带支点的RSI发散,BB,MA是一种基本的RSI振荡器,具有一些有用的功能,它允许用户直接在RSI指示器上显示发散,支点和移动平均值。
可以在RSI振荡器上显示的移动平均值为:
回测测试
/*backtest start: 2021-11-01 00:00:00 end: 2022-05-25 00:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ //////////////////////////////////////////////////////////////////////////////// // // // ====== My Crypto Succubus ====== // // ====== RSI Divergence with Pivot, BB, SMA, EMA, SMMA, WMA, VWMA ====== // // // //////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////// // // // My Crypto Succubus is a project based on the community and participatory // // aspect, knowledge sharing is the core of the project, the act of sharing // // is destined to get richer, either on the intellectual or the wealth // // side, the ultimate goal of MCS is that every single one of our members // // can reach the financial freedom we all deserve. // // // // ====== Join us on our Discord : https://discord.gg/TmW6RQeyXp ====== // // // //////////////////////////////////////////////////////////////////////////////// //@version=5 indicator(title="RSI Divergences with Pivots, BB, MA [My Crypto Succubus]", shorttitle="RSI Div, Pivot, BB, MA [My Crypto Succubus]", format=format.price, precision=2) ma(source, length, type) => switch type "SMA" => ta.sma(source, length) "Bollinger Bands" => ta.sma(source, length) "EMA" => ta.ema(source, length) "SMMA (RMA)" => ta.rma(source, length) "WMA" => ta.wma(source, length) "VWMA" => ta.vwma(source, length) rsiLengthInput = input.int(8, minval=1, title="RSI周期", group="RSI Settings") rsiSourceInput = input.source(close, title="数据源", group="RSI Settings") maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings") maLengthInput = input.int(8, title="MA周期", group="MA Settings") bbMultInput = input.float(2.0, minval=0.001, maxval=50, title="BB标准差", group="MA Settings") up = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput) down = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput) rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down)) rsiMA = ma(rsi, maLengthInput, maTypeInput) isBB = maTypeInput == "Bollinger Bands" plot(rsi, "RSI", color=#ffffff, linewidth=1) plot(rsiMA, "RSI-based MA", color=color.yellow) rsiUpperBand = hline(70, "RSI Upper Band", color=#787B86) hline(50, "RSI Middle Band", color=color.new(#787B86, 50)) rsiLowerBand = hline(30, "RSI Lower Band", color=#787B86) fill(rsiUpperBand, rsiLowerBand, color=color.rgb(178, 8, 120, 90), title="RSI Background Fill") bbUpperBand = plot(isBB ? rsiMA + ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Upper Bollinger Band", color=color.green) bbLowerBand = plot(isBB ? rsiMA - ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Lower Bollinger Band", color=color.green) fill(bbUpperBand, bbLowerBand, color= isBB ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill") /////////////////////////////////////////////////////////////////////////////////////////////////////// len = input.int(6, minval=1, title='RSI周期', group="RSI Settings") ob = input.int(defval=70, title='超买', minval=0, maxval=100, group="RSI Settings") os = input.int(defval=30, title='超卖', minval=0, maxval=100, group="RSI Settings") // RSI code band1 = hline(ob) band0 = hline(os) plot(rsi, color=rsi > ob or rsi < os ? color.rgb(255, 0, 0, 0) : color.new(color.black, 100), linewidth=1) fill(band1, band0, color=color.new(color.purple, 97)) // DIVS code piv = input(false, '隐藏枢轴?') // shrt = input(false, 'Shorter labels?') // hidel = input(true, 'Hide labels and color background') xbars = input.int(defval=90, title='Div回溯周期(K线柱)?', minval=1) hb = math.abs(ta.highestbars(rsi, xbars)) // Finds bar with highest value in last X bars lb = math.abs(ta.lowestbars(rsi, xbars)) // Finds bar with lowest value in last X bars // Defining variable values, mandatory in Pine 3 max = float(na) max_rsi = float(na) min = float(na) min_rsi = float(na) pivoth = bool(na) pivotl = bool(na) divbear = bool(na) divbull = bool(na) // If bar with lowest / highest is current bar, use it's value max := hb == 0 ? close : na(max[1]) ? close : max[1] max_rsi := hb == 0 ? rsi : na(max_rsi[1]) ? rsi : max_rsi[1] min := lb == 0 ? close : na(min[1]) ? close : min[1] min_rsi := lb == 0 ? rsi : na(min_rsi[1]) ? rsi : min_rsi[1] // Compare high of current bar being examined with previous bar's high // If curr bar high is higher than the max bar high in the lookback window range if close > max // we have a new high max := close // change variable "max" to use current bar's high value max if rsi > max_rsi // we have a new high max_rsi := rsi // change variable "max_rsi" to use current bar's RSI value max_rsi if close < min // we have a new low min := close // change variable "min" to use current bar's low value min if rsi < min_rsi // we have a new low min_rsi := rsi // change variable "min_rsi" to use current bar's RSI value min_rsi // Finds pivot point with at least 2 right candles with lower value pivoth := max_rsi == max_rsi[2] and max_rsi[2] != max_rsi[3] ? true : na pivotl := min_rsi == min_rsi[2] and min_rsi[2] != min_rsi[3] ? true : na // Detects divergences between price and indicator with 1 candle delay so it filters out repeating divergences if max[1] > max[2] and rsi[1] < max_rsi and rsi <= rsi[1] divbear := true divbear if min[1] < min[2] and rsi[1] > min_rsi and rsi >= rsi[1] divbull := true divbull // Alerts alertcondition(divbear, title='Bear div', message='Bear div') alertcondition(divbull, title='Bull div', message='Bull div') alertcondition(pivoth, title='Pivot high', message='Pivot high') alertcondition(pivotl, title='Pivot low', message='Pivot low') // Plots divergences and pivots with offest //l = divbear ? label.new(bar_index - 1, rsi[1] + 1, 'BEAR', color=color.red, textcolor=color.white, style=label.style_label_down, yloc=yloc.price, size=size.small) : divbull ? label.new(bar_index - 1, rsi[1] - 1, 'BULL', color=color.green, textcolor=color.white, style=label.style_label_up, yloc=yloc.price, size=size.small) : pivoth ? label.new(bar_index - 2, max_rsi + 1, 'PIVOT', color=color.blue, textcolor=color.white, style=label.style_label_down, yloc=yloc.price, size=size.small) : pivotl ? label.new(bar_index - 2, min_rsi - 1, 'PIVOT', color=color.blue, textcolor=color.white, style=label.style_label_up, yloc=yloc.price, size=size.small) : na // Shorter labels //if shrt // label.set_text(l, na) // Hides pivots or labels //if piv and (pivoth or pivotl) or hidel // label.delete(l) // Colors indicator background //bgcolor(hidel ? divbear ? color.new(color.red, 50) : divbull ? color.new(color.green, 50) : na : na, offset=-1, transp=90) //bgcolor(hidel ? piv ? na : pivoth or pivotl ? color.new(color.blue, 50) : na : na, offset=-2, transp=90) // Debug tools // plot(max, color=blue, linewidth=2) // plot(max_rsi, color=red, linewidth=2) // plot(hb, color=orange, linewidth=2) // plot(lb, color=purple, linewidth=1) // plot(min_rsi, color=lime, linewidth=1) // plot(min, color=black, linewidth=1) //////////////////////////////////////////////////////////////////////////////// // // // ====== My Crypto Succubus ====== // // ====== RSI Divergence with Pivot, BB, SMA, EMA, SMMA, WMA, VWMA ====== // // // //////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////// // // // My Crypto Succubus is a project based on the community and participatory // // aspect, knowledge sharing is the core of the project, the act of sharing // // is destined to get richer, either on the intellectual or the wealth // // side, the ultimate goal of MCS is that every single one of our members // // can reach the financial freedom we all deserve. // // // // ====== Join us on our Discord : https://discord.gg/TmW6RQeyXp ====== // // // //////////////////////////////////////////////////////////////////////////////// if divbear strategy.entry("Enter Long", strategy.long) else if divbull strategy.entry("Enter Short", strategy.short)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6