StockSharp.Strategies.0442_Rsi_Ema.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0442_Rsi_Ema.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0442_Rsi_Ema.py -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.0442_Rsi_Ema.py" 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.0442_Rsi_Ema.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0442_Rsi_Ema.py" />
                    


                            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.0442_Rsi_Ema.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0442_Rsi_Ema.py, 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.0442_Rsi_Ema.py@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.0442_Rsi_Ema.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0442_Rsi_Ema.py&version=5.0.0
                    


                            Install as a Cake Tool

RSI + EMA Trend Strategy (Python Version)

This system pairs a classic Relative Strength Index (RSI) oscillator with a dual moving-average trend filter. The RSI provides short-term overbought and oversold readings while the two exponential moving averages (EMAs) define the broader trend. The strategy only takes trades in the direction of the fast EMA relative to the slow EMA, helping avoid counter‑trend setups during strong directional moves.

When price momentum pushes RSI below the oversold threshold and the fast EMA is above the slow EMA, the market is assumed to be in an uptrend and a long position is opened. Conversely, if RSI rises above the overbought level while the fast EMA still exceeds the slow EMA, the strategy initiates a short trade, expecting a short‑term pullback inside the larger trend channel.

Positions are exited when RSI leaves the extreme zone on the opposite side, signalling that the mean reversion move has likely exhausted. The method is simple yet effective for capturing brief momentum swings in trending environments. It works well on liquid instruments where RSI extremes occur frequently but trend direction remains intact.

Details

  • Entry Criteria:
    • Long: RSI < oversold and EMA1 > EMA2.
    • Short: RSI > overbought and EMA1 > EMA2.
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: RSI > overbought.
    • Short: RSI < oversold.
  • Stops: None built-in.
  • Default Values:
    • RSI Length = 14.
    • Overbought/Oversold = 70 / 30.
    • EMA Lengths = 150 / 600.
  • Filters:
    • Category: Momentum
    • Direction: Both
    • Indicators: Multiple
    • Stops: No
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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Version Downloads Last Updated
5.0.0 224 8/7/2025