Larry Connors’ RSI 25 & RSI 75 (Amibroker And Tradestation Code)

Code For Free Strategies Larry Connors’ RSI 25 & RSI 75 (Amibroker And Tradestation Code)

The strategy in plain English:

 

  1. The close must be above the 200-day average.
  1. The 4-day RSI must be below 25.
  2. Aggressive version: buy a second unit if the RSI goes lower – under 20.
  3. Exit when the 4-day RSI turns above 55.

 

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Amibroker code:

 

Buy= RSI(4)<25 AND C>MA(C,200);
buyPrice=Close;
Sell= RSI(4)>55;
sellPrice=Close ;

 

Tradestation code:

 

If close>average(close,200) and RSI(close,4)<25 then buy this bar at close;
If RSI(close,4)>55 then sell this bar at close;

 

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.

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