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- //@version=2
- strategy(title="Jeroen Cross", overlay=true)
- // Bollinger bands
- lengthbb = input(20, minval=1)
- srcbb = input(close, title="Sourcebb")
- multbb = input(2.0, minval=0.001, maxval=50)
- basisbb = sma(srcbb, lengthbb)
- devbb = multbb * stdev(srcbb, lengthbb)
- upperbb = basisbb + devbb
- lowerbb = basisbb - devbb
- bbr = (srcbb - lowerbb)/(upperbb - lowerbb)
- //stochcastics
- stochlength = input(14, minval=1), smoothK = input(3, minval=1), smoothD = input(3, minval=1)
- k = sma(stoch(close, high, low, stochlength), smoothK)
- d = sma(k, smoothD)
- //rvgi
- RVGIlen = input(10, title="Length", minval=1)
- rvi = sum(swma(close-open), RVGIlen)/sum(swma(high-low),RVGIlen)
- rvisig = swma(rvi)
- rvibuy = rvi
- //ema short
- short = ema(close, 10)
- long = ema(close, 30)
- //ema long
- shortday = ema(close, 240)
- longday = ema(close, 720)
- //plot
- plot(short, color = red)
- plot(long, color = green)
- plot(shortday, color = blue)
- plot(longday, color=yellow)
- //buy
- strategy.entry("BuyLE", strategy.long, oca_name="JeroenCross", oca_type=strategy.oca.cancel, when= (short > long) and (rvibuy > rvisig) and (k > d), comment="Cross over")
- //else
- // strategy.cancel("BuyLE")
- //sell for profit
- if (strategy.position_avg_price < close)
- strategy.close("BuyLE", when= crossunder(rvi , rvisig) or (k < d) )
- //security
- if (strategy.position_avg_price > upperbb)
- strategy.close("BuyLE", when= crossunder(rvi , rvisig) or crossunder(short , long) )
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