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DoubleRSIStrategy

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DoubleRSIStrategy
版本注释
- Removed RSI. Now only using Stoch RSI.
- Entry filter is based on n bar breakout and StochRSI OB/OS.
- Exit at neutral StochRSI level.
版本注释
- Added Trend Filter. You can Enable/Disable Trend filter in input dialog box. Default is set to 100 EMA and 50 EMA stack.
版本注释
Added Volume Filter on entry.
Additional inputs are:
Enable/Disable Volume Filter
Volume Simple Moving Average Period
Volume Factor.

If volume filter is activated, the strategy will check current volume vs avg volume.
If ratio is greater than Volume Factor then it validate an entry.
If it is less than the Volume Factor it will invalidate the entry.

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