Based on post
https://twitter.com/QuantifiedStrat/sta ... 35379?s=20
We backtest the following modified trading rules:
* The 5-day RSI is below 30, and
* The 5-day RSI reading is down for the third day in a row, and
* The 5-day RSI reading was below 60 three trading days ago, and
* The close is higher than the 200-day moving average, and
* If 1-4 are true, then buy at the close.
* Sell at the close when the 5-day RSI crosses above 50.
(Short side was added)
Triple RSI Trading Strategy.lua- (32.9 KiB) Downloaded 66 times
