StockSharp.Strategies.0016_RSI_Divergence.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0016_RSI_Divergence.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0016_RSI_Divergence.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0016_RSI_Divergence.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0016_RSI_Divergence.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0016_RSI_Divergence.py" />
paket add StockSharp.Strategies.0016_RSI_Divergence.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0016_RSI_Divergence.py, 5.0.1"
#:package StockSharp.Strategies.0016_RSI_Divergence.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0016_RSI_Divergence.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0016_RSI_Divergence.py&version=5.0.1
RSI Divergence (Python Version)
Strategy based on RSI divergence
Testing indicates an average annual return of about 85%. It performs best in the crypto market.
RSI Divergence searches for price extremes unconfirmed by the RSI oscillator. A bullish divergence leads to a buy and a bearish divergence prompts a sell. The trade lasts until RSI reverses or a stop fires.
Divergence setups often emerge near the end of long trends. By comparing the oscillator's behavior with price action, the strategy attempts to catch early reversals with controlled risk.
Details
- Entry Criteria: Signals based on RSI.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal or stop.
- Stops: Yes.
- Default Values:
RsiPeriod
= 14StopLossPercent
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: RSI
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: Yes
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
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Move reset logic to OnReseted in initial strategies