SRSI & RSI

strategy(title="Stochastic RSI & RSI", shorttitle="SRSI&RSI", overlay = true)

/// Stoch RSI ///
Per = input(14, title="Length", minval=1)
smoothK = input(3, minval=1)
smoothD = input(3, minval=1)
lengthRSI = input(14, minval=1)
lengthStoch = input(14, minval=1)
src = input(close, title="RSI Source")

rsi1 = rsi(src, lengthRSI)
K = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
D = sma(K, smoothD)

rvi = sum(swma(close-open), Per)/sum(swma(high-low),Per)
sig = swma(rvi)

Dn = K <= D  and K > 80 and rvi <= sig  and rvi[1] >= sig[1]
Up= K >= D  and K < 20 and rvi >= sig  and rvi[1] <= sig[1]
ARROW =  Up - Dn
long = crossover(Up, Dn)
short = crossunder(Up, Dn)
last_long = long ? time : nz(last_long[1])
last_short = short ? time : nz(last_short[1])

/// RSI ///

Length = input(14, minval=1)
Oversold = input(30, minval=1)
Overbought = input(70, minval=1)
xRSI = rsi(close, Length)

///

long_signal = ((last_long > last_short) and (xRSI < Oversold))
short_signal = ((last_short > last_long) and (xRSI > Overbought))

plot(long_signal, "BUY", color=green)
plot(short_signal, "SELL", color=red)
strategy.entry("BUY", strategy.long, when=long_signal)
strategy.entry("SELL", strategy.short, when=short_signal)