ninjatrader/strategies/ibs-rsi

IBS + RSI

This is a mean reversion strategy based on the IBS (Internal Bar Strength) and RSI (Relative Strength Index) indicators.

The strategy was inspired by the following:

Rules

1. The asset's (e.g., SPY) IBS must be < 0.25.
2. If the 21-period RSI is < 45, enter a long trade.
3. Exit the trade when the current day's close is higher than the previous day's close.

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