inno14

Rainbow Strategy Backtesting

Rainbow Strategy Backtesting base on "Rainbow Moving Average" Strategy as below:
1.Rainbow Moving Average setup
- Source: source of 1st MA
- Type: SMA / EMA
- Period: period of 1st MA
- Displacement: period of 2nd MA to 7th MA with source is previous MA
2.Trend Define
- Up Trend: Main MA moving at the top of Rainbow
- Down Trend: Main MA moving at the bottom of Rainbow
- Sideway: Main MA moving between the top and the bottom of Rainbow
3.Signal
- Buy Signal: When Rainbow change to Up Trend.
- Sell Signal: When Rainbow change to Down Trend.
- Exit: When Rainbow change to Sideway.
4. RSI Filter
- "Enable": Only signals have 1st RSI moving between Overbought and Oversold and 2nd RSI moving outside Middle Channel are accepted.
- The filter may help trader avoid bull trap, bear trap and choppy market.
5.Backtesting Infomation
- Ticker: BTCUSDT
- Timeframe: H1
- Rainbow parameter:
+ Source: hlc3
+ Type: SMA
+ Period: 12
+ Displacement: 3
- RSI Filter parameter:
+ Enable
+ 1st RSI filter: period 12, overbought 65, oversold 35
+ 2nd RSI filter: period 9, upper middle 56, lower middle 44
Catatan Rilis: Add Take profit by ATR
- "Enable": Target of position equal to multiplier x atr(period)
Catatan Rilis: Apply RSI Divergence to pass the signals filtered by Middle Channel
Catatan Rilis: Add Stoploss Option
Skrip open-source

Sejalan dengan semangat TradingView, penulis skrip ini telah mempublikasikannya secara open-source, sehingga para trader dapat memahami dan memverifikasinya. Salut untuk sang penulis! Anda dapat menggunakannya secara gratis, tetapi penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk dapat menggunakannya didalam sebuah chart.

Inggin menggunakan skrip ini pada chart?

Komentar

can you add a stop loss? atr or % would be great, thank you
+1 Jawab
inno14 JulioChamalNavarro
@JulioChamalNavarro, Done, pls check new version. Thanks
Jawab
@inno14, ty! i qill check
Jawab
szelim inno14
@inno14, Cool!!!
Jawab
June 28: Apply RSI Divergence to pass the signals filtered by Middle Channel
Jawab
June 24: Add Take profit by ATR
- "Enable": Target of position equal to multiplier x atr(period)
Jawab
Nice creative
Jawab
inno14 pricechart1336
@pricechart1336, Thank you for your encouragement
Jawab