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ninjatrader/strategies/rsi-divergence
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moshferatu 61eb06950f Add backtest results for SPY for RSI divergence strategy
2024-08-31 06:29:38 -07:00
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backtest-results Add backtest results for SPY for RSI divergence strategy 2024-08-31 06:29:38 -07:00
README.md Add backtest results for SPY for RSI divergence strategy 2024-08-31 06:29:38 -07:00
RSIDivergenceBot.cs Prevent trades in the RSI divergence strategy only until there are at least divergence period bars available 2024-08-31 06:25:59 -07:00
strategy_rules.png

README.md

RSI Divergence Bot

This strategy was inspired by the following post on X:

Strategy Rules

Rules

  1. On the hourly SPY chart, enter a long when the RSI is > than it was 5 bars ago but price is lower.
  2. Exit the position when the RSI is > 70.

Backtest Results

SPY

SPY All-Time Analysis

SPY All-Time Summary