2020-07-26 16:43:19 +08:00
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//@version=3
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strategy("Hammer-L RSI-S Strategy", overlay=true, initial_capital = 12000, default_qty_type = strategy.cash, default_qty_value = 4000)
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2020-07-26 15:32:54 +08:00
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// Buy when hammer is observed in a downtrend
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2020-07-26 16:43:19 +08:00
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// Detect downtrend
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is_DownTrend = false
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// sma100 = sma(close, 100)
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sma50 = sma(close, 50)
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// is_DownTrend := close < sma50 and sma50 < sma100
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is_DownTrend := close < sma50
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2020-07-26 15:32:54 +08:00
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2020-07-26 16:43:19 +08:00
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// Detect hammer
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len_upShadow = high - max(open,close)
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len_downShadow = min(open,close) - low
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len_body = abs(open - close)
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if is_DownTrend and len_downShadow > 0
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if len_upShadow < len_downShadow / 5 and len_body < len_downShadow / 3
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strategy.entry("HammerL", strategy.long, comment="HammerL")
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2020-07-26 15:32:54 +08:00
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// Sell when RSI exceeds 75
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2020-07-26 16:43:19 +08:00
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length = input( 14 )
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overSold = input( 30 )
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overBought = input( 75 )
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2020-07-26 15:32:54 +08:00
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price = close
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2020-07-26 16:43:19 +08:00
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2020-07-26 15:32:54 +08:00
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vrsi = rsi(price, length)
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co = crossover(vrsi, overSold)
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cu = crossunder(vrsi, overBought)
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2020-07-26 16:43:19 +08:00
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if (not na(vrsi))
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if (cu)
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strategy.close_all(when = open < close)
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2020-07-26 15:32:54 +08:00
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// strategy.exit(id = "MacdCU", qty_percent = 80, comment = "RsiC80")
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// strategy.entry("Rsi75", strategy.short, comment="Rsi75")
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2020-07-26 16:43:19 +08:00
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2020-07-26 15:32:54 +08:00
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//plot(strategy.equity, title="equity", color=color.red, linewidth=2, style=plot.style_areabr)
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