Comme vous pouvez le voir sur l’image ci-jointe, cela semble bien fonctionner.
Voici la stratégie telle que je l’ai codée à partir de zéro:

DEFPARAM CumulateOrders = false
MyRsi = Rsi[14](close)
IF MyRsi CROSSES OVER  50 THEN
   HH   = high
   LL   = low
ENDIF
IF MyRsi CROSSES UNDER 50 THEN
   PrevHH = HH
   PrevLL = LL
HH     = 0
LL     = 0
ENDIF
IF HH > 0 THEN
   HH   = max(HH,high)
   LL   = min(LL,low)
ENDIF
IF OnMarket OR (StrategyProfit <> StrategyProfit[1]) THEN
   PrevHH = 0
   PrevLL = 0
   HH     = 0
   LL     = 0
ENDIF
IF Not OnMarket AND (StrategyProfit = StrategyProfit[1]) AND (PrevHH > 0 AND PrevLL > 0) THEN
   BUY       1 CONTRACT AT PrevHH Stop
   SELLSHORT 1 CONTRACT AT PrevLL Stop
ENDIF
SET TARGET pPROFIT 100
SET STOP   pLOSS   50

J’attache également deux indicateurs, un à ajouter SUR le tableau des prix et l’autre à ajouter EN DESSOUS du tableau des prix.
Les deux mettent en évidence lorsque RSI> 50:

ONCE Bar1 = 0
ONCE Bar2 = 0
MyRsi = Rsi[14](close)
IF MyRsi CROSSES OVER  50 THEN
   Bar1 = barindex
   HH   = high
   LL   = low
ENDIF
IF MyRsi CROSSES UNDER 50 THEN
   Bar2 = barindex - 1
   PrevHH   = HH
   PrevLL   = LL
   PrevBAR1 = Bar1
   PrevBAR2 = Bar2
   HH       = 0
   LL       = 0
   Bar1     = 0
   Bar2     = 0
ENDIF
IF HH > 0 THEN
   HH   = max(HH,high)
   LL   = min(LL,low)
ENDIF
IF HH = 0 THEN
   DRAWRECTANGLE(PrevBar1,PrevHH,PrevBar2,PrevLL)
ENDIF
RETURN

ONCE t = 0
MyRsi = Rsi[14](close)
IF MyRsi CROSSES OVER  50 THEN
   t = 255
ENDIF
IF MyRsi CROSSES UNDER 50 THEN
   t = 0
ENDIF
IF HH > 0 THEN
   HH   = max(HH,high)
   LL   = min(LL,low)
ENDIF
BACKGROUNDCOLOR(211,211,211,t)
RETURN MyRsi AS "Rsi",70 AS "70",50 AS "50",30 AS "30"

x-8.jpg