GMS: RSI Strategy

SPDR S&P 500 ETF TRUSTArca

描述

⋅ Feb 27, 2020 1:42 AM

This is just a basic RSI strategy that it easy to use and quite comprehensive so you can quickly test out an idea based on RSI.

- I made it comprehensive in that you can select long, short, or both.

- There is a simple moving average trend filter. You can filter for trades above, below, or don't include it at all.

- The exit is based on a simple moving average.

The source code should be open if you want to see it or modify it for your own project. I hope it helps!

Andre
Global Market Signals

版本注释

⋅ Mar 5, 2020 7:40 PM

I just added in a % profit target and % stop loss. Each has an on/off switch so you can test each other together or independently!

I hope it helps,

Andre

Relative Strength Index (RSI)Simple Moving Average (SMA)systemtrading algorithm swingtrading

thehwrproject

⋅ Apr 23, 2023 8:58 AM

Hey mate, love your work, very cool! I wanted to get signals sent to a company like pineconnector but the guys there said some code such as this {{Strategy.market_position}} {{ticker}} Q= sl= tp= for example as it gives extra trades or doesnt close some trades when it should. They said you would know where the SL/TP levels are generated. Thanks in advance for your response