MAVSS ShLong

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Long bottom of the keltner channel, and short the top with RSI confirmation.

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Pine Script Source

//@version=5
strategy(title="Kertnel + RSI Combined Strategy", overlay=false, pyramiding=10)

// Strategy Inputs
lotSize = input.int(1, title="Lot Size per Order")
lengthMiddle = input.int(14,  title="MiddleEMA")
// Adjustment 1: Narrower Channel
channelATR = input.int(7, title="Channel wall ATR")
channelWidth = input.float(0.15, title = "Channel Width")
showBarColor = input.bool(true, title="Highlight Bear/Bull reversals?")
rsiOversoldLevel = input.float(23.6, title="RSI Oversold Level")
rsiOverboughtLevel = input.float(78.6, title="RSI Overbought Level")

// rsi manual
change = ta.change(close)
gain = change >= 0 ? change : 0.0
loss = change < 0 ? (-1) * change : 0.0
avgGain = ta.rma(gain, lengthMiddle)
avgLoss = ta.rma(loss, lengthMiddle)
rs = avgGain / avgLoss
rsi_14 = 100 - (100 / (1 + rs))

// keltner channel calculation
rsi_seven = ta.rsi(close,7)
rsi_keltner = ta.ema(rsi_14,lengthMiddle)
rsi_keltner_previous = ta.rsi(close[1],lengthMiddle)
current_period = ta.rsi(close,lengthMiddle)
abs_current_period_high = math.abs(rsi_keltner - rsi_keltner_previous)

true_range = math.max(current_period, abs_current_period_high)

absolute_true_range = ta.rma(true_range, channelATR)
upperVal = rsi_keltner + channelWidth * absolute_true_range
lowerVal = rsi_keltner - channelWidth * absolute_true_range

// Strategy Logic
// --- BUY/LONG LOGIC ---
// Long at the bottom of the channel on reversal AND in oversold territory
// Adjustment 2 & 3: Reversal from lower channel and RSI filter
longCondition = rsi_seven[1] < lowerVal and rsi_seven > rsi_seven[1] and rsi_seven < rsiOversoldLevel
if longCondition
    strategy.order("Buy", strategy.long, qty=lotSize)

// --- SELL/SHORT LOGIC ---
// Short at the top of the channel on reversal AND in overbought territory
// Adjustment 2 & 3: Reversal from upper channel and RSI filter
shortCondition = rsi_seven[1] > upperVal and rsi_seven < rsi_seven[1] and rsi_seven > rsiOverboughtLevel
if shortCondition
    strategy.order("Sell", strategy.short, qty=lotSize)

// Close shorts at the bottom of the channel
if ta.crossunder(rsi_seven, lowerVal) and strategy.position_size < 0
    strategy.close("Sell", qty=math.abs(strategy.position_size))

// Plotting (optional)
rsi_line = plot(rsi_seven, style=plot.style_line, linewidth=3, color = color.aqua)
middle_line = plot(rsi_keltner, style=plot.style_line, linewidth=3, color=color.white)
upper_line = plot(upperVal, color=color.green)
lower_line = plot(lowerVal, color = color.red)
fill(upper_line, lower_line, color=color.white, transp=90)
band1 = hline(rsiOverboughtLevel, color=color.orange,linestyle=hline.style_dotted)
band0 = hline(rsiOversoldLevel, color=color.purple,linestyle=hline.style_dotted)
hline(61.8, color=color.purple,linestyle=hline.style_dotted)
hline(38.2, color=color.orange,linestyle=hline.style_dotted)
hline(50, color=color.green,linestyle=hline.style_solid)