crypto_rife

RSI Div at Daily VWAP StDev

Mean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP . Useful for intra-day trading.

Signal criteria:
1. RSI is at Overbought/Oversold
2. RSI Divergence present (not hidden)
3. RSI has not reached Neutral level (i.e. 50)
4. Price has crossed above/below a Standard Deviation from Daily VWAP

Config Options:
- RSI length (default:14)
- Divergence Lookback Period (default:14)
- RSI Oversold/Overbought tresholds (default: 70/30)
- RSI Reset Level (default: 55/45)
- Use VWAP Std Dev (default: yes)
- Standard Deviation from Daily VWAP (default: 1.51)

Use with discretion.
版本注释: Fixed filtering of divs under RSI Overbought/Oversold
版本注释: Can choose Indicator Time Frame
版本注释: fix reset when crossing neutral level
版本注释: Fixes identification of divergences when 2nd SH/SL on RSI is not at extremes, as it is still a valid divergence.
版本注释: bugfix: some bearish divergences where detected below overbought

开源脚本

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