Trade Manager + MOST RSI
ลิงก์ TradingView
คำอธิบาย
📌 Trade Manager + MOST RSI — Adaptive Position Management Strategy
Overview
This strategy combines the MOST‑RSI trend‑reversal model with a fully customizable position management system.
It is designed for traders who want a flexible, visual, and systematic approach to scaling into positions, managing risk, and automating exits.
The script supports both automatic entries (based on MOST‑RSI signals) and manual entries (user‑defined price levels), making it suitable for hybrid discretionary + algorithmic trading.
✨ Key Features
MOST‑RSI Entry Logic
Adaptive RSI‑based trend detection
VAR‑smoothed moving average
Automatic LONG/SHORT signal generation
Configurable sensitivity through MOST Percent, MA Type, and RSI Length
Smart Position Management
Initial order + cascading Safety Orders (SO)
Adjustable deviation, step scaling, and volume scaling
Independent LONG and SHORT deviation settings
Breakeven after N safety orders
Automatic TP placement based on average entry price
Clean Visual Structure
TP lines visible only when a position is open
NEXT SO level with dynamic labeling
Average price line with subtle styling
Transparent background zones for TP, SO, and AVG
Real‑time mini‑table showing position metrics
Manual Entry Mode
Set custom LONG/SHORT entry levels
Automatic line drawing
One‑click reset
Perfect for discretionary setups
📊 Recommended Timeframes
1H — balanced
4H — conservative
MOST‑RSI adapts well across different market conditions.
🔧 Optimization Recommendations
1. Deviation (%)
Trending markets: 4–7%
Ranging markets: 2–3%
Optimize LONG and SHORT separately
2. Safety Order Volume Scale
Typical range: 1.3–1.6
Higher = faster averaging, higher risk
3. Safety Order Step Scale
1.4–1.7 for safer spacing
1.1–1.3 for tighter spacing
4. Take‑Profit
Volatile assets: 2–5%
Stable assets: 1.5–2%
5. Risk Management
Max SO: 5–10 depending on volatility
More SO = safer but more capital required
6. MOST‑RSI Parameters
RSI Length: 14
MA Length: 5
MOST Percent: 7–12%
7. Backtesting
Use at least 1 year of data
Include high‑volatility periods
8. Drawdown Control
If drawdown is too high:
Lower SO volume scale
Reduce max SO
Increase SO step scale
📌 Disclaimer
This script does not guarantee profits and is not financial advice.
Always test strategies on historical data and use proper risk management.
รูป Preview
Pine Script Source
//@version=6
strategy("Trade Manager + MOST RSI", overlay = true, initial_capital = 10000, pyramiding = 9)
lot_precision = input.int(1, "Lot precision", minval = 0, maxval = 8)
show_small_table = input.bool(true, "Show mini-table")
roundQty(q) =>
f = math.pow(10.0, lot_precision)
r = math.ceil(q * f) / f
math.max(1.0 / f, r)
// ================= MANUAL LEVELS =================
use_manual_long = input.bool(false, "Enable manual LONG entries")
use_manual_short = input.bool(false, "Enable manual SHORT entries")
manual_long_price_in = input.float(0.0, "Manual LONG price", step = 0.1)
manual_short_price_in = input.float(0.0, "Manual SHORT price", step = 0.1)
reset_manual_levels = input.bool(false, "Reset manual levels")
var float manual_long_price = na
var float manual_short_price = na
var line long_line = na
var line short_line = na
var bool reset_done = false
if reset_manual_levels and not reset_done
if not na(long_line)
line.delete(long_line)
if not na(short_line)
line.delete(short_line)
manual_long_price := na
manual_short_price := na
long_line := na
short_line := na
reset_done := true
if not reset_manual_levels
reset_done := false
if use_manual_long and manual_long_price_in > 0 and not reset_manual_levels
if na(manual_long_price) or manual_long_price != manual_long_price_in
if not na(long_line)
line.delete(long_line)
manual_long_price := manual_long_price_in
x1 = bar_index > 5000 ? bar_index - 5000 : 0
long_line := line.new(x1, manual_long_price, bar_index, manual_long_price, extend = extend.right, color = color.green)
else
if not na(long_line)
line.delete(long_line)
long_line := na
manual_long_price := na
if use_manual_short and manual_short_price_in > 0 and not reset_manual_levels
if na(manual_short_price) or manual_short_price != manual_short_price_in
if not na(short_line)
line.delete(short_line)
manual_short_price := manual_short_price_in
x1s = bar_index > 5000 ? bar_index - 5000 : 0
short_line := line.new(x1s, manual_short_price, bar_index, manual_short_price, extend = extend.right, color = color.red)
else
if not na(short_line)
line.delete(short_line)
short_line := na
manual_short_price := na
if not na(long_line)
line.set_x2(long_line, bar_index)
if not na(short_line)
line.set_x2(short_line, bar_index)
// ================= MOST RSI =================
Var_Func(source, length) =>
valpha = 2 / (length + 1)
vud1 = source > source[1] ? source - source[1] : 0
vdd1 = source < source[1] ? source[1] - source : 0
vUD = math.sum(vud1, 9)
vDD = math.sum(vdd1, 9)
vCMO = nz((vUD - vDD) / (vUD + vDD))
VAR = 0.0
VAR := nz(valpha * math.abs(vCMO) * source) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1])
VAR
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
"SMMA" => ta.rma(source, length)
"WMA" => ta.wma(source, length)
"VWMA" => ta.vwma(source, length)
"VAR" => Var_Func(source, length)
=> ta.sma(source, length)
rsiLength = input.int(14, "RSI Length")
rsiSource = input.source(close, "RSI Source")
maType = input.string("VAR", "MA Type", options = ["SMA","EMA","SMMA","WMA","VWMA","VAR"])
maLength = input.int(5, "MA Length")
percent = input.float(9.0, "MOST Percent", step = 0.1)
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 = ma(rsi, maLength, maType)
exMov = rsiMA
fark = exMov * percent * 0.01
longStop = exMov - fark
longStopPrev = nz(longStop[1], longStop)
longStop := exMov > longStopPrev ? math.max(longStop, longStopPrev) : longStop
shortStop = exMov + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := exMov < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and exMov > shortStopPrev ? 1 :
dir == 1 and exMov < longStopPrev ? -1 : dir
MOST = dir == 1 ? longStop : shortStop
cro = ta.crossover(exMov, MOST)
cru = ta.crossunder(exMov, MOST)
// ================= RISK SETTINGS =================
enable_long_trades = input.bool(true, "Enable LONG trades")
enable_short_trades = input.bool(true, "Enable SHORT trades")
enable_breakeven = input.bool(false, "Enable breakeven")
breakeven_trades = input.int(1, "Breakeven after N SO")
price_deviation_short = input.float(3.1, "SHORT deviation (%)") / -100
price_deviation_long = input.float(3.1, "LONG deviation (%)") / 100
take_profit_short = input.float(3.0, "SHORT take profit (%)") / 100
take_profit_long = input.float(3.0, "LONG take profit (%)") / 100
first_order = roundQty(input.float(100.0, "Initial order ($)") / close)
safe_order = roundQty(input.float(200.0, "Safety order ($)") / close)
safe_order_volume_scale = input.float(1.49, "SO volume scale")
safe_order_step_scale = input.float(1.37, "SO step scale")
max_safe_order = input.int(8, "Max safety orders")
fee = input.float(0.1, "Exchange fee (%)") / 100
var float initial_order = 0.0
take_profit_level_short = strategy.position_avg_price * (1 - take_profit_short)
take_profit_level_long = strategy.position_avg_price * (1 + take_profit_long)
// ================= ENTRY LOGIC =================
price_deviation = strategy.position_size <= 0 ? price_deviation_short : price_deviation_long
existing_position = strategy.position_size != 0
can_new_entry = strategy.opentrades == 0 and not existing_position
long_signal = cro and enable_long_trades
short_signal = cru and enable_short_trades
long_level_entry = use_manual_long and enable_long_trades and not na(manual_long_price) and close <= manual_long_price
short_level_entry = use_manual_short and enable_short_trades and not na(manual_short_price) and close >= manual_short_price
if can_new_entry
if long_signal
strategy.entry("MOST Long", strategy.long, qty = first_order)
initial_order := close
else if short_signal
strategy.entry("MOST Short", strategy.short, qty = first_order)
initial_order := close
else if long_level_entry
strategy.entry("Manual Long", strategy.long, qty = first_order)
initial_order := close
manual_long_price := na
if not na(long_line)
line.delete(long_line)
long_line := na
else if short_level_entry
strategy.entry("Manual Short", strategy.short, qty = first_order)
initial_order := close
manual_short_price := na
if not na(short_line)
line.delete(short_line)
short_line := na
// ================= SAFETY ORDERS =================
saveorder = 0.0
if safe_order_step_scale == 1.0
saveorder := initial_order - initial_order * price_deviation * safe_order_step_scale * strategy.opentrades
else
saveorder := initial_order - initial_order * (
(price_deviation * math.pow(safe_order_step_scale, strategy.opentrades) - price_deviation)
/ (safe_order_step_scale - 1)
)
ns = str.tostring(strategy.opentrades)
if strategy.opentrades > 0 and strategy.opentrades < max_safe_order and strategy.position_size < 0
so_qty = roundQty(safe_order * math.pow(safe_order_volume_scale, strategy.opentrades - 1))
strategy.entry("Safety " + ns, strategy.short, qty = so_qty, limit = saveorder)
if strategy.opentrades > 0 and strategy.opentrades < max_safe_order and strategy.position_size > 0
so_qty = roundQty(safe_order * math.pow(safe_order_volume_scale, strategy.opentrades - 1))
strategy.entry("Safety " + ns, strategy.long, qty = so_qty, limit = saveorder)
// ================= VISUALIZATION OF NEXT SO =================
next_so_level = strategy.position_size != 0 and strategy.opentrades < max_safe_order ? saveorder : na
so_plot = plot(
next_so_level,
title = "Next Safety Order",
style = plot.style_linebr,
linewidth= 2,
color = color.red
)
// ================= EXITS (TP ORDERS) =================
if strategy.position_size < 0
strategy.exit("Exit", limit = take_profit_level_short)
if strategy.position_size > 0
strategy.exit("Exit", limit = take_profit_level_long)
// ================= TP VISUAL =================
tp_long = plot(
strategy.position_size > 0 ? take_profit_level_long : na,
style = plot.style_linebr,
linewidth= 2,
color = color.green,
title = "TP Long"
)
tp_short = plot(
strategy.position_size < 0 ? take_profit_level_short : na,
style = plot.style_linebr,
linewidth= 2,
color = color.green,
title = "TP Short"
)
// ================= AVG PRICE =================
avg_price_plot = plot(
strategy.position_avg_price,
style = plot.style_linebr,
linewidth= 2,
color = color.new(#004ad4, 10)
)
// ================= BACKGROUND =================
fill(tp_long, plot(close), strategy.position_size > 0 ? color.new(color.green, 90) : color.new(color.green, 100))
fill(tp_short, plot(close), strategy.position_size < 0 ? color.new(color.green, 90) : color.new(color.green, 100))
fill(so_plot, plot(close), color.new(color.red, 90))
fill(avg_price_plot, plot(close), color.new(color.aqua, 90))
// ================= LABELS =================
var label avg_label = na
var label tp_long_label = na
var label tp_short_label = na
var label so_label = na
if barstate.islast
if not na(avg_label)
label.delete(avg_label)
avg_label := label.new(
bar_index, strategy.position_avg_price,
"AVG",
color = color.new(color.aqua, 0),
textcolor = color.white,
style = label.style_label_left,
size = size.tiny
)
if strategy.position_size > 0
if not na(tp_long_label)
label.delete(tp_long_label)
tp_long_label := label.new(
bar_index, take_profit_level_long,
"TP LONG",
color = color.new(color.green, 0),
textcolor = color.white,
style = label.style_label_left,
size = size.tiny
)
else
if not na(tp_long_label)
label.delete(tp_long_label)
tp_long_label := na
if strategy.position_size < 0
if not na(tp_short_label)
label.delete(tp_short_label)
tp_short_label := label.new(
bar_index, take_profit_level_short,
"TP SHORT",
color = color.new(color.green, 0),
textcolor = color.white,
style = label.style_label_left,
size = size.tiny
)
else
if not na(tp_short_label)
label.delete(tp_short_label)
tp_short_label := na
if not na(next_so_level)
if not na(so_label)
label.delete(so_label)
so_label := label.new(
bar_index, next_so_level,
"NEXT SO",
color = color.new(color.red, 0),
textcolor = color.white,
style = label.style_label_left,
size = size.tiny
)
else
if not na(so_label)
label.delete(so_label)
so_label := na
// ================= BREAKEVEN =================
short_order_fee = strategy.position_avg_price * (1 - fee)
long_order_fee = strategy.position_avg_price * (1 + fee)
if strategy.position_size < 0 and strategy.opentrades > breakeven_trades and close < short_order_fee and enable_breakeven
strategy.close_all("Breakeven Short")
if strategy.position_size > 0 and strategy.opentrades > breakeven_trades and close > long_order_fee and enable_breakeven
strategy.close_all("Breakeven Long")
if ta.crossunder(strategy.opentrades, 0.5)
strategy.close_all()
strategy.cancel_all()
// ================= MINI TABLE =================
if show_small_table
sum_qty = strategy.position_size
sum_usd = sum_qty * close
open_trades = strategy.opentrades
open_pnl = strategy.openprofit
eq = strategy.equity
var table mini = table.new(position.top_right, 5, 1)
table.cell(mini, 0, 0, "Position size: " + str.tostring(sum_qty))
table.cell(mini, 1, 0, "Position value: " + str.tostring(sum_usd, format.mintick))
table.cell(mini, 2, 0, "Open trades: " + str.tostring(open_trades))
table.cell(mini, 3, 0, "PnL: " + str.tostring(open_pnl, format.mintick), text_color = open_pnl >= 0 ? color.green : color.red)
table.cell(mini, 4, 0, "Equity: " + str.tostring(eq, format.mintick))