ChrisMoody

CM RSI-2 Strategy - Upper Indicators.

RSI-2 Strategy

***At the bottom of the page is a link where you can download the PDF of the Backtesting Results.

This year I am focusing on learning from two of the best mentors in the Industry with outstanding track records for Creating Systems, and learning the what methods actually work as far as back testing.

I came across the RSI-2 system that Larry Connors developed. Larry has become famous for his technical indicators, but his RSI-2 system is what actually put him “On The Map” per se. At first glance I didn’t think it would work well, but I decided to code it and ran backtests on the S&P 100 In Down Trending Markets, Up Trending Markets, and both combined. I was shocked by the results. So I thought I would provide them for you. I also ran a test on the Major forex Pairs (12) for the last 5 years, and All Forex Pairs (80) from 11/28/2007 - 6/09/2014, impressive results also.

The RSI-2 Strategy is designed to use on Daily Bars, however it is a short term trading strategy. The average length of time in a trade is just over 2 days. But the results CRUSH the general market averages.

Detailed Description of Indicators, Rules Below:

Link For PDF of Detailed Trade Results
http://d.pr/f/Q885

Original Post

오픈 소스 스크립트

이 스크립트의 오써는 참된 트레이딩뷰의 스피릿으로 이 스크립트를 오픈소스로 퍼블리쉬하여 트레이더들로 하여금 이해 및 검증할 수 있도록 하였습니다. 오써를 응원합니다! 스크립트를 무료로 쓸 수 있지만, 다른 퍼블리케이션에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 님은 즐겨찾기로 이 스크립트를 차트에서 쓸 수 있습니다.

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차트에 이 스크립트를 사용하시겠습니까?
//Created by ChrisMoody 
//BarColor strategy for RSI-2 Paint Bars + 200SMA and 5 SMA
study("_CM_RSI_2_HB_MA", overlay=true)
src = close, 

//RSI Code
up = rma(max(change(src), 0), 2)
down = rma(-min(change(src), 0), 2)

rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsi_up = rsi > 90
rsi_down = rsi < 10

//MovAvg's Code
ma5 = sma(close,5)
ma200= sma(close, 200)

//Rules for Bar Colors
isLongEntry() => close > ma200 and close < ma5 and rsi < 10

isLongExit() => close > ma200 and close[1] < ma5[1] and high > ma5 and ((close[1] > ma200[1] and close[1] < ma5[1] and rsi[1] < 10) or (close[2] > ma200[2] and close[2] < ma5[2] and rsi[2] < 10) or (close[3] > ma200[3] and close[3] < ma5[3] and rsi[3] < 10) or (close[4] > ma200[4] and close[4] < ma5[4] and rsi[4] < 10) )

isShortEntry() => close < ma200 and close > ma5 and rsi > 90

isShortExit() => close < ma200 and close[1] > ma5[1] and low < ma5 and ((close[1] < ma200[1] and close[1] > ma5[1] and rsi[1] > 90) or (close[2] < ma200[2] and close[2] > ma5[2] and rsi[2] > 90) or (close[3] < ma200[3] and close[3] > ma5[3] and rsi[3] > 90) or (close[4] < ma200[4] and close[4] > ma5[4] and rsi[4] > 90) )
//Rules For MA Colors
col = ma5 >= ma200 ? lime : ma5 < ma200 ? red : na
barcolor(isLongEntry() ? lime : na)
barcolor(isLongExit() ? yellow : na)
barcolor(isShortEntry() ? red : na)
barcolor(isShortExit() ? yellow : na)
plot(ma5, color=col, title="5 SMA", style=line, linewidth=3)
plot(ma200, color=col, title="200 SMA", style=circles, linewidth=3)