EXPERIMENTAL:
Double EMA RSI Strategy.
Optional:
N max orders per day, %equity trade size, Time session constraints, TP, SL, Trailing.
Double EMA RSI Strategy.
Optional:
N max orders per day, %equity trade size, Time session constraints, TP, SL, Trailing.
//@version=2 strategy(title='[STRATEGY][RS]DemaRSI V0', shorttitle='D', overlay=false, initial_capital=100000, currency=currency.USD) src = input(close) ma_length = input(21) rsi_length = input(4) rsi_smooth = input(4) ma = ema(ema(src, ma_length), ma_length) marsi = rsi(ma, rsi_length) smooth = ema(marsi, rsi_smooth) plot(title='M', series=marsi, color=black) plot(title='S', series=smooth, color=red) hline(0) hline(50) hline(100) max_order_per_day = input(6) strategy.risk.max_intraday_filled_orders(max_order_per_day) trade_size_as_equity_factor = input(false) trade_size = input(type=float, defval=10000.00) * (trade_size_as_equity_factor ? strategy.equity : 1) take_profit_in_points = input(100000) stop_loss_in_points = input(100000) trail_in_points = input(150) USE_SESSION = input(true) trade_session = input(title='Trade Session:', type=string, defval='0400-1500', confirm=false) istradingsession = not USE_SESSION ? true : not na(time('1', trade_session)) buy_entry = istradingsession and crossover(marsi, smooth) sel_entry = istradingsession and crossunder(marsi, smooth) strategy.entry('buy', long=true, qty=trade_size, when=buy_entry) strategy.entry('sel', long=false, qty=trade_size, when=sel_entry) strategy.exit('buy.Exit', from_entry='buy', profit=take_profit_in_points, loss=stop_loss_in_points, trail_points=trail_in_points, trail_offset=trail_in_points) strategy.exit('sel.Exit', from_entry='sel', profit=take_profit_in_points, loss=stop_loss_in_points, trail_points=trail_in_points, trail_offset=trail_in_points) strategy.close_all(when=not istradingsession)