RMI trend change

The "RMI Trend Swing" is an automated trend-following and swing trading strategy built on a composite indicator of RMI (Relative Momentum Index) and MFI (Money Flow Index), supplemented by ADX (Average Directional Index) trend strength filtering and time-based session filtering. The strategy is designed to identify the inception points of medium-term trends and enter positions when momentum is strong, aiming to capture significant swing moves. It provides intuitive visual feedback through a dynamic band on the chart.

Core Logic & Components

Core Indicator Calculation:

RMI-MFI Composite Value: The primary signal generator. It averages a variant of the standard RSI (RMI) and the MFI, combining price change and volume factors to provide a more holistic view of market momentum.

Range-Weighted Moving Average (RWMA): A moving average weighted by each bar's range. Bars with higher volatility (larger ranges) have a greater impact, making the RWMA more responsive to market consensus and significant price movements.

Volatility Band (Band): Dynamically calculated based on the ATR (Average True Range), forming upper and lower channels around the RWMA to act as dynamic support and resistance levels.

Trade Signal Generation:

Long Signal (Buy): Generated when the RMI-MFI composite value crosses above the user-defined "Positive above" threshold (default: 66) from below, concurrently with a rising short-term EMA(5), and only if the ADX indicator confirms strong trend strength (above its threshold, default: 25).

Short Signal (Sell): Generated when the RMI-MFI composite value falls below the user-defined "Negative below" threshold (default: 30), accompanied by a falling short-term EMA(5), and confirmed by a strong ADX reading.

Multi-Layer Filtration:

ADX Trend Filter: Signals are only executed if the ADX value is above the set level, ensuring the strategy only trades in trending markets and avoids whipsaws during choppy, low-trend consolidation periods.

Trading Session Filter: Users can define a specific daily trading window (default: 09:30 - 16:00). Entry orders are only placed during this active session, helping to avoid the low liquidity and atypical volatility often seen in pre-market and post-market hours.

Auto-Close Mechanism: The strategy includes a scheduled close function (default: between 15:10-15:20) to exit all positions automatically before the market close, effectively managing overnight risk for day-trading scenarios.

Visual Output:

The strategy plots a distinct colored band on the chart for at-a-glance market assessment.

Green Band/Candles: Indicates a bullish trend phase. The RWMA line and the band below it are colored green, and all price candles also turn green.

Red Band/Candles: Indicates a bearish trend phase. The RWMA line and the band above it are colored red, and all price candles turn red.

Buy/Sell Labels: Small labels are plotted on the chart at the exact bar where a new entry signal is generated, providing clear markers for trade triggers.

Key Advantages

Multi-Factor Confirmation: Combines momentum, volume-weighted averages, and trend strength for higher-quality signals.

Integrated Risk Management: Employs ADX and time filters to avoid poor trading environments and includes a mandatory daily close.

Intuitive Visualization: The colored bands and candles provide an immediate and clear representation of the prevailing market regime.

Ideal Instruments & Market Conditions
This strategy is best suited for trend-prone instruments (such as equity indices, major cryptocurrencies, and forex majors) on intraday timeframes for swing trading. It performs optimally in markets with clear, sustained directional movement and will typically generate fewer trades during sideways, ranging conditions. 策略概述
“RMI趋势波段”是一个基于RMI（Relative Momentum Index，相对动量指数）与MFI（资金流量指数）复合指标，并辅以ADX（平均方向指数）趋势强度过滤和交易时间过滤的自动化趋势跟踪与波段交易策略。该策略旨在识别中期趋势的起始点，并在趋势强劲时入场，以期捕捉主要波段行情，同时通过可视化带状区域直观展示市场动态。

核心逻辑与组成部分

核心指标计算：

RMI-MFI 复合值： 策略的核心信号源。它计算了标准RSI的变体（RMI）和MFI的平均值，结合了价格变动和交易量因素，能更综合地反映市场的动量。

范围移动平均线 (RWMA)： 一种根据K线波动幅度加权的移动平均线。波动大的K线权重更高，能更灵敏地反映市场价格的共识。

波动带 (Band)： 基于ATR（平均真实波幅）动态计算得出，围绕RWMA形成上轨和下轨，构成一个动态支撑阻力通道。

交易信号生成：

多头信号 (买入)： 当RMI-MFI复合值从下方突破预设的“Positive above”阈值（默认66），同时短期EMA(5)上扬，且ADX指标显示趋势强劲（高于阈值，默认25）时，产生买入信号。

空头信号 (卖出)： 当RMI-MFI复合值跌破预设的“Negative below”阈值（默认30），同时短期EMA(5)下跌，且ADX指标显示趋势强劲时，产生卖出信号。

多重过滤条件：

ADX趋势过滤： 只有当ADX值高于设定的水平时，才会接受RMI产生的交易信号，确保只在趋势明确的市场环境中交易，避免在震荡市中频繁假信号。

交易时间过滤： 用户可自定义每日的交易时间段（默认：09:30 - 16:00），策略只在该时间窗口内才会开仓，帮助规避盘前盘后流动性低或波动异常的时间段。

自动平仓： 策略内置定时平仓功能（默认在15:10-15:20之间），每日收盘前自动了结所有头寸，避免隔夜风险。

可视化效果：

策略在图表上绘制了精美的彩色带状区域。

绿色区域/蜡烛图： 表示当前为多头趋势，RWMA线及下方的带状区域会显示为绿色，同时所有K线也会变为绿色。

红色区域/蜡烛图： 表示当前为空头趋势，RWMA线及上方的带状区域会显示为红色，同时所有K线也会变为红色。

在信号触发点，还会在图表相应位置生成买入或卖出的标签标记。

策略优势

多维度确认： 结合动量、成交量加权均线和趋势强度，信号质量较高。

风险控制： 通过ADX和时间过滤器有效过滤不良信号，并强制日内平仓。

直观清晰： 通过颜色和带状区域的变化，市场状态一目了然。

适用品种与场景
该策略主要适用于趋势性较强的标的（如股票指数、主流加密货币、外汇主要货币对等）的日中波段交易。在趋势明朗的行情中表现最佳，在横盘整理期间可能会减少交易频率。