AI-Inspired Trading Strategy

4 jam lalu

//version=6
strategy("AI-Inspired Trading Strategy", overlay=true)

// Step 1: Input parameters for indicators
rsiLength = input.int(14, title="RSI Length")
rsiOverbought = input.float(70, title="RSI Overbought Level")
rsiOversold = input.float(30, title="RSI Oversold Level")
smaShortLength = input.int(20, title="Short SMA Length")
smaLongLength = input.int(50, title="Long SMA Length")
macdFast = input.int(12, title="MACD Fast Length")
macdSlow = input.int(26, title="MACD Slow Length")
macdSignal = input.int(9, title="MACD Signal Length")

// Step 2: Calculate indicators
rsi = ta.rsi(close, rsiLength)
smaShort = ta.sma(close, smaShortLength)
smaLong = ta.sma(close, smaLongLength)
macdLine = ta.ema(close, macdFast) - ta.ema(close, macdSlow)
signalLine = ta.ema(macdLine, macdSignal)

// Step 3: Store crossover and crossunder results
smaCrossUp = ta.crossover(smaShort, smaLong)
smaCrossDown = ta.crossunder(smaShort, smaLong)
macdCrossUp = ta.crossover(macdLine, signalLine)
macdCrossDown = ta.crossunder(macdLine, signalLine)

// Step 4: Define buy and sell conditions
buyCondition = (rsi < rsiOversold) and smaCrossUp and macdCrossUp
sellCondition = (rsi > rsiOverbought) or smaCrossDown or macdCrossDown

// Step 5: Plot buy and sell signals
plotshape(series=buyCondition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=sellCondition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Step 6: Execute trades
if (buyCondition)
strategy.entry("Buy", strategy.long)

if (sellCondition)
strategy.close("Buy")