Combination of Double MA and RSI
- Strategy Name: Combination of Double MA and RSI - Data Cycle: 15M, 30M, etc. - Support: Commodity Futures - Main chart: MA 1, formula: MA1 ^^ EMA (C, N1); MA 2, formula: MA2 ^^ EMA (C, N2); - Secondary chart: RSI…
Strategy Name: Combination of Double MA and RSI
Data Cycle: 15M, 30M, etc.
Support: Commodity Futures
Main chart: MA 1, formula: MA1 ^^ EMA (C, N1); MA 2, formula: MA2 ^^ EMA (C, N2);
Secondary chart: RSI, formula: RSIVALUE:SMA(MAX(CLOSE-REF(CLOSE,1),0),LENGTH,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),LENGTH,1)*100;
Parameters
| Name | Default | What it controls |
|---|---|---|
| SLOSS | true | Stop Loss Percentage | Stop Loss Percentage |
| N1 | 50 | Moving average 1 parameters | MA1 parameter |
| N2 | 300 | Moving average 2 parameters | MA2 parameter |
Source MyLanguage
(*backtest
start: 2018-11-05 00:00:00
end: 2018-12-05 00:00:00
period: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["ContractType","this_week",126961]]
*)
MA1^^EMA(C,N1);
MA2^^EMA(C,N2);
LENGTH:=9;
OVERBOUGHT:=70;
OVERSOLD:=100-OVERBOUGHT;
RSIVALUE:SMA(MAX(CLOSE-REF(CLOSE,1),0),LENGTH,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),LENGTH,1)*100;
BUYK:=BKVOL=0 AND BARPOS>N2 AND MA1>MA2 AND C>MAX(MA1,MA2) AND CROSSUP(RSIVALUE,OVERBOUGHT);
SELLK:=SKVOL=0 AND BARPOS>N2 AND MA1<MA2 AND C<MIN(MA1,MA2) AND CROSSDOWN(RSIVALUE,OVERSOLD);
SELLY:=MA1<MA2 AND C>BKPRICE*(1+SLOSS*0.01);
BUYY:=MA1>MA2 AND C<SKPRICE*(1-SLOSS*0.01);
SELLS:=C<BKPRICE*(1-SLOSS*0.01);
BUYS:=C>SKPRICE*(1+SLOSS*0.01);
BUYK,BK;
SELLK,SK;
SELLY,SP(BKVOL);
BUYY,BP(SKVOL);
SELLS,SP(BKVOL);
BUYS,BP(SKVOL);Published by 阿基米德的浴缸 on the FMZ strategy square · last modified 2019-08-20. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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