From 8d9121d02ac4fb1872462fd7e55cd5221d72cd81 Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Thu, 21 Nov 2024 12:30:42 -0800
Subject: [PATCH] Set 2-Period RSI entry threshold to 15 (up from 5)

---
 strategies/two_period_rsi.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/strategies/two_period_rsi.py b/strategies/two_period_rsi.py
index 06c644d..804bd1f 100644
--- a/strategies/two_period_rsi.py
+++ b/strategies/two_period_rsi.py
@@ -31,5 +31,5 @@ def signals(data: DataFrame) -> Series:
     ma_200 = calculate_moving_average(data)
     rsi_2 = calculate_rsi(data)
 
-    conditions = (data['Close'] > ma_200) & (rsi_2 < 5)
+    conditions = (data['Close'] > ma_200) & (rsi_2 < 15)
     return Series(np.where(conditions, 'L', 'N'), index = data.index)
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