, title="MA Rapide") plot(slowMA, color=color.blue, title="MA Lente") hline(50, "Niveau 50 RSI", color=color.orange)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6