CryptoRSI — Strategy by Konscio
By Konscio
Performance Metrics
- Author: Konscio
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +163.74 USD (+16.37%)
- Win Rate: 59.6%
- Profit Factor: 12.68
- Max Drawdown: 6.81 USD (0.64%)
- Total Trades: 47
Description
CryptoRSI – PresetsThis strategy is inspired by the work of Pavel Kýček (Robuxio).CryptoRSI is a rule-based approach built around RSI extremes with a simple market regime filter.This is a systematic framework. It does not guarantee results. Crypto markets are volatile and can produce long streaks of false signals.Core ideaThe strategy seeks to participate in strong upside phases after momentum becomes extreme.It does so by combining:An RSI-based entry ruleA regime filter based on BTC vs its EMAA mechanical exit rule (WMA or RSI threshold, depending on preset)PresetsOnly one input is exposed: the Preset.Original – smoother and more selective. Fewer signals, typically higher quality.Agressif – faster RSI and higher thresholds. More signals, more noise.Entry ruleRSI is computed on the traded symbol.In Original, RSI is smoothed (SMA smoothing) to reduce noise.A long entry triggers when RSI exceeds the Buy Threshold.Market filter (BTC regime)A market filter is enabled by default.The filter uses BITSTAMP:BTCUSD on the Daily timeframe.*Trades are allowed only when BTC is above its EMA(50).When the filter is not satisfied, the background turns red.Exit ruleExit depends on the preset:Original: exit when price crosses below a WMA(50).Agressif: exit when RSI drops below the Sell Threshold.Chart elementsRSI plot (smoothed or raw depending on preset)Horizontal lines showing Buy / Sell thresholdsBackground regime highlighting the market filterImportant notesThis strategy is long-only.Backtests assume frictionless execution (no fees, no slippage). Real-world results may differ significantly.The objective is to provide a consistent decision framework, not to predict tops or bottoms.