Stochastic Extreme Reversal: Stochastic-Kreuzungen mit einem geduldigen RSI-Ausstieg

// ============================================================
// Stochastic Extreme Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 1 hour
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 1000

// --- Parameters ---
positionSize = 1           // contracts per trade
stochPeriod = 18           // stochastic lookback
stochSmooth = 2            // %K smoothing
stochDPeriod = 6           // %D average of %K
overboughtLevel = 90       // stochastic must have been above this for a short setup
oversoldLevel = 10         // stochastic must have been below this for a long setup
consolidationPeriod = 2    // bars checked for the extreme reading
rsiPeriod = 2              // fast RSI used for exits
rsiUpperLevel = 95         // RSI peak level that counts for longs
rsiLowerLevel = 5          // RSI trough level that counts for shorts
rsiExitCount = 4           // RSI peaks needed before the exit is allowed
rsiPeakLookback = 8        // bars used to measure each RSI peak
rsiBaseline = 50           // starting value for the last RSI peak

ONCE setupState = 0        // -1 long setup, 1 short setup, 0 none
ONCE barsSinceSetup = 0
ONCE rsiPeakCount = 0
ONCE lowerPeakCount = 0
ONCE lastRsiPeak = 0

// --- Indicators ---
stochK = Stochastic[stochPeriod, stochSmooth](close)
stochD = Average[stochDPeriod](stochK)
rsiValue = RSI[rsiPeriod](close)