vDr78

--vdr feat hochladen2000 RSI

Tune your offset to close paramters input rsi for entry long, short, oversold, overbought.

Tested with GER30

Enjoy!
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//@version=2
strategy("--vdr feat hochladen2000 RSI", overlay=true, calc_on_every_tick=true, calc_on_order_fills=true)

offset_to_close = input(0.7, minval=0.001, step=0.1)

from_year=input(2016, minval=2000, maxval=2020)
from_month=input(1, minval=1, maxval=12)
from_day=input(1, minval=1, maxval=31)

to_year=input(2016, minval=2007, maxval=2020)
to_month=input(12, minval=1, maxval=12)
to_day=input(31, minval=1, maxval=31)

in_time()=> (time >= (timestamp(from_year, from_month, from_day, 00, 00)) and time < (timestamp(to_year, to_month, to_day, 00, 00)))

length = input( 14 )
rsiEntryLong = input( 51 )
rsiEntryShort = input( 49 )
rsiOverSold = input( 15 )
rsiOverBought = input( 85 )
price = close

vrsi = rsi(price, length)

openLong = in_time() and crossover(vrsi, rsiEntryLong)
openShort= in_time() and crossunder(vrsi, rsiEntryShort)

closeLongV3  = (open-close)>offset_to_close or crossover(vrsi, rsiOverBought)
closeShortV3 = (close-open)>offset_to_close or crossunder(vrsi, rsiOverSold)

if (not na(vrsi))
    strategy.entry("LONG", strategy.long, when= openLong)
    strategy.entry("SHORT", strategy.short, when =openShort)
    strategy.close("LONG",  when = closeLongV3 and not openShort)
    strategy.close("SHORT", when = closeShortV3 and not openLong)

Kommentare

Does this strategy repaint signals?
Antworten
zelibobla mynmi16
In general it must not repaint, but in author's example (and displayed performance) it does because he uses Heikin Ashi candles which formula includes higher timeframe close price what leads to known bug: https://getsatisfaction.com/tradingview/topics/strategies-and-indicators-are-repainting

Please vote up for fix.
Antworten
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