This is a version of the Delta-RSI Oscillator strategy with several criteria available to filter entry and exit signals. This script is also suitable for backtesting over a user-defined period and offers several risk management options (take profit and stop loss).
Since the publication of the Delta-RSI Oscillator script, I have been asked many times to make it compatible with the Strategy Tester and add filtering criteria to minimize "false" signals. This version covers many of these requests. Feel free to insert your favorite D-RSI parameters and play around!
Delta-RSI represents a smoothed time derivative of the designed as a (see links below):
Polynomial Order: The order of local polynomial used to interpolate the ( ).
Length: The length of the lookback frame where local regression is applied.
RSI Length: The timeframe of used as input.
Signal Length: The signal line is a of the D-RSI time series. This input parameter defines the length.
The strategy can include long entries, short entries or both.
ENTRY AND EXIT CONDITIONS
- Zero-crossing: trade signal triggered when D-RSI crosses zero from negative to positive values ( otherwise)
- Signal Line Crossing: trade signal triggered when D-RSI crosses from below to above the signal line ( otherwise)
- Direction Change: trade signal triggered when D-RSI was negative and starts ascending ( otherwise)
APPLY FILTERS TO
The filters (described below) can be applied to long entry, short entry and exit signals.
When activated, the D-RSI-driven entries and exits will be triggered only if the current is greater than N times the average over the last M bars.
When activated, the D-RSI-driven entries and exits will be triggered only if the N-period , ATR, is greater than the M-period ATR. If N < M, this condition implies increasing .
When activated, the D-RSI-driven entries and exits will be triggered only if the value of 14-period is in the range between N and M.
STOP LOSS/TAKE PROFIT
Fixed and trailing stop loss as well as take profit options are available.
FIXED BACKTESTING START/END DATES
If the checkboxes are not checked, the strategy will backtest all available price bars.
Với tinh thần của TradingView, tác giả đã xuất bản tập lệnh theo mã nguồn mở, vì thế trader có thể dễ dàng hiểu và tùy chỉnh được. Bạn có thể sử dụng miễn phí, hoặc tùy chỉnh lại mã đã được cấp phép bởi Quy tắc Chung. Bạn có thể sử dụng nó trên biểu đồ.
basically when: sma(((1 - (low / high)) * 100) , 10) < 2.4 , refer to the long moving average slope. That method seems to work a little better than ATR from my experience.
Никак не могу нормально настроить.
Возможно волатитильный слишком инструмент. Не могу понять.