RSI Cross Strategy [RSI ULTIMATE]

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RSI Cross Strategy [RSI ULTIMATE] — Release Notes (EN)
Version: 1.4 (Pine v6)
Date: 14 Oct 2025
Authors: Abraham ICARD

🚀 Summary
This release adds tighter trade governance (cooldown, weekdays-only, one-at-a-time) and sharper entry rules (RSI thresholds), on top of the existing daily trade cap, session hours, and entry/exit alerts.

✨ What’s New
• Cooldown Between Trades
◦ cooldown_minutes prevents a new entry until X minutes have elapsed since the last trade.
• Weekdays-Only Filter
◦ weekdays_only limits trading to Monday–Friday (exchange timezone).
• Single Position at a Time
◦ pyramiding = 0 + logic checks ensure only one active trade at any moment.
• RSI Thresholds for Cross Entries
◦ Long entries require RSI ≥ 52.
◦ Short entries require RSI ≤ 48.
◦ Inputs: rsi_long_min, rsi_short_max.

✅ Existing Features (kept & compatible)
• Daily Trade Limit: max_trades_per_day with robust day reset.
• Trading Session Window: session_allowed + option to block entries outside session.
• Trend Filter (opt-in): EMA50, SMA200, optional VWAP gate.
• TP/SL in % from average position price.
• Alerts:
◦ UI: ENTRY LONG, ENTRY SHORT, EXIT LONG, EXIT SHORT.
◦ Runtime toggle: enable_runtime_alerts, with per-bar or per-bar-close frequency.
• Performance Table: closed trades, winrate, net PnL, PF, max DD, trades today.
• Clean chart visuals: EMA/SMA/VWAP and BUY/SELL markers.

🔧 Key Parameters
• Risk & Entries
◦ tp_percent, sl_percent
◦ rsi_fast_len, rsi_slow_len, src
◦ rsi_long_min (default 52), rsi_short_max (default 48)
• Governance
◦ max_trades_per_day
◦ session_allowed, block_entries_outside_session
◦ cooldown_minutes
◦ weekdays_only (Mon–Fri)
• Trend Filter
◦ use_trend_filter, ema_len, sma_len, use_vwap
• Alerts
◦ enable_runtime_alerts
◦ alert_once_on_close

🔔 Alerts (UI & Runtime)
• ENTRY LONG — “RSI cross + trend + RSI ≥ threshold; rules OK”
• ENTRY SHORT — “RSI cross + trend + RSI ≤ threshold; rules OK”
• EXIT LONG / EXIT SHORT — position closed (TP/SL or manual close)
Create from Create Alert → choose the alertcondition by name; or enable alert() runtime via inputs.

🛠 Improvements & Robustness
• Day Reset: Uses a date key (YYYYMMDD) to guarantee boolean reset condition; avoids na on first bar.
• Session Handling: Session window interpreted in the exchange timezone of the symbol.
• VWAP: Uses ta.vwap(hlc3) for stability across markets.

⚠️ Notes & Limitations
• Backtesting granularity: Strategy logic evaluates on bar close (standard Pine behavior).
• Sessions & Timezone: Hours/weekday checks align with the symbol’s exchange timezone.
• No built-in optimizer: Tune via Strategy Tester/inputs.

📜 Changelog
1.4
• Added cooldown_minutes, weekdays_only, single-position enforcement, RSI entry thresholds (≥52 / ≤48).
• Integrated with existing daily cap, session window, and alerting.
1.3
• Daily trade cap, session gating, entry/exit alerts (UI + runtime), KPI table refresh.
1.2
• Enhanced KPIs & overlays (EMA/SMA/VWAP), French alert messaging.
1.1
• Combined trend filter; RSI fast/slow cross entries; TP/SL percentages.
1.0
• Initial Pine v6 version.

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