多指标趋势动量交易策略基于布林带相对强弱与交易量的综合量化交易系统-Multi-Indicator-Trend-Momentum-Trading-Strategy-A-Comprehensive-Quantitative-Trading-System-Based-on-Bollinger-Bands-RSI-and-OBV

/*backtest
start: 2024-02-18 00:00:00
end: 2025-02-17 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ahmetkaratas4238

//@version=5
strategy("İstanbul Stratejisi", overlay=true)

// Bollinger Bantları Hesaplamaları
bbLength = 20
bbMult = 2.0
basis = ta.sma(close, bbLength)
dev = bbMult * ta.stdev(close, bbLength)
upperBand = basis + dev
lowerBand = basis - dev

// RSI Hesaplamaları
rsiLength = 14
rsi = ta.rsi(close, rsiLength)
rsiThreshold = 50

// OBV Hesaplaması
obv = ta.cum(volume * math.sign(ta.change(close)))  // ta.cum yerine ta.cumulative kullanılmalı
obvTrend = ta.ema(obv, 10) > ta.ema(obv[1], 10)  // OBV'nin yükseliş trendinde olup olmadığını kontrol eder

// ALIM ŞARTLARI
buyCondition = close > basis and rsi > rsiThreshold and obvTrend

// SATIM ŞARTI
sellCondition = close < lowerBand

// Alım İşlemi Aç
if buyCondition
    strategy.entry("Long", strategy.long)

// Satım İşlemi Yap (Pozisyon Kapat)
if sellCondition
    strategy.close("Long")

// Bollinger Bantlarını Göster
plot(upperBand, title="Üst Bollinger Bandı", color=color.red)
plot(lowerBand, title="Alt Bollinger Bandı", color=color.green)
plot(basis, title="Orta Bollinger Bandı", color=color.blue)

// Alım ve Satım Sinyallerini İşaretle
plotshape(series=buyCondition, location=location.belowbar, color=color.green, style=shape.labelup, title="Alım Sinyali")
plotshape(series=sellCondition, location=location.abovebar, color=color.red, style=shape.labeldown, title="Satım Sinyali")