Shawrie
- librerie
- Kevin Kipkoech
- Versione: 1.0
- Attivazioni: 5
This Pine Script implements a Gaussian Channel + Stochastic RSI Strategy for TradingView. It calculates a Gaussian Weighted Moving Average (GWMA) and its standard deviation to form an upper and lower channel. A Stochastic RSI is also computed to determine momentum. A long position is entered when the price closes above the upper Gaussian band and the Stoch RSI K-line crosses above D-line. The position is exited when the price falls back below the upper band. The script includes commission, capital management, and date filtering.
here is the code
//@version=5 strategy("Gaussian Channel + Stoch RSI Strategy", overlay=true, margin_long=100, margin_short=100, initial_capital=100000, commission_type=strategy.commission.percent, commission_value=0.1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=1) // User Inputs length = input.int(20, "Gaussian Length", minval=5) multiplier = input.float(2.0, "Channel Multiplier", step=0.1) rsiLength = input.int(14, "RSI Length", minval=1) stochLength= input.int(14, "Stoch RSI Length", minval=1) kLength = input.int(3, "Stoch K Smoothing", minval=1) dLength = input.int(3, "Stoch D Smoothing", minval=1) // Gaussian Weighted Moving Average Function f_gaussian(source, length) => half = (length - 1) / 2.0 sum = 0.0 norm = 0.0 // Gaussian standard deviation chosen as length/6 for a smooth curve denom = (length / 6.0) * (length / 6.0) for i = 0 to length - 1 x = i - half w = math.exp(-(x * x) / (2 * denom)) sum += source[i] * w norm += w sum / norm // Gaussian Weighted Standard Deviation Function f_gaussian_std(source, length) => half = (length - 1) / 2.0 gavg = f_gaussian(source, length) sum = 0.0 norm = 0.0 denom = (length / 6.0) * (length / 6.0) for i = 0 to length - 1 x = i - half w = math.exp(-(x * x)/(2*denom)) diff = source[i] - gavg sum += diff * diff * w norm += w math.sqrt(sum/norm) // Compute Gaussian Channel gaussMid = f_gaussian(close, length) gaussStd = f_gaussian_std(close, length) gaussUpper = gaussMid + gaussStd * multiplier gaussLower = gaussMid - gaussStd * multiplier // Stochastic RSI Calculation rsi = ta.rsi(close, rsiLength) rsiLowest = ta.lowest(rsi, stochLength) rsiHighest = ta.highest(rsi, stochLength) stoch = 100 * (rsi - rsiLowest) / math.max(rsiHighest - rsiLowest, 1e-10) k = ta.sma(stoch, kLength) d = ta.sma(k, dLength) // Conditions // Long entry: Price closes above upper Gaussian line AND Stoch RSI K > D (stochastic is "up") longCondition = close > gaussUpper and k > d // Exit condition: Price closes below upper Gaussian line exitCondition = close < gaussUpper // Only trade in the specified date range inDateRange = time >= timestamp("2018-01-01T00:00:00") and time < timestamp("2069-01-01T00:00:00") // Submit Orders if inDateRange if longCondition and strategy.position_size <= 0 strategy.entry("Long", strategy.long) if exitCondition and strategy.position_size > 0 strategy.close("Long") // Plot Gaussian Channel plot(gaussMid, "Gaussian Mid", color=color.new(color.yellow, 0)) plot(gaussUpper, "Gaussian Upper", color=color.new(color.green, 0)) plot(gaussLower, "Gaussian Lower", color=color.new(color.red, 0))
