peakRSI = rsi > ref(rsi,-1) and rsi > ref(rsi,+1);
troughRSI = rsi <ref(rsi,-1) and rsi < ref(rsi,+1);
Long:
crossover(rsi,peakRSI) and C > C (at time have last peak RSI)
Short:
crossunder(rsi, troughRSI) and C < C( at time have last trough RSI)
The Strategy was revised and updated on January 18, 2019.