Boll MACD RSI Strategy

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rhapsodyz

//@version=5
strategy(title = "Strategy", 
     overlay = true, 
     pyramiding = 0, 
     initial_capital = 100000,
     default_qty_type= strategy.percent_of_equity, 
     default_qty_value = 100, 
     commission_type = strategy.commission.percent, 
     commission_value = 0.04, 
     slippage = 2)

// #######################
// === General Numbers ===
// #######################

// === Equity Usage ===
// 只使用90%的账面资金交易，保留10%作为紧急流动性来源
equityUsage = input(0.9, title="Equity Usage Percentage")
_qty = (strategy.equity * equityUsage) / close

// === Input A Bollinger Bands ===
// 布林带使用21周期，默认使用2倍stdDev
bollLength      = input.int(21, minval=1, title = "Boll Length",group="Boll Settings")
bollMult        = input.float(2.0, minval=0.001, maxval=50, title="Boll StdDev", group="Boll Settings")

// === Input B MACD ===
// MACD使用经典数值12/26/9
fastLength      = input.int(12, title="Fast Length", group="MACD Settings")
slowLength      = input.int(26, title="Slow Length", group="MACD Settings")
signalLength    = input.int(9, title="Signal Length", group="MACD Settings")

// === Input C RSI ===
// RSI使用默认14周期，使用布林带作为移动均线及附加指标
rsiLength       = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSource       = input.source(hlc3, "RSI Source", group="RSI Settings")
rsiMALength     = input.int(14, title="RSI MA Length", group="RSI Settings")
rsiBollMult     = input.float(2.0, minval=0.001, maxval=50, title="RSI BB StdDev", group="RSI Settings")

// === Input D TD ===

// ##################
// === Indicators ===
// ##################

// === Indicator A Bollinger Bands ===
bollBasis = ta.ema(hlc3, bollLength)
bollDev = bollMult * ta.stdev(hlc3, bollLength)
bollUpper = bollBasis + bollDev
bollLower = bollBasis - bollDev

// === Indicator B MACD ===
[macdCore, macdSignal, macdHist] = ta.macd(hlc3, fastLength, slowLength, signalLength)
macdHistDiff = macdHist - macdHist[1]

// === Indicator C RSI ===
up = ta.rma(math.max(ta.change(rsiSource), 0), rsiLength)
down = ta.rma(-math.min(ta.change(rsiSource), 0), rsiLength)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsiMA = ta.sma(hlc3, rsiMALength)

rsiBollUpper = rsiMA + ta.stdev(rsi, rsiMALength) * rsiBollMult
rsiBollLower = rsiMA - ta.stdev(rsi, rsiMALength) * rsiBollMult

// ##################
// === Conditions ===
// ##################

// === Condition A Bollinger Bands ===


// === Condition B MACD ===


// === Condition C RSI ===
rsiLong = RSI < 50 and RSI < rsiMA

// #######################
// === Risk Management ===
// #######################

// === Stop-loss ===
stopLoss   = input(3, "Stop Loss")
var float stopLossPrice = na

// === Take-profit ===
takeProfit = input(30, "Take Profit")
var float takeProfitPrice = na

// #######################
// === Order Execution ===
// #######################

// === Execute long entry ===
if enterLong
    stopLossPrice   := close * (1 - stopLoss/100)
    takeProfitPrice := close * (1 + takeProfit/100)
    strategy.entry("Long", strategy.long, qty = _qty)
    strategy.exit("exit", "Long", stop = stopLossPrice, limit = takeProfitPrice)

// === Execute long exit ===
if exitLong
    strategy.close("Long", qty_percent=100)

// === Execute short entry ===
if enterShort
    stopLossPrice   := close * (1 + stopLoss/100)
    takeProfitPrice := close * (1 - takeProfit/100)
    strategy.entry("Short", strategy.short, qty = _qty)
    strategy.exit("Exit", "Short", stop = stopLossPrice, limit = takeProfitPrice)

// === Execute short exit ===
if exitShort
    strategy.close("Short", qty_percent = 100)