GMS: RSI Strategy by GlobalMarketSignals
By GlobalMarketSignals
Performance Metrics
- Author: GlobalMarketSignals
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +100,215.91 USD (+104.12%)
- Win Rate: 75.0%
- Profit Factor: 7.913
- Max Drawdown: 6,543.37 USD (4.53%)
- Total Trades: 36
- Sharpe Ratio: 0.05
Description
Feb 26, 2020This is just a basic RSI strategy that it easy to use and quite comprehensive so you can quickly test out an idea based on RSI.- I made it comprehensive in that you can select long, short, or both.- There is a simple moving average trend filter. You can filter for trades above, below, or don't include it at all.- The exit is based on a simple moving average.The source code should be open if you want to see it or modify it for your own project. I hope it helps!AndreGlobal Market SignalsMar 5, 2020Release NotesI just added in a % profit target and % stop loss. Each has an on/off switch so you can test each other together or independently!I hope it helps,Andre