This strategy combines the RSI indicator with moving averages (MA) to generate trading signals. RSI is used to determine whether the market is overbought or oversold, while MA is used to determine price trends. A buy signal is generated when RSI is overbought and the price is above the MA; a sell signal is generated when RSI is oversold or when the MA produces a death cross. In addition, the strategy introduces the Stochastic RSI indicator (StochRSI) as an auxiliary judgment, and a prompt will be marked on the chart when StochRSI generates a signal.
By combining the two classic indicators of RSI and MA, this strategy can capture trend movements and overbought/oversold opportunities. At the same time, it introduces the StochRSI indicator as an auxiliary judgment, and the overall idea is simple and clear. However, the strategy also has some shortcomings, such as the lack of risk control measures and the need to improve signal accuracy. In the future, the strategy can be improved by introducing more indicators, optimizing signal rules, adding risk control modules, etc., in order to obtain more robust returns.
/*backtest start: 2023-05-22 00:00:00 end: 2024-05-27 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy("RSI Strategy with Customizable MA and StochRSI Alert", overlay=true) // กำหนดค่า RSI สำหรับการเปิดสัญญาณซื้อและขาย rsiOverbought = input(70, title="RSI Overbought Level") rsiOversold = input(30, title="RSI Oversold Level") // เลือกชนิดของเส้นค่าเฉลี่ยเคลื่อนที่ maType = input.string("EMA", title="MA Type", options=["EMA", "SMA", "HMA", "WMA"]) // กำหนดค่าเส้นค่าเฉลี่ยเคลื่อนที่ maShortLength = input(12, title="MA Short Length") maLongLength = input(26, title="MA Long Length") // เลือกการแสดงผลของเส้นค่าเฉลี่ยเคลื่อนที่ showShortMA = input(true, title="Show Short Moving Average") showLongMA = input(true, title="Show Long Moving Average") // ฟังก์ชันสำหรับเลือกชนิดของเส้นค่าเฉลี่ยเคลื่อนที่ f_ma(src, length, type) => switch type "SMA" => ta.sma(src, length) "EMA" => ta.ema(src, length) "HMA" => ta.hma(src, length) "WMA" => ta.wma(src, length) // คำนวณค่าเส้นค่าเฉลี่ยเคลื่อนที่ maShort = showShortMA ? f_ma(close, maShortLength, maType) : na maLong = showLongMA ? f_ma(close, maLongLength, maType) : na // คำนวณค่า RSI rsiValue = ta.rsi(close, 14) // สร้างสัญญาณซื้อและขาย buySignal = (rsiValue > rsiOverbought and ((showShortMA and showLongMA and close > maShort and maShort > maLong) or (showShortMA and not showLongMA and close > maShort) or (showLongMA and not showShortMA and close > maLong))) sellSignal = (showShortMA and showLongMA and ta.crossover(maLong, maShort)) or (showShortMA and not showLongMA and ta.crossover(maShort, close)) or (showLongMA and not showShortMA and ta.crossover(maLong, close)) // แสดงค่าเส้นค่าเฉลี่ยเคลื่อนที่บนกราฟ plot(maShort, color=color.red, title="MA Short") plot(maLong, color=color.green, title="MA Long") // คำนวณค่า Stochastic RSI smoothK = 3 smoothD = 3 RSIlen = 14 STOlen = 14 SRsrc = close OSlevel = 30 OBlevel = 70 rsi1 = ta.rsi(SRsrc, RSIlen) k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, STOlen), smoothK) d = ta.sma(k, smoothD) stochRSIOverbought = OBlevel stochRSIOversold = OSlevel stochRSIBuyAlert = ta.crossover(k, stochRSIOversold) stochRSISellAlert = ta.crossunder(k, stochRSIOverbought) // สร้างคำสั่งซื้อและขายเมื่อมีสัญญาณจาก RSI และ MA เท่านั้น if (buySignal) strategy.entry("Buy", strategy.long) if (sellSignal) strategy.close("Buy") // แสดงสัญญาณเตือนจาก Stochastic RSI บนกราฟ plotshape(series=stochRSIBuyAlert, location=location.belowbar, color=color.green, style=shape.labelup, title="StochRSI Buy Alert") plotshape(series=stochRSISellAlert, location=location.abovebar, color=color.red, style=shape.labeldown, title="StochRSI Sell Alert") // แสดงสัญญาณซื้อและขายจาก RSI และ MA บนกราฟ plotshape(series=buySignal, location=location.top, color=color.green, style=shape.triangleup, title="RSI>70") plotshape(series=sellSignal, location=location.top, color=color.red, style=shape.triangledown, title="MA crossoverDown")template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6