30 Minute Swing Trading Strategy

This strategy aims to identify medium-term swing trades using the 30-minute timeframe. It combines moving averages, RSI and more to gauge direction and entry timing. The key trading logic: 1. Compute two weighted…

Pine ScriptMean reversion Tools & templates RSI EMA

Author: ChaoZhang
Complexity: Intermediate · 81 lines
Parameters: 9
Backtest bar: 2h · intraday
Tested on: BTC/USDT · futures

Jump to code View in vault Original on FMZ

Strategy Logic

This strategy aims to identify medium-term swing trades using the 30-minute timeframe. It combines moving averages, RSI and more to gauge direction and entry timing.

The key trading logic:

Compute two weighted moving averages of differing periods and compare their slope
Use RSI indicator to identify overbought/oversold levels
Consider swing trade opportunities at extreme RSI levels
Confirm long/short direction using moving average slope
Enter trades with reasonable stop loss for risk control

The strategy seeks to capture reversal opportunities in the medium-term, growing capital through frequent trading and strict risk management.

Advantages

30-minute timeframe identifies shorter-term swings
RSI signals many reversal chances at extremes
Weighted moving averages smooth prices

Risks

Requires constant market monitoring
Reversals not guaranteed, losses possible
High frequency trading increases costs

Summary

This strategy aims to uncover medium-term swing trades using 30-minute patterns. But higher trade frequency necessitates cost controls and parameter optimization for sustained profitability.

Parameters

Name	Default	What it controls
v_input_1	70	period
v_input_2	14	length
v_input_3	70	overSold
v_input_4	30	overBought
v_input_5	59	fastLength
v_input_6	82	fastLengthL
v_input_7	96	slowLength
v_input_8	95	slowLengthL
v_input_9	75	sl

Source Pine Script

/*backtest
start: 2023-08-14 00:00:00
end: 2023-09-13 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
// strategy("cowboy30minswing", overlay=true,default_qty_type=strategy.cash,default_qty_value=10000,scale=true,initial_capital=10000,currency=currency.USD)

//A Swing trading strategy that use a combination of indicators, rsi for target, hull for overall direction enad ema for entering the trade using the 30min


n=input(title="period",defval=70)

n2ma=2*wma(close,round(n/2))
nma=wma(close,n)
diff=n2ma-nma
sqn=round(sqrt(n))

n2ma1=2*wma(close[1],round(n/2))
nma1=wma(close[1],n)
diff1=n2ma1-nma1
sqn1=round(sqrt(n))

n1=wma(diff,sqn)
n2=wma(diff1,sqn)
c=n1>n2?green:red
ma=plot(n1,color=c)



// RSi and Moving averages

length = input( 14 )
overSold = input( 70)
overBought = input( 30)
point = 0.0001
dev= 2

fastLength = input(59)
fastLengthL = input(82)
slowLength = input(96)
slowLengthL = input(95)
price = close

mafast = ema(price, fastLength)
mafastL= ema(price, fastLengthL)
maslow = ema(price, slowLength)
maslowL = ema(price, slowLengthL)
vrsi = rsi(price, length)
cShort =  (crossunder(vrsi, overBought))

condDown = n2 >= n1
condUp = condDown != true



col =condUp ? lime : condDown ? red : yellow
plot(n1,color=col,linewidth=3)




 


sl = input(75)
Stop = sl * 10
Q = 100





//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
if condUp
    strategy.entry("Enter Long", strategy.long)
else if condDown
    strategy.entry("Enter Short", strategy.short)

Published by ChaoZhang on the FMZ strategy square · last modified 2023-09-14. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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