RSI Div at Daily VWAP StDev

2021년 5월 5일

Mean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP. Useful for intra-day trading.

Signal criteria:
1. RSI is at Overbought/Oversold
2. RSI Divergence present (not hidden)
3. RSI has not reached Neutral level (i.e. 50)
4. Price has crossed above/below a Standard Deviation from Daily VWAP

Config Options:
- RSI length (default:14)
- Divergence Lookback Period (default:14)
- RSI Oversold/Overbought tresholds (default: 70/30)
- RSI Reset Level (default: 55/45)
- Use VWAP Std Dev (default: yes)
- Standard Deviation from Daily VWAP (default: 1.51)

Use with discretion.

2021년 5월 5일

릴리즈 노트

Fixed filtering of divs under RSI Overbought/Oversold

2021년 5월 5일

릴리즈 노트

Can choose Indicator Time Frame

2021년 5월 6일

릴리즈 노트

fix reset when crossing neutral level

2021년 6월 27일

릴리즈 노트

Fixes identification of divergences when 2nd SH/SL on RSI is not at extremes, as it is still a valid divergence.

2021년 7월 25일

릴리즈 노트

bugfix: some bearish divergences where detected below overbought