trade_rsi: RSI Trading Signal

Description Usage Arguments

View source: R/first-attempts.R

Description

This is a strategy for long/short positioning according to RSI cross of pre-fixed thresholds subject to parameterization.

Usage

1
trade_rsi(series, lower = 30, upper = 70, epsilon = 5/100)

Arguments

series

is a xts object representing the OHLC object as retrieved using getSymbols.

lower

is the RSI level requested to trigger the short trade.

upper

is the RSI level requested to trigger the long trade.

epsilon

is the tolerance to avoid closing a position too early.


msaltieri/algotrading documentation built on May 29, 2019, 5:46 a.m.