52 lines
2.1 KiB
Text
52 lines
2.1 KiB
Text
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// © Sirius Trading
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//@version=5
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strategy("Sirius Mean Reversion", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.05)
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// --- Inputs ---
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lengthRSI = input.int(14, title="RSI Length", group="Oscillator")
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overbought = input.float(70.0, title="Overbought Level", group="Oscillator")
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oversold = input.float(30.0, title="Oversold Level", group="Oscillator")
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bbLength = input.int(20, title="Bollinger Band Length", group="Bands")
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bbMult = input.float(2.0, title="Bollinger Band Multiplier", group="Bands")
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tpPercent = input.float(2.0, title="Take Profit (%)", step=0.1, group="Exit Strategy")
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slPercent = input.float(1.0, title="Stop Loss (%)", step=0.1, group="Exit Strategy")
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// --- Calculations ---
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rsiVal = ta.rsi(close, lengthRSI)
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[basis, upper, lower] = ta.bb(close, bbLength, bbMult)
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// --- Plotting ---
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plot(basis, "BB Basis", color=color.new(color.white, 50))
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plot(upper, "BB Upper", color=color.new(color.blue, 50))
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plot(lower, "BB Lower", color=color.new(color.blue, 50))
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// --- Logic ---
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longCond = ta.crossunder(close, lower) and rsiVal < oversold
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shortCond = ta.crossover(close, upper) and rsiVal > overbought
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// --- Execution ---
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var float longEntryPrice = na
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var float shortEntryPrice = na
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if (longCond and strategy.position_size == 0)
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strategy.entry("Long", strategy.long)
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longEntryPrice := close
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if (shortCond and strategy.position_size == 0)
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strategy.entry("Short", strategy.short)
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shortEntryPrice := close
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// Fixed Percentage Exits
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if (strategy.position_size > 0)
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longTp = longEntryPrice * (1 + tpPercent / 100)
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longSl = longEntryPrice * (1 - slPercent / 100)
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strategy.exit("Exit Long", "Long", limit=longTp, stop=longSl)
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if (strategy.position_size < 0)
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shortTp = shortEntryPrice * (1 - tpPercent / 100)
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shortSl = shortEntryPrice * (1 + slPercent / 100)
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strategy.exit("Exit Short", "Short", limit=shortTp, stop=shortSl)
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