ninjatrader/strategies/rsi-divergence
2024-08-31 06:48:01 -07:00
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backtest-results Add /NQ backtest results for RSI divergence strategy 2024-08-31 06:48:01 -07:00
README.md Add /NQ backtest results for RSI divergence strategy 2024-08-31 06:48:01 -07:00
RSIDivergenceBot.cs
strategy_rules.png

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

ETFs

SPY

SPY All-Time Analysis

SPY All-Time Summary

QQQ

QQQ All-Time Analysis

QQQ All-Time Summary

Futures

/ES

ES Analysis

ES Summary

/NQ

NQ Analysis

NQ Summary