AI - RSI Strategy

Category: trend, momentum

A trend-following mean-reversion strategy that enters long on oversold RSI conditions during a long-term uptrend (Price > SMA 200) and exits when RSI becomes overbought.

Formula

Long: RSI(close, 14) < 30 \text{ AND } close > SMA(close, 200)\\Exit: RSI(close, 14) > 70

Inputs

• RSI Length (default: 14)
• SMA Length (default: 200)
• Overbought Level (default: 70)
• Oversold Level (default: 30)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.