BTC Trend - EMA Crossover + RSI

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คำอธิบาย

This strategy follows a classic trend-trading method using a combination of exponential moving averages (EMAs) and RSI momentum filtering.

Entry Logic

Long Entry:

Fast EMA crosses above Slow EMA

RSI(14) > 50 (bullish momentum confirmation)

Short Entry:

Fast EMA crosses below Slow EMA

RSI(14) < 50 (bearish momentum confirmation)

Exit Logic

Long positions close if:

Fast EMA crosses back below Slow EMA, or

RSI drops below 45

Short positions close if:

Fast EMA crosses back above Slow EMA, or

RSI rises above 55

Purpose

This script is designed for educational use to demonstrate:

Trend-following logic

Multi-indicator IF/THEN decision rules

How to construct a complete algorithmic trading strategy in Pine Script

Backtested on BTCUSD, 10-second timeframe, producing 763 trades in the selected date range.

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Pine Script Source

// BTC Trend Trading Strategy - EMA Crossover + RSI
//@version=5
strategy("BTC Trend - EMA Crossover + RSI", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// --- Inputs ---
fastLen      = input.int(5,  "Fast EMA Length")
slowLen      = input.int(13, "Slow EMA Length")
rsiLen       = input.int(14, "RSI Length")
allowShorts  = input.bool(true, "Allow Short Trades?")

// --- Indicators ---
fastEMA = ta.ema(close, fastLen)
slowEMA = ta.ema(close, slowLen)
rsi     = ta.rsi(close, rsiLen)

// --- Entry Conditions ---
// IF fast EMA crosses above slow EMA AND RSI > 50 THEN go long
longEntry  = ta.crossover(fastEMA, slowEMA) and rsi > 50

// IF fast EMA crosses below slow EMA AND RSI < 50 THEN go short
shortEntry = allowShorts and ta.crossunder(fastEMA, slowEMA) and rsi < 50

// --- Exit Conditions ---
// Exit long if trend reverses or RSI weakens
exitLong  = strategy.position_size > 0 and (ta.crossunder(fastEMA, slowEMA) or rsi < 45)

// Exit short if trend reverses or RSI strengthens
exitShort = strategy.position_size < 0 and (ta.crossover(fastEMA, slowEMA) or rsi > 55)

// --- Orders ---
if longEntry
    strategy.entry("Long", strategy.long)

if shortEntry
    strategy.entry("Short", strategy.short)

if exitLong
    strategy.close("Long")

if exitShort
    strategy.close("Short")

// --- Plot EMAs ---
plot(fastEMA, "Fast EMA", color = color.yellow)
plot(slowEMA, "Slow EMA", color = color.purple)