RSI Strategy with Auto Tuner (PF) by AJSwogger
By AJSwogger
Performance Metrics
- Author: AJSwogger
- Symbol: NASDAQ:SOFI
- Timeframe: 1 minute
- Net P&L: +4.81 USD (+0.00%)
- Win Rate: 58.7%
- Profit Factor: 1.163
- Max Drawdown: 7.07 USD (0.01%)
- Total Trades: 167
Description
# RSI Auto‑Tuner Strategy — How To UseThis document explains **how to use** the RSI Auto‑Tuner strategy. It intentionally avoids math and implementation details. Follow this as an operating guide.---## 1. What This Tool Is ForThis strategy helps you:* Discover **which RSI length works best** on a given ticker and timeframe* Measure performance using **Profit Factor (PF)*** Improve RSI performance on noisy markets by **transforming price first**The auto‑tuner is a **research tool**, not a live trading signal generator.---## 2. Two Modes You Must Treat Differently### Research ModeUsed to explore and discover parameters.* Auto‑Tune: **ON*** Parameters are allowed to change* Results may look very good* Overfitting risk is real### Trading ModeUsed for forward testing or live trading.* Auto‑Tune: **OFF*** Parameters are fixed* Behavior is stable and repeatable* This is the only acceptable mode for live use**Never trade live with Auto‑Tune enabled.**---## 3. Manual Mode (Trading Mode)Use this after parameters are finalized.Steps:1. Set **Auto‑Tune = OFF**2. Choose: * Source (raw price or transformed price) * RSI Length (manual, default 14) * Oversold / Overbought levels3. The strategy will: * Enter long when RSI crosses up through Oversold * Enter short when RSI crosses down through Overbought * Flip positions on opposite signalsThis mode is predictable and safe for forward testing.---## 4. Auto‑Tune Mode (Research Mode)Use this to find optimal RSI lengths.Steps:1. Set **Auto‑Tune = ON**2. Configure the search range: * Minimum Length (default 5) * Maximum Length (default 14) * Step Size (default 1)3. The strategy will: * Internally simulate trades for each RSI length * Track gross profit, gross loss, and trades * Select the length with the highest Profit Factor4. The best length is applied automaticallyAuto‑Tune evaluates historical data only.---## 5. Using a Transform on Price (Critical)RSI does **not** have to run on raw price.You can significantly improve results by:* Applying a **price transform** first* Feeding the transformed series into the RSI Source inputExamples of transforms:* Moving averages* Low‑pass filters* Butterworth filters* Any smoother or denoiserWhy this works:* Busy, wicky markets cause RSI to whipsaw* Transforms remove micro‑noise* RSI responds to structure instead of chaos* Profit Factor often increases dramaticallyBest practice:* Auto‑tune on raw price* Auto‑tune on transformed price* Compare PF, trade count, and stability---## 6. Reading the Status LabelAt the last bar, the on‑chart label shows:* Whether Auto‑Tune is ON or OFF* Whether candidates were built successfully* Number of RSI lengths tested* Best RSI length found* Profit Factor and trade countIf Auto‑Tune is OFF, the label shows the manual length.---## 7. Recommended Workflow1. Choose ticker and timeframe2. Enable Auto‑Tune on **raw price**3. Record best RSI length and PF4. Enable Auto‑Tune on **transformed price**5. Compare results6. Lock parameters7. Disable Auto‑Tune8. Forward test---## 8. Warnings and Discipline* High PF with few trades is unreliable* Transforms can hide execution costs* Always validate on a different period* Auto‑Tune is a **lens**, not an edgeTreat this tool as a research microscope, not an autopilot.