Based on RSI , CCI , StochRSI and ROC
No security function - no overpaints. Only simple indicators in common.
As I noticed - this strategy have common results with the BB strategy - may be we can filter it (for example reduce BB walks)?
Please, if you have any ideas how to make it better, or automate it - I will be happy to discuss.
UPD: oops, as I can see, I posted a little bit older version without cci and roc support :(
No security function - no overpaints. Only simple indicators in common.
As I noticed - this strategy have common results with the BB strategy - may be we can filter it (for example reduce BB walks)?
Please, if you have any ideas how to make it better, or automate it - I will be happy to discuss.
UPD: oops, as I can see, I posted a little bit older version without cci and roc support :(
//@version=2 //@author=iLeonidze strategy(title='Niska V2', shorttitle='Niska V2', overlay=false, pyramiding=0, initial_capital=60000, currency=currency.RUB) length = input(7) overSold = input(30) overBought = input(70) price = close vrsi = rsi(price, length) length2 = input(120, minval=1) src = input(close, title="Source") ma = sma(src, length) cci = (src - ma) / (0.015 * dev(src, length)) length3 = input(31, minval=1), smoothK = input(1, minval=1), smoothD = input(3, minval=1) k = sma(stoch(close, high, low, length3), smoothK) d = sma(k, smoothD) roc_src = close, roc_length = input(9, minval=1) roc = 100 * (roc_src - roc_src[roc_length])/roc_src[roc_length] * 600 normal_up = close > close[1] and close > close[2] and close > close[3] and open > open[1] and open > open[2] and open > open[3] // vrsi - RSI // d - STOCHRSI // cci - CCI up = vrsi < overSold and k < 20 down = vrsi > overBought and k > 80 and normal_up and roc < 100 strategy.entry("UP", strategy.long, comment="UP", qty=60000, when=up) strategy.entry("DOWN", strategy.short, comment="DOWN", qty=60000, when=down) strategy.exit(id="Stop", profit = 10, loss = 100) plot(vrsi, color=blue) plot(cci/5, color=olive) plot(k, color=orange) plot(d, color=red) plot(roc, color=#666, title="ROC")