StockSharp.Strategies.0441_Rsi_Plus_1200 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0441_Rsi_Plus_1200 --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0441_Rsi_Plus_1200 -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0441_Rsi_Plus_1200" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0441_Rsi_Plus_1200" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0441_Rsi_Plus_1200" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0441_Rsi_Plus_1200 --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0441_Rsi_Plus_1200, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0441_Rsi_Plus_1200@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0441_Rsi_Plus_1200&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0441_Rsi_Plus_1200&version=5.0.0
                    


                            Install as a Cake Tool

RSI + 1200 Strategy (C# Version)

The RSI + 1200 Strategy seeks to capture trend reversals confirmed by relative strength and a higher time frame trend filter. It combines a classic 14‑period Relative Strength Index with an Exponential Moving Average calculated on a 120‑minute multi‑time frame series ("1200" refers to the higher time frame in the original concept). Trading signals are only taken when momentum and the trend filter align.

Backtests on liquid cryptocurrency pairs show that the method performs best in sustained directional markets. Choppy or range‑bound periods can produce false signals, so the strategy includes a small price slack around the EMA and a percentage based stop‑loss to help manage risk.

A long trade is opened when the RSI crosses upward from oversold territory and price is within one percent above the higher‑time‑frame EMA. The short setup is the mirrored condition. Positions are closed when the RSI reaches the opposite extreme, signalling exhaustion of the move. A protective stop is also placed at stopLossPercent percent from the entry price.

Details

  • Entry Conditions
    • Long: RSI crosses above rsiOversold and close is ⇐ 1% above EMA.
    • Short: RSI crosses below rsiOverbought and close is >= 1% below EMA.
  • Exit Conditions
    • Long: RSI rises above rsiOverbought.
    • Short: RSI falls below rsiOversold.
  • Stops: Optional percentage stop‑loss via stopLossPercent.
  • Default Parameters
    • rsiLength = 14
    • rsiOverbought = 72
    • rsiOversold = 28
    • emaLength = 150
    • mtfTimeframe = 120 minutes
    • stopLossPercent = 0.10 (10%)
  • Filters
    • Category: Trend following
    • Direction: Both
    • Indicators: RSI, EMA
    • Stops: Yes
    • Complexity: Medium
    • Timeframe: Intraday / multi‑time frame
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Moderate
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Version Downloads Last Updated
5.0.0 220 8/7/2025