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RafaelZioni
16 Sep 2018 pukul 07.53

Inverse Fisher RSI-MTF2 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Deskripsi

I wish this results were true . but it seems to be nice
Komentar
mark-sch
Without lookahead, with version 3, results become +-0


strategy(title = "Inverse Fisher RSI-MTF2 without Lookahead", shorttitle="INRSIM2N",overlay=true)
//Inputs
//@version=3
RSI_pm = input(5, title="RSI Main Period",minval=2)
RSI_ps = input(1, title="RSI Smooth Period",minval=0)

//Functions
IF(input)=>(exp(2*input)-1)/(exp(2*input)+1)
bton(b)=>b ? 1 : 0

//RSI Calculation
raw_RSI=0.1*(rsi(close,RSI_pm)-50)
wma_RSI=wma(raw_RSI,RSI_ps)*100
IF_RSI = IF(wma_RSI)

resCustom = input(title="Timeframe", type=resolution, defval="1440" )
v=security(tickerid, resCustom,IF_RSI, lookahead=barmerge.lookahead_off)

a=v>0.8
b=v<-0.8

z=0.8
buy = crossover(v,bton(z))
sell=crossunder(v,bton(b))

plotshape(sell, title="sell", style=shape.triangledown,location=location.abovebar, color=red, transp=0, size=size.small)
plotshape(buy, title="buy", style=shape.triangleup,location=location.belowbar, color=green, transp=0, size=size.small)


//Strategy
golong = crossover(v,z)
goshort = crossunder(v,bton(b))

strategy.entry("Buy",strategy.long,when = golong)
strategy.entry("Sell",strategy.short,when = goshort)
RafaelZioni
sadly it repaint so i am not surprise
biswajit10
Repaint /not repaint?
UnknownUnicorn15320316
repaint :( i tested
Crypto_w
Can't add alarm function
RafaelZioni
i have to back off from my statements at sadly after testing it repaint
Coven13
its not cool indicator. repaint
renato_shira
Hey man, pine script version 2 has a bug in security function which returns future data, that's why it's so accurate in backtesting
RafaelZioni
thats true for MTF period above 6 hour . if you use time frame of MTF 180 min, with 30 min graph it will not repaint (in my testing) and still you have very good model
renato_shira
@RafaelZioni, just convert to v3 and compare results
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