QuantNomad - RSI Strategy - LTCUSDT - 5m

2019年6月8日

Really nice performance of Simple RSI Strategy for LTCUSDT ( Binance ) 5m chart.
Params: RSI Length: 3, RSI OverSold level: 47, RSI OverBought Level: 56
Performance: 391% profit, 2400 trades, 42% prof, 14.6% dd , 0.65 sharpe.

I think this strategy can be a really nice base for a pretty good strategy. We have quite a lot of trades here you can add additional filters that will improve strategy a bit.

And remember:
Past performance does not guarantee future results.

2020年10月14日

版本注释

Cleaning the code