请求优化RSI指标代码：仅触发首次超买穿40/超卖穿60信号

需求说明 #

需要实现以下RSI交易信号逻辑：

• 空单信号：RSI从**超买区间（≥70）**下穿40水平时触发，且仅触发该区间内的首个下穿信号
• 多单信号：RSI从**超卖区间（≤30）**上穿60水平时触发，且仅触发该区间内的首个上穿信号

修正后的Pine Script代码 #

//@version=5
indicator(title='RSI 专属交易信号', overlay=false)

// 输入参数
rsiLength = input.int(title='RSI周期', defval=14)
overboughtLevel = input.int(title='超买阈值', defval=70)
oversoldLevel = input.int(title='超卖阈值', defval=30)
shortCrossLevel = input.int(title='空单触发下穿水平', defval=40)
longCrossLevel = input.int(title='多单触发上穿水平', defval=60)

// 计算RSI值
rsi = ta.rsi(close, rsiLength)

// 持久化变量：记录是否已触发当前区间的信号
var bool hasLongSignal = false
var bool hasShortSignal = false

// 重置信号状态的条件：RSI回到中线，或重新进入超买/超卖区间
resetLong = ta.crossover(rsi, 50) or ta.crossunder(rsi, oversoldLevel)
resetShort = ta.crossunder(rsi, 50) or ta.crossover(rsi, overboughtLevel)

if resetLong
    hasLongSignal := false
if resetShort
    hasShortSignal := false

// 生成信号的核心逻辑
longCondition = ta.crossover(rsi, longCrossLevel) and not hasLongSignal and ta.barssince(ta.crossover(rsi, oversoldLevel)) > 0
shortCondition = ta.crossunder(rsi, shortCrossLevel) and not hasShortSignal and ta.barssince(ta.crossunder(rsi, overboughtLevel)) > 0

// 触发信号后标记为已触发
if longCondition
    hasLongSignal := true
if shortCondition
    hasShortSignal := true

// 绘制信号标记
plotshape(longCondition, "多单信号", style=shape.triangleup, location=location.bottom, color=color.green, size=size.small)
plotshape(shortCondition, "空单信号", style=shape.triangledown, location=location.top, color=color.red, size=size.small)

// 绘制RSI及关键水平线
plot(rsi, title='RSI', color=color.purple)
hline(overboughtLevel, '超买线', color=color.new(color.red, 50))
hline(oversoldLevel, '超卖线', color=color.new(color.green, 50))
hline(shortCrossLevel, '空单触发线', color=color.new(color.red, 20))
hline(longCrossLevel, '多单触发线', color=color.new(color.green, 20))
hline(50, '中线', color=color.new(#787B86, 60))

代码关键逻辑说明 #

• 持久化信号标记：用var声明的hasLongSignal和hasShortSignal会在脚本运行全程保留状态，避免同一区间内重复触发信号
• 信号重置机制：当RSI回到50中线，或者重新进入超买/超卖区间时，重置信号标记，确保下次符合条件时能触发新信号
• 跨位条件校验：在判断跨位的同时，加入“RSI此前曾进入对应超买/超卖区间”的校验，确保信号是从目标区间出发的跨位动作
• 单次触发控制：只有在未触发过当前区间信号的情况下，才生成有效交易信号，触发后标记为已触发，避免重复提示

内容的提问来源于stack exchange，提问作者Stefan Anders