RSI 策略交易视图

Question

我正在尝试编写一些代码，目的是在最新的 RSI 高于 40 时显示多头策略。每周 RSI 和每月 RSI 都应该在 60 以上。

study("rsi", overlay=true)

rsisource= input( title="rsisource", type=input.source, defval=close)

rsilength= input( title="rsisource", type=input.integer, defval=14)


rsivalue= rsi(rsisource, rsilength)

lrsi= input( title="dt", type=input.resolution, defval="D")

wrsi= input( title="dt", type=input.resolution, defual="W")

mrsi= input( title="dt", type=input.resolution, defual="M")



llr=crossover (rsivalue and lrsi, 40)
 
wwr=(rsivalue and wrsi > 60) 

mmr=(rsivalue and mrsi > 60) 

l1=(rsivalue and lrsi > 60) 


if (llr and wwr and mmr)

strategy.entry("buy", strategy.long)

if (l1)

strategy.close("sell")

Answer 1

您必须使用security() 函数来获得更长的时间范围。

可能你想要这样的东西： (rsi越过40线且D、W、M rsi高于40时买入/rsi越过60时卖出)

//@version=4
strategy("My Script")

rsi = rsi(close, 14)

rsi_d = security(syminfo.tickerid, "D", rsi)
rsi_w = security(syminfo.tickerid, "W", rsi)
rsi_m = security(syminfo.tickerid, "M", rsi)

if crossover(rsi, 40) and rsi_d > 40 and rsi_w > 40 and rsi_m > 40
    strategy.entry("buy", strategy.long)

if crossover(rsi, 60)
    strategy.close("buy")