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RSI Strategy

Hi All,

I have been playing around with a strategy of buying a stock if rsi meets the following criteria - rsi(14)<30, rsi(5)<20, rsi(3)<10 and rsi(2)<5 and then selling when rsi(2) crosses back over 30-40. The reverse is true also.

I am trying to see if I can backtest this with Quantopian to see how it performs historically. Does anyone know the easiest place to get started with this?

Thanks.

1 response

Could you please specify what "The reverse is true also" exactly means (when buying when selling)?

Anyway here is an algorithm that should do what you like (adapted from here )