RSIScreener A003

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ruckard

//@version=5

// Current version: v20230312 ( A003 )
// Tradingview Public description - BEGIN
//
// This is a template for Ruckard strategies that interact with Zignaly.
// Template sections are not supposed to be modified and are similar to:
// Template foo - BEGIN
// (...)
// Template foo - END
//
// This will be a quick-and-dirty repurpose of this strategy template as an indicator template.
//
// Sections meant to be added with your own strategy logic are similar to:
// ImplementedIndicator foo - BEGIN
// (...)
// ImplementedIndicator foo - END
//
// ImplementedIndicator explanation - BEGIN
// This is an screener for many pairs.
// It triggers an alert each time one of the RSI levels is reached for every one of the monitored pairs.
// ImplementedIndicator explanation - END
//
// ImplementedIndicator suggested pair and timeframe - BEGIN
// It was originally tested at BTCUSDT pair and 1H timeframe.
// ImplementedIndicator suggested pair and timeframe - END
//
// Template public description - BEGIN
//
// [B]SETTINGS[/B]
// [B]__ SETTINGS - Category1[/B]
// [LIST]
// [*]
// [*]
// [/LIST]
//
// [B]DEFAULT SETTINGS[/B]

// [B] ALERTS SETUP[/B]
//

// ImplementedIndicator public description - BEGIN
// ImplementedIndicator public description - END

// Tradingview Public description - END

indicator('RSIScreener A003', overlay=true, max_bars_back=5000, max_lines_count=500)

// IMPORTS - BEGIN
// IMPORTS - END

// INPUTS - BEGIN

// Template inputs - BEGIN

// HigherTimeframe subindicator Inputs - BEGIN
i_higherTimeframeTrendMaEnforce = input.bool(false, title='Use {False}', group='Enforce Higher Timeframe Trend', inline='HTTimeframeUseShow')
i_showHigherTimeframeTrendMa = input.bool(false, title='Show {False}', group='Enforce Higher Timeframe Trend', inline='HTTimeframeUseShow')

i_higherTimeframeTrendMaTimeframe = input.timeframe('60', title='Timeframe/Offset {1 hour/0 bars}', group='Enforce Higher Timeframe Trend', inline='HTTimeframeOffset')

i_higherTimeframeTrendMaOffset = input.int(0, title='', group='Enforce Higher Timeframe Trend', inline='HTTimeframeOffset')

i_higherTimeframeTrendFastMaType = input.string(defval = 'VWMA', options = ['SMA', 'EMA', 'VWMA', 'RMA', 'WMA'], title = 'Fast MA {EMA/10/close}', group='Enforce Higher Timeframe Trend', inline='HTFastMa')
i_higherTimeframeTrendFastMaLength = input.int(10, minval = 1,  title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa')
i_higherTimeframeTrendFastMaSource = input.source(close, title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa')

i_higherTimeframeTrendSlowMaType = input.string(defval = 'VWMA', options = ['SMA', 'EMA', 'VWMA', 'RMA', 'WMA'], title = 'Slow MA {EMA/55/close}', group='Enforce Higher Timeframe Trend', inline='HTSlowMa')
i_higherTimeframeTrendSlowMaLength = input.int(55, minval = 1,  title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa')
i_higherTimeframeTrendSlowMaSource = input.source(close, title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa')
// HigherTimeframe subindicator Inputs - END

// Template inputs - END

// ImplementedIndicator inputs - BEGIN

i_RSILength = input.int(7, minval=1, title='RSI', group='RSI', inline='RSI')
i_RSISource = input.source(close, title='', group='RSI', inline='RSI')
i_RSIOverSold = input.int(30, minval=1, title='', group='RSI', inline='RSI')
i_RSIOverBought = input.int(80, minval=1, title='', group='RSI', inline='RSI', tooltip='Defaults:\nLength: 7.\n Source: close.\n OverSold: 30.\n OverBought: 80.')

symbol01 = input.symbol("XRPUSDT", group='Symbols', inline='s01', tooltip='Default: XRPUSDT.\n')
symbol02 = input.symbol("BTCUSDT",  group = 'Symbols', inline = 's02', tooltip='Default: BTCUSDT.\n')

// ImplementedIndicator inputs - END

// Strategy - INIT - BEGIN
// Strategy - INIT - END

// Template functions - BEGIN

// MTF - functions - BEGIN
// Taken from `security()` revisited [PineCoders] article.
f_secureSecurity(_symbol, _res, _src) => request.security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
// MTF - functions - END

// MA - Functions - BEGIN
f_Ma (_maType, _maSource, _maLength) =>
    _maType == "SMA" ? ta.sma(_maSource, _maLength) : _maType == "EMA" ? ta.ema(_maSource, _maLength) : _maType == "VWMA" ? ta.vwma(_maSource, _maLength) : _maType == "RMA" ? ta.rma(_maSource, _maLength) : _maType == "WMA" ? ta.wma(_maSource, _maLength) : _maType == "HMA" ? ta.hma(_maSource, _maLength) : _maSource
// MA - Functions - END

getTrend (_fastMaType, _fastMaLength, _fastMaSource, _slowMaType, _slowMaLength, _slowMaSource, _offset) =>
    _fastMa = f_Ma (_fastMaType, _fastMaSource, _fastMaLength)
    _slowMa = f_Ma (_slowMaType, _slowMaSource, _slowMaLength)
    _trend = _fastMa >= _slowMa

    _trendOffset = _trend[_offset]
    _trendOffset

// Template functions - END

// ImplementedIndicator functions - BEGIN

screener_func() =>
    // RSI
    _rsi = ta.rsi(i_RSISource, i_RSILength)
    _rsiOverSoldTrigger = ta.crossunder(_rsi, i_RSIOverSold)
    _rsiOverBoughtTrigger = ta.crossover(_rsi, i_RSIOverBought)

    [_rsiOverSoldTrigger, _rsiOverBoughtTrigger]

// ImplementedIndicator functions - END

// Strategy Body - BEGIN
// Template subindicators - BEGIN
// Higher Timeframe Trend subindicator

higherTimeframeTrend = request.security(syminfo.tickerid, i_higherTimeframeTrendMaTimeframe, getTrend (i_higherTimeframeTrendFastMaType, i_higherTimeframeTrendFastMaLength, i_higherTimeframeTrendFastMaSource, i_higherTimeframeTrendSlowMaType, i_higherTimeframeTrendSlowMaLength, i_higherTimeframeTrendSlowMaSource, i_higherTimeframeTrendMaOffset))

int higherTimeframeTrendMaBarIndex = request.security (syminfo.tickerid, i_higherTimeframeTrendMaTimeframe, bar_index)
bool newHigherTimeframeTrendMaBar = higherTimeframeTrendMaBarIndex[1] != higherTimeframeTrendMaBarIndex[0]

var higherTimeframeTrendMaLong = higherTimeframeTrend
var higherTimeframeTrendMaShort = (not higherTimeframeTrend)

if newHigherTimeframeTrendMaBar
    higherTimeframeTrendMaLong := higherTimeframeTrend
    higherTimeframeTrendMaShort := (not higherTimeframeTrend)

// Template subindicators - END

// ImplementedIndicator subindicators - BEGIN

// RSI Screener subindicator - BEGIN

[rsiOverSoldTrigger01, rsiOverBoughtTrigger01] = request.security(symbol01, timeframe.period, screener_func())
[rsiOverSoldTrigger02, rsiOverBoughtTrigger02] = request.security(symbol02, timeframe.period, screener_func())

if (rsiOverSoldTrigger01)
    alert ('Oversold:' + ' ' + symbol01, alert.freq_once_per_bar_close)

if (rsiOverSoldTrigger02)
    alert ('Oversold:' + ' ' + symbol02, alert.freq_once_per_bar_close)

if (rsiOverBoughtTrigger01)
    alert ('Overbought:' + ' ' + symbol01, alert.freq_once_per_bar_close)

if (rsiOverBoughtTrigger02)
    alert ('Overbought:' + ' ' + symbol02, alert.freq_once_per_bar_close)

// RSI Screener subindicator - END

// ImplementedIndicator subindicators - END

// Higher Timeframe Trend - Plot - BEGIN
higherTimeframeTrendMaLongColor = i_showHigherTimeframeTrendMa ? color.new(#00c3ff, transp=0) : na
higherTimeframeTrendMaShortColor = i_showHigherTimeframeTrendMa ? color.new(#ff0062, transp=0) : na
plotshape(higherTimeframeTrendMaLong, title='SideMA Up', style=shape.arrowup, color=higherTimeframeTrendMaLongColor, location=location.top)
plotshape(higherTimeframeTrendMaShort, title='SideMA Down', style=shape.arrowdown, color=higherTimeframeTrendMaShortColor, location=location.top)
// Higher Timeframe Trend - Plot - END

// ImplementedIndicator - Plot - BEGIN

// ImplementedIndicator - Plot - END

// Alerts - BEGIN
// WARN: This might be usually empty because I prefer to write strategies for handling alerts.
// Alerts - END