Example of Simple RSI Buy/Sell at a level and hold for 10 days — Strategy by sevendays
By sevendays
Performance Metrics
- Author: sevendays
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: −28.53 USD (−2.85%)
- Win Rate: 75.0%
- Profit Factor: 0.833
- Max Drawdown: 136.29 USD (12.78%)
- Total Trades: 12
- Sharpe Ratio: −0.089
Description
Script implements strategy:1 Buy at RSI (10) 40 or after 10 daysThe strategy is not profitable for long term trading.