StockSharp.Strategies.0247_RSI_Breakout
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0247_RSI_Breakout --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0247_RSI_Breakout -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0247_RSI_Breakout" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0247_RSI_Breakout" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0247_RSI_Breakout" />
paket add StockSharp.Strategies.0247_RSI_Breakout --version 5.0.2
#r "nuget: StockSharp.Strategies.0247_RSI_Breakout, 5.0.2"
#:package StockSharp.Strategies.0247_RSI_Breakout@5.0.2
#addin nuget:?package=StockSharp.Strategies.0247_RSI_Breakout&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0247_RSI_Breakout&version=5.0.2
RSI Breakout Strategy (C# Version)
The RSI Breakout strategy looks for momentum bursts when the Relative Strength Index pushes beyond its typical range. By measuring RSI deviations from its moving average, the system aims to catch new trends as they begin.
Testing indicates an average annual return of about 88%. It performs best in the stocks market.
A long position is opened when RSI closes above the average plus Multiplier
times the standard deviation. A short position is taken when RSI falls below the average minus that multiplier. Positions are closed once RSI crosses back through its average value.
Momentum traders may find this approach useful for identifying early breakouts while still maintaining defined exit levels. A stop-loss percentage protects against sudden reversals.
Details
- Entry Criteria:
- Long: RSI > Avg + Multiplier * StdDev
- Short: RSI < Avg - Multiplier * StdDev
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit when RSI < Avg
- Short: Exit when RSI > Avg
- Stops: Yes, percent stop-loss.
- Default Values:
RsiPeriod
= 14AveragePeriod
= 20Multiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: RSI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
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Refactor strategy reset handling