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
<PackageReference Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0110_RSI_Failure_Swing.py" />
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"
#:package StockSharp.Strategies.0110_RSI_Failure_Swing.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0110_RSI_Failure_Swing.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0110_RSI_Failure_Swing.py&version=5.0.1
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 minuteStopLoss
= 2%
- Filters:
- Category: Reversal
- 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.
NuGet packages
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Add reset handlers for overlooked strategies