QuantNomad - RSI Strategy - NKE - 5m

2019年6月6日

Really good performance of Simple RSI Strategy for Nike (NKE) 5m chart.
Params: RSI Length: 30, RSI OverSold level: 45, RSI OverBought Level: 60
Performance:57% profit, 112 trades, 73% prof, 6.7% dd, 1.36 sharpe.

And remember:
Past performance does not guarantee future results.

2020年10月14日

版本注释

Cleaning the code