SSL-CHANNEL-STOCH-RSI.md

Name

SSL-CHANNEL-STOCH-RSI

Author

luqi0212

Strategy Description

默认开仓数量 20 个币 止盈止损10000%，即不设止盈止损

Strategy Arguments

Argument	Default	Description
v_input_1	false	Take Wicks into Account ?
v_input_2	true	Highlight State ?
v_input_int_5	3	K
v_input_int_6	3	D
v_input_int_7	14	RSI Length
v_input_int_8	14	Stochastic Length
v_input_17_close	0	RSI Source: close
v_input_18	20	开仓数量
v_input_19	10000	止盈
v_input_20	10000	止损
v_input_3	true	(?Channel №1)MA High
v_input_string_1	0	ma1_type: SMA
v_input_4_high	0	ma1_source: high
v_input_int_1	200	ma1_length
v_input_5	green	ma1_color
v_input_6	true	MA Low
v_input_string_2	0	ma2_type: SMA
v_input_7_low	0	ma2_source: low
v_input_int_2	200	ma2_length
v_input_8	red	ma2_color
v_input_9	true	Show Buy/Sell Labels ?
v_input_10	false	(?Channel №2)MA High
v_input_string_3	0	ma3_type: SMA
v_input_11_high	0	ma3_source: high
v_input_int_3	20	ma3_length
v_input_12	orange	ma3_color
v_input_13	false	MA Low
v_input_string_4	0	ma4_type: SMA
v_input_14_low	0	ma4_source: low
v_input_int_4	20	ma4_length
v_input_15	blue	ma4_color
v_input_16	true	Show Buy/Sell Labels ?

Source (PineScript)

/*backtest
start: 2021-12-01 00:00:00
end: 2022-11-13 05:20:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
args: [["v_input_18",20]]
*/



//ssl channel
//@version=5
indicator("SSL Channel", shorttitle="SSL Channel", overlay=true, timeframe="", timeframe_gaps=false)

wicks = input(false, "Take Wicks into Account ?")
highlightState = input(true, "Highlight State ?")
ma(source, length, type) =>
    type == "SMA" ? ta.sma(source, length) :
     type == "EMA" ? ta.ema(source, length) :
     type == "SMMA (RMA)" ? ta.rma(source, length) :
     type == "WMA" ? ta.wma(source, length) :
     type == "VWMA" ? ta.vwma(source, length) :
     na

show_ma1   = input(true   , "MA High", inline="MA #1", group="Channel №1")
ma1_type   = input.string("SMA"  , ""     , inline="MA #1", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Channel №1")
ma1_source = input(high  , ""     , inline="MA #1", group="Channel №1")
ma1_length = input.int(200     , ""     , inline="MA #1", minval=1, group="Channel №1")
ma1_color  = input(color.green, ""     , inline="MA #1", group="Channel №1")
ma1 = ma(ma1_source, ma1_length, ma1_type)

show_ma2   = input(true   , "MA Low", inline="MA #2", group="Channel №1")
ma2_type   = input.string("SMA"  , ""     , inline="MA #2", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Channel №1")
ma2_source = input(low  , ""     , inline="MA #2", group="Channel №1")
ma2_length = input.int(200     , ""     , inline="MA #2", minval=1, group="Channel №1")
ma2_color  = input(color.red, ""     , inline="MA #2", group="Channel №1")
ma2 = ma(ma2_source, ma2_length, ma2_type)
showLabels1 = input(true, "Show Buy/Sell Labels ?", group="Channel №1")

show_ma3   = input(false   , "MA High", inline="MA #3", group="Channel №2")
ma3_type   = input.string("SMA"  , ""     , inline="MA #3", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Channel №2")
ma3_source = input(high  , ""     , inline="MA #3", group="Channel №2")
ma3_length = input.int(20    , ""     , inline="MA #3", minval=1, group="Channel №2")
ma3_color  = input(color.orange, ""     , inline="MA #3", group="Channel №2")
ma3 = ma(ma3_source, ma3_length, ma3_type)

show_ma4   = input(false   , "MA Low", inline="MA #4", group="Channel №2")
ma4_type   = input.string("SMA"  , ""     , inline="MA #4", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Channel №2")
ma4_source = input(low  , ""     , inline="MA #4", group="Channel №2")
ma4_length = input.int(20    , ""     , inline="MA #4", minval=1, group="Channel №2")
ma4_color  = input(color.blue, ""     , inline="MA #4", group="Channel №2")
ma4 = ma(ma4_source, ma4_length, ma4_type)
showLabels2 = input(true, "Show Buy/Sell Labels ?", group="Channel №2")

Hlv1 = float(na)
Hlv1 := (wicks ? high : close) > ma1 ? 1 : (wicks ? low : close) < ma2 ? -1 : Hlv1[1]
sslUp1   = Hlv1 < 0 ? ma2 : ma1
sslDown1 = Hlv1 < 0 ? ma1 : ma2

Color1 = Hlv1 == 1 ? ma1_color : ma2_color
fillColor1 = highlightState ? (color.new(Color1, 90)) : na

highLine1 = plot(show_ma1 ? sslUp1 : na, title="UP", linewidth=2, color = Color1)
lowLine1 = plot(show_ma2 ? sslDown1 : na, title="DOWN", linewidth=2, color = Color1)

plotshape(show_ma1 and showLabels1 and Hlv1 == 1 and Hlv1[1] == -1, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=Color1, textcolor=color.white)
plotshape(show_ma2 and showLabels1 and Hlv1 == -1 and Hlv1[1] == 1, title="Sell Label", text="Sell", location=location.abovebar, style=shape.labeldown, size=size.tiny, color=Color1, textcolor=color.white)

fill(highLine1, lowLine1, color = fillColor1)

Hlv2 = float(na)
Hlv2 := (wicks ? high : close) > ma3 ? 1 : (wicks ? low : close) < ma4 ? -1 : Hlv2[1]
sslUp2   = Hlv2 < 0 ? ma4 : ma3
sslDown2 = Hlv2 < 0 ? ma3 : ma4

Color2 = Hlv2 == 1 ? ma3_color : ma4_color
fillColor2 = highlightState ? (color.new(Color2, 90)) : na

highLine2 = plot(show_ma3 ? sslUp2 : na, title="UP", linewidth=2, color = Color2)
lowLine2 = plot(show_ma4 ? sslDown2 : na, title="DOWN", linewidth=2, color = Color2)

plotshape(show_ma3 and showLabels2 and Hlv2 == 1 and Hlv2[1] == -1, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=Color2, textcolor=color.white)
plotshape(show_ma4 and showLabels2 and Hlv2 == -1 and Hlv2[1] == 1, title="Sell Label", text="Sell", location=location.abovebar, style=shape.labeldown, size=size.tiny, color=Color2, textcolor=color.white)

fill(highLine2, lowLine2, color = fillColor2)

// Alerts
alertcondition(Hlv1 == 1 and Hlv1[1] == -1, title="SSL Channel (1) Buy Alert", message = "SSL Channel (1): BUY")
alertcondition(Hlv1 == -1 and Hlv1[1] == 1, title="SSL Channel (1) Sell Alert", message = "SSL Channel (1): SELL")
alertcondition(Hlv2 == 1 and Hlv2[1] == -1, title="SSL Channel (2) Buy Alert", message = "SSL Channel (2): BUY")
alertcondition(Hlv2 == -1 and Hlv2[1] == 1, title="SSL Channel (2) Sell Alert", message = "SSL Channel (2): SELL")

//stoch rsi
//@version=5
indicator(title="Stochastic RSI", shorttitle="Stoch RSI", format=format.price, precision=2, timeframe="", timeframe_gaps=true)
smoothK = input.int(3, "K", minval=1)
smoothD = input.int(3, "D", minval=1)
lengthRSI = input.int(14, "RSI Length", minval=1)
lengthStoch = input.int(14, "Stochastic Length", minval=1)
src = input(close, title="RSI Source")
rsi1 = ta.rsi(src, lengthRSI)
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ta.sma(k, smoothD)
plot(k, "K", color=#2962FF)
plot(d, "D", color=#FF6D00)
h0 = hline(80, "Upper Band", color=#787B86)
hline(50, "Middle Band", color=color.new(#787B86, 50))
h1 = hline(20, "Lower Band", color=#787B86)
fill(h0, h1, color=color.rgb(33, 150, 243, 90), title="Background")

BASEMONEY = input(20, '开仓数量')
prof = input(10000, '止盈')
los = input(10000,'止损')
if (Hlv1 == 1 and Hlv1[1] == -1) or (Hlv2 == 1 and Hlv2[1] == -1)  and k < 20 and d <20
    strategy.entry("Enter Long", strategy.long, BASEMONEY)
strategy.exit("exit",  profit = prof, loss = los )
if (Hlv1 == -1 and Hlv1[1] == 1) or (Hlv2 == -1 and Hlv2[1] == 1)  and k > 80 and d >80
    strategy.entry("Enter Short", strategy.short, BASEMONEY)
strategy.exit("exit",  profit = prof, loss = los)

Detail

https://www.fmz.com/strategy/391341

Last Modified

2022-11-24 11:56:41