GMS: RSI & ROC Strategy

SPDR S&P 500 ETF TRUSTArca

Description

⋅ Feb 27, 2020 6:42 PM

This is a basic strategy like the RSI one I posted. This one adds in the Rate of Change indicator as well.

You can separate the two for RSI only and ROC only. Everything else is the same as the RSI strategy.

- Simple moving average trend filter.
- Simple moving average trade exit.
- Both long and short or each on it's own.

The source code should be open if you want to see it or modify it for your own project. I hope it helps!

Andre
Global Market Signals

Release Notes

⋅ Mar 5, 2020 7:44 PM

I just added in a % profit target and % stop loss. Each has an on/off switch so you can test each other together or independently!

Also changed the default values for the ROC Upper and Lower from 0.01 & -0.01 to 1 & -1

I hope it helps,

Andre

Relative Strength Index (RSI)Rate of Change (ROC)Simple Moving Average (SMA)trendtrading longshort