Cutler’s RSI Trading Strategy (Indicator Backtest And Example)

Cutler’s RSI including backtest

The RSI is a very popular trading indicator among different security traders. But there are other variations of the RSI indicator. One of them is Cutler‘s RSI. You may be wondering what it is, and in this article, we provide you with a description and how it performs in backtests.

Cutler’s RSI is a variation of the original RSI indicator developed by Welles Wilder. It uses a simple moving average in its calculation instead of the smoothed moving average used in Wilder’s original RSI formula. Because it uses a simple moving average, Cutler’s RSI is not data length dependent, so it returns consistent results regardless of the length of the period, or the starting point. However, our backtests reveal that Cutler’s RSI is no improvement compared to Wilder’s RSI.

What is Cutler’s RSI indicator?

Cutlers’ RS