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QuantNomad
12 mai 2019 08:50

Kozlod - RSI Strategy - 1 minute 

Twitter, Inc.NYSE

Description

Started to play with very simple strategies. Trying to find ones with optimal parameters which work well for certain symbols/timeframe.
Found that basic RSI strategy without any position management with high RSI length (65 in this script) works pretty good for 1m chart for few stocks.
It's also not bad for AAPL, SPY.
It might not work very good on it's not but can give you a pretty good base for more complicated indicators.

And remember:
Past performance does not guarantee future results.

Notes de version

Cleaning the code
Commentaires
csevinctav
It's a good strategy. Is it available as an indicator, not a strategy? I can't get an alarm? Thanks
Pramodnair
Drawdown is 27k!!!
QuantNomad
@Pramodnair, yep. Had a few overoptimized to specific symbol/timeframe strategies in my library. Updated all of them to display real performance and not optimized one.
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