在Pine Script中为RSI指标添加交叉警报的技术求助

我正在用Pine Script搭建交易机器人策略，目前RSI信号运行正常，但在警报设置环节遇到问题。需要为RSI添加交叉警报：当RSI上穿30时触发买入警报，下穿70时触发卖出警报。以下是我的代码：

//input
len = input.int(title='RSI len', defval=14, inline='1')
src = input.source(title='Source', defval=close, inline='1')
upli = input.int(title='Up line limit', defval=70, inline='2')
lowli = input.int(title='Down line limit', defval=30, inline='2')
theme = input.string(title='Mode', defval='Dark', options=['Dark', 'Light'])

//rsi
rsilevel = ta.rsi(src, len)

//calculations RSI lines
ob = 100
upper = ob - lowli
lower = ob - upli
center = ob - 50
zero = 0

//mode settings
color colorred = na
color colorgreen = na
color coloryellow = na
color colorwhite = na
color coloraqua = na

modeDark = if theme == 'Dark'
    colorred := color.red
    colorgreen := color.green
    coloryellow := color.yellow
    colorwhite := color.white
    coloraqua := color.aqua
    coloraqua
modeLight = if theme == 'Light'
    colorred := color.red
    colorgreen := color.green
    coloryellow := color.blue
    colorwhite := color.green
    coloraqua := color.yellow
    coloraqua

//display RSI lines (center, overbought, oversold)

upline = plot(upper, color=colorred, title='Up line', linewidth=2)
dnline = plot(lower, color=colorgreen, title='Down line', linewidth=2)
ctr = plot(center, color=colorwhite, title='Center line', transp=50)

//display rsi
rsiover = plot(rsilevel, color=color.rgb(148, 41, 148), title='RSI', transp=50)

//calculations RSI overbought and oversold lines for filling
lineupper = rsilevel > upper ? upper : rsilevel
linelower = rsilevel < lower ? lower : rsilevel
lu = plot(lineupper, color=colorred, title='Overbought', transp=100)
ll = plot(linelower, color=colorgreen, title='Oversold', transp=100)

//filling lines
fill(ll, rsiover, color=colorgreen, title='Fill background oversold zone', transp=20)
fill(lu, rsiover, color=colorred, title='Fill background overbought zone', transp=20)

fill(ctr, upline, color=colorred, title='Fill background from center line to Up line', transp=100)
fill(ctr, dnline, color=colorgreen, title='Fill background from center line to Down line', transp=100)


ma1(source, length, type) =>
    switch type
        "SMA" => ta.sma(source, length)
        "Bollinger Bands1" => ta.sma(source, length)
        "EMA1" => ta.ema(source, length)
        "SMMA (RMA)1" => ta.rma(source, length)
        "WMA1" => ta.wma(source, length)
        "VWMA1" => ta.vwma(source, length)

rsiLengthInput = input.int(100, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
maTypeInput1 = input.string("SMA1", title="MA Type", options=["SMA1", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings")
maLengthInput1 = input.int(14, title="MA Length", group="MA Settings")
bbMultInput1 = input.float(2.0, minval=0.001, maxval=50, title="BB StdDev", group="MA Settings")

up1 = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput)
down1 = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput)
rsi1 = down1 == 0 ? 100 : up1 == 0 ? 0 : 100 - (100 / (1 + up1 / down1))
rsiMA1 = ma1(rsi1, maLengthInput1, maTypeInput1)
isBB1 = maTypeInput1 == "Bollinger Bands"

plot(rsi1, "RSI 2", color.rgb(199, 226, 47))

rsiUpperBand = hline(70, "RSI Upper Band", color=#787B86)
hline(50, "RSI Middle Band", color=color.new(#787B86, 50))
rsiLowerBand1 = hline(30, "RSI Lower Band", color=#787B86)
fill(rsiUpperBand, rsiLowerBand1, color=color.rgb(126, 87, 194, 90), title="RSI Background Fill")
bbUpperBand1 = plot(isBB1 ? rsiMA1 + ta.stdev(rsi1, maLengthInput1) * bbMultInput1 : na, title = "Upper Bollinger Band", color=color.green)
bbLowerBand1 = plot(isBB1 ? rsiMA1 - ta.stdev(rsi1, maLengthInput1) * bbMultInput1 : na, title = "Lower Bollinger Band", color=color.green)
fill(bbUpperBand1, bbLowerBand1, color= isBB1 ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill")



if ta.crossover(upli,70)
    label.new(bar_index, 75, text = 'Sell', color= color.rgb(201, 60, 55), textcolor = color.rgb(252, 249, 249), style=label.style_label_down)
if ta.crossover(30, len)
    label.new(bar_index, 20, text = 'Buy', color= color.rgb(40, 180, 45), textcolor = #ffffff, style=label.style_label_up)

问题分析 #

现有代码的警报触发逻辑存在两处核心错误：

• ta.crossover(upli,70)：参数顺序颠倒，且upli默认值就是70，该条件永远不会触发。正确逻辑应为判断RSI数值下穿上限阈值。
• ta.crossover(30, len)：错误用RSI周期长度len代替RSI实时数值，逻辑完全不成立，正确逻辑应为判断RSI数值上穿下限阈值。

另外，Pine Script需通过alertcondition()函数定义警报条件，才能在TradingView的警报设置中选择对应信号。

修正后的代码 #

替换原代码末尾的标签判断部分为以下内容，同时添加警报条件定义：

// 定义正确的交叉触发条件
buyCondition = ta.crossover(rsilevel, lowli)  // RSI上穿下限阈值（默认30）
sellCondition = ta.crossunder(rsilevel, upli) // RSI下穿上限阈值（默认70）

// 添加警报条件，用于TradingView警报设置
alertcondition(buyCondition, title="RSI买入警报", message="RSI上穿" + str.tostring(lowli) + "，触发买入信号")
alertcondition(sellCondition, title="RSI卖出警报", message="RSI下穿" + str.tostring(upli) + "，触发卖出信号")

// 显示触发标签
if buyCondition
    label.new(bar_index, 20, text = 'Buy', color= color.rgb(40, 180, 45), textcolor = #ffffff, style=label.style_label_up)
if sellCondition
    label.new(bar_index, 75, text = 'Sell', color= color.rgb(201, 60, 55), textcolor = color.rgb(252, 249, 249), style=label.style_label_down)

使用说明 #

修正后，在TradingView中打开脚本的警报设置界面，即可选择“RSI买入警报”或“RSI卖出警报”作为触发条件，设置对应的通知方式。

内容的提问来源于stack exchange，提问作者rony sen