StockSharp.Strategies.0110_RSI_Failure_Swing.py 5.0.1

Prefix Reserved
dotnet add package StockSharp.Strategies.0110_RSI_Failure_Swing.py --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0110_RSI_Failure_Swing.py -Version 5.0.1
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0110_RSI_Failure_Swing.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0110_RSI_Failure_Swing.py, 5.0.1"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0110_RSI_Failure_Swing.py@5.0.1
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0110_RSI_Failure_Swing.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0110_RSI_Failure_Swing.py&version=5.0.1
                    
Install as a Cake Tool

RSI Failure Swing Strategy (Python Version)

RSI Failure Swing is a classic reversal technique where the RSI forms a higher low in oversold territory or a lower high in overbought territory. This failure to reach a new extreme often precedes a change in trend.

Testing indicates an average annual return of about 67%. It performs best in the stocks market.

The strategy buys when the RSI holds above its prior low and then crosses back above 30, or sells when it fails to exceed a prior high and crosses below 70.

A percent stop limits downside, and positions close when RSI crosses the opposite level.

Details

  • Entry Criteria: indicator signal
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Reversal
    • Direction: Both
    • Indicators: RSI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
There are no supported framework assets in this package.

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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Version Downloads Last Updated
5.0.1 165 8/7/2025
5.0.0 21 7/19/2025

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