ninjatrader/strategies/triple-rsi-drop
2024-12-10 10:35:21 -08:00
..
README.md
TripleRSIDrop.cs Initial commit of Triple RSI Drop strategy 2024-12-10 10:35:21 -08:00

Triple RSI Drop

This strategy was inspired by the following:

Triple RSI Drop Rules

Rules

  1. The asset (e.g., SPY) must be above its 200-day moving average.
  2. The 5-period RSI must have been below 60 3 days ago.
  3. The 5-period RSI has dropped for 3 days in a row.
  4. If the 5-period RSI closes below 30, enter a long trade.
  5. Exit the trade when the 5-period RSI closes above 50.