Published
Jul 19, 2025
1y ago
Total Downloads
550
550
Install
dotnet add package StockSharp.Strategies.0026_RSI_Reversion.py --version 5.0.0
No framework information available.
README
RSI Reversion (Python Version)
Strategy based on RSI mean reversion
RSI Reversion assumes price will revert after reaching extreme RSI values. When RSI falls below the lower threshold it buys; when above the upper threshold it sells. Positions close as RSI moves back toward neutral.
The extremes can be calibrated to suit various markets. Using additional filters like trend direction helps avoid fading strong moves too early.
Details
- Entry Criteria: Signals based on RSI.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal or stop.
- Stops: Yes.
- Default Values:
RsiPeriod= 14OversoldThreshold= 30mOverboughtThreshold= 70mExitLevel= 50mStopLossPercent= 2mCandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: RSI
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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