StockSharp.Strategies.0058_RSI_Overbought_Oversold.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0058_RSI_Overbought_Oversold.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0058_RSI_Overbought_Oversold.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0058_RSI_Overbought_Oversold.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0058_RSI_Overbought_Oversold.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0058_RSI_Overbought_Oversold.py" />
paket add StockSharp.Strategies.0058_RSI_Overbought_Oversold.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0058_RSI_Overbought_Oversold.py, 5.0.1"
#:package StockSharp.Strategies.0058_RSI_Overbought_Oversold.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0058_RSI_Overbought_Oversold.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0058_RSI_Overbought_Oversold.py&version=5.0.1
RSI Overbought/Oversold (Python Version)
This system trades reversals using the Relative Strength Index. When RSI drops below the oversold level, it buys after closing any shorts. When RSI climbs above the overbought level, it sells after closing longs.
Testing indicates an average annual return of about 61%. It performs best in the crypto market.
Positions exit when RSI returns to a neutral zone or the stop-loss is reached.
Details
- Entry Criteria: RSI below
OversoldLevel
or aboveOverboughtLevel
. - Long/Short: Both directions.
- Exit Criteria: RSI crosses
NeutralLevel
or stop. - Stops: Yes.
- Default Values:
RsiPeriod
= 14OverboughtLevel
= 70OversoldLevel
= 30NeutralLevel
= 50CandleType
= TimeSpan.FromMinutes(5)StopLossPercent
= 2.0m
- Filters:
- Category: Oscillator
- Direction: Both
- Indicators: RSI
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- 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.
GitHub repositories
This package is not used by any popular GitHub repositories.
style: align C# strategies with tabs