RSI strategy

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RSI strategy

Postby Alexander.Gettinger » Tue Nov 30, 2010 2:01 am

BUY condition: RSI crosses over [Level].
SELL condition: RSI crosses under [Level].

RSI_Strategy.png


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Re: RSI strategy

Postby psaros » Tue Nov 30, 2010 4:51 am

Thank you very Much
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Re: RSI strategy

Postby Ancient » Thu Dec 16, 2010 3:07 am

Strategy is not Opening Orders?
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Re: RSI strategy

Postby ramsfxcode » Sun Jan 09, 2011 10:33 am

Hi Alex

Am using the latest version of FXCM TS II as of 08-Jan-2011.

TestCase-1

MarketscopeChart=EURJPY/m15
BackTest-SetSignal=No/AccountInitial=500/LotSize=10000
Strategy=RSI/AllDefaultSettings/14/Close/50/TF=m30/Equity=16480

Report Output for the above TF
Strategy Performance Report
=================================================
Strategy Tested RSI_STRATEGY(EUR/JPY.m30,RSI(14))
Price Source EUR/JPY
From 2011-01-04 13:45:01
To 2011-01-07 16:00:01
Ticks Simulated 3268
Profit Trades 1 (14%)
Total Profit 9080
Maximal Profit 9080
Average Profit 9080.00
Loss Trades 6 (85%)
Total Loss 5160
Maximal Loss 1330
Average Loss 860.00
Gross Profit/Loss 3920

Query:
1. If this strategy was actually executed with the above settings, would it have resulted in the same exactly.
2. What does the Simulated Ticks imply here ?
3. Report shows 7 trades with 1 Profit Trade=9080
4. How is this calculated...when there is only 7 trades?
5. Probably i did not understand the LotSize in the BackTest Parameters !
(LotSize=10000 i believe is equal to Mini 10K Amount)
6. Account is a Demo account (10K=1 Pip)

rams
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Re: RSI strategy

Postby sho-me-pips » Fri Jan 21, 2011 4:12 pm

Could you modify this strategy to buy on cross up of 30 and sell on cross down of 70.
"A hundred pips a day keeps the collector away"
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Re: RSI strategy

Postby sho-me-pips » Sun Feb 06, 2011 9:12 am

Would someone tell me how to modify this code so this strategy will not close trades automatically.

Thanks in advance.

PS: I was able to modify a stochastic strategy to fit my needs.. :D
"A hundred pips a day keeps the collector away"
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Re: RSI strategy

Postby alepan72 » Mon Feb 28, 2011 4:44 am

sho-me-pips wrote:Could you modify this strategy to buy on cross up of 30 and sell on cross down of 70.


It 's good and usefull tool from this way.
Is it possible Alexander?

Best regards!
Kisses from Greece :!:
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Re: RSI strategy

Postby Alexander.Gettinger » Thu Mar 03, 2011 11:26 pm

sho-me-pips wrote:Could you modify this strategy to buy on cross up of 30 and sell on cross down of 70.


OK.
I work on it.
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Re: RSI strategy

Postby Alexander.Gettinger » Fri Mar 04, 2011 12:36 am

sho-me-pips wrote:Could you modify this strategy to buy on cross up of 30 and sell on cross down of 70.


Please, see this strategy.

Download:
RSI_Strategy2.lua
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Re: RSI strategy

Postby alepan72 » Fri Mar 04, 2011 7:45 am

BEST, it 's simply the best. Thanx a lot Alexander!!!
Just a simple correction... Could you, please, add an option to allow multiple longs and shorts trades?

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