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// This strategy is based on a moving average cross // The length of the moving average maLength = 20 // The lookback period for calculating the RSI rsiLength = 14 // The overbought and oversold levels for the RSI rsiOverbought = 70 rsiOversold = 30 // The entry and exit thresholds for the strategy entryThreshold = 0.001 exitThreshold = 0.002 // Calculate the moving averages maFast = sma(close, maLength) maSlow = sma(close, maLength * 2) // Calculate the RSI rsi = rsi(close, rsiLength) // Check for a moving average cross if (maFast > maSlow) longPosition = true else longPosition = false // Check for an overbought or oversold RSI if (rsi >= rsiOverbought) longPosition = false else if (rsi <= rsiOversold) longPosition = true // Check for entry and exit conditions if (longPosition and (entryThreshold > 0) and (close > (entryThreshold * maFast))) strategy.entry("Long", strategy.long) if (not longPosition and (exitThreshold > 0) and (close < (exitThreshold * maFast))) strategy.close("Long")