View source: R/first-attempts.R
This is a strategy for long/short positioning according to RSI cross of pre-fixed thresholds subject to parameterization.
1 | trade_rsi(series, lower = 30, upper = 70, epsilon = 5/100)
|
series |
is a |
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. |
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