moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add parameters to Triple RSI Drop strategy documentation

Browse Source
This commit is contained in:
moshferatu 2024-12-10 10:39:44 -08:00
parent eade9180a6
commit 7bddc4e789
1 changed files with 14 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
strategies/triple-rsi-drop/README.md
View File

@ -12,4 +12,18 @@ This strategy was inspired by the following:
4. If the 5-period RSI closes below 30, enter a long trade.
4. Exit the trade when the 5-period RSI closes above 50.
## Parameters
**Long-Term Trend Period**: The period of the long-term trend as measured using a simple moving average. (Default: 200)
**RSI Period**: The period to use in the RSI calculation. (Default: 5)
**Consecutive Days**: The number of consecutive days that RSI has to drop before entering a trade. (Default: 3)
**First Day RSI**: The RSI value that the first day must be below in order to enter a trade. (Default: 60.0)
**RSI Entry**: The RSI value below which to enter a trade. (Default: 30.0)
**RSI Exit**: The RSI value above which to exit a trade. (Default: 50.0)
---