RicardoSantos

[RS]Khizon (DWTI) Strategy V0

Request for Khizon01:
corrected a issue with the default stoch rsi settings (14 smoothing when it should be 3), can always change back since the 14 settings were better performing at the current chart.
added option to just open buy trades or sell trades separately and close were previously swing trade occur.
added plot titles.
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//@version=2
strategy(title='[RS]Khizon (DWTI) Strategy V0', shorttitle='K', overlay=false, pyramiding=0, initial_capital=100000, currency=currency.USD)
//  ||  Inputs:
macd_src = input(title='MACD Source:', type=source, defval=close)
macd_fast = input(title='MACD Fast Length:', type=integer, defval=12)
macd_slow = input(title='MACD Slow Length:', type=integer, defval=26)
macd_signal_smooth = input(title='MACD Signal Smoothing:', type=integer, defval=9)
srsi_src = input(title='SRSI Source:', type=source, defval=close)
srsi_rsi_length = input(title='SRSI RSI Length:', type=integer, defval=14)
srsi_stoch_length = input(title='SRSI Stoch Length:', type=integer, defval=14)
srsi_smooth = input(title='SRSI Smoothing:', type=integer, defval=3)
srsi_signal_smooth = input(title='SRSI Signal Smoothing:', type=integer, defval=3)
//  ||  Strategy Inputs:
trade_size = input(title='Trade Size in USD:', type=float, defval=10000)
buy_trade = input(title='Perform buy trading?', type=bool, defval=true)
sel_trade = input(title='Perform sell trading?', type=bool, defval=true)
//  ||  MACD(close, 12, 26, 9):     ||---------------------------------------------||
f_macd_trigger(_src, _fast, _slow, _signal_smooth)=>
    _macd = ema(_src, _fast) - ema(_src, _slow)
    _signal = sma(_macd, _signal_smooth)
    _return_trigger = _macd >= _signal ? true : false
//  ||  Stoch RSI(close, 14, 14, 3, 3)  ||-----------------------------------------||
f_srsi_trigger(_src, _rsi_length, _stoch_length, _smooth, _signal_smooth)=>
    _rsi = rsi(_src, _rsi_length)
    _stoch = sma(stoch(_rsi, _rsi, _rsi, _stoch_length), _smooth)
    _signal = sma(_stoch, _signal_smooth)
    _return_trigger = _stoch >= _signal ? true : false
//  ||-----------------------------------------------------------------------------||
//  ||-----------------------------------------------------------------------------||
//  ||  Check Directional Bias from daily timeframe:
daily_trigger = security('USOIL', 'D', f_macd_trigger(macd_src, macd_fast, macd_slow, macd_signal_smooth) and f_srsi_trigger(srsi_src, srsi_rsi_length, srsi_stoch_length, srsi_smooth, srsi_signal_smooth))
h4_trigger = security('USOIL', '240', f_macd_trigger(macd_src, macd_fast, macd_slow, macd_signal_smooth) and f_srsi_trigger(srsi_src, srsi_rsi_length, srsi_stoch_length, srsi_smooth, srsi_signal_smooth))

plot(title='D1T', series=daily_trigger?0:na, style=circles, color=blue, linewidth=4, transp=65)
plot(title='H4T', series=h4_trigger?0:na, style=circles, color=navy, linewidth=2, transp=0)

sel_open = sel_trade and daily_trigger and h4_trigger
buy_open = buy_trade and not daily_trigger and not h4_trigger
sel_close = not buy_trade and not daily_trigger and not h4_trigger
buy_close = not sel_trade and daily_trigger and h4_trigger

strategy.entry('sel', long=false, qty=trade_size, comment='sel', when=sel_open)
strategy.close('sel', when=sel_close)
strategy.entry('buy', long=true, qty=trade_size, comment='buy', when=buy_open)
strategy.close('buy', when=buy_close)
KarlSchmarl
11 months ago
I am new to this and this site but try to trade DWTI/UWTI.
How is this going for you now? or what else might you be using? Or for Crude
thank you
Reply
RicardoSantos PRO KarlSchmarl
11 months ago
this was a request for another user, i dont use this strategy.
Reply
KarlSchmarl RicardoSantos
11 months ago
oh...... what strategy do you use if I may ask.
Do you trade oil or UWTI/DWTI?
Reply
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