stocksharp.strategies.0163_rsi_williams_r
5.0.0
Prefix Reserved
See the version list below for details.
dotnet add package stocksharp.strategies.0163_rsi_williams_r --version 5.0.0
NuGet\Install-Package stocksharp.strategies.0163_rsi_williams_r -Version 5.0.0
<PackageReference Include="stocksharp.strategies.0163_rsi_williams_r" Version="5.0.0" />
<PackageVersion Include="stocksharp.strategies.0163_rsi_williams_r" Version="5.0.0" />
<PackageReference Include="stocksharp.strategies.0163_rsi_williams_r" />
paket add stocksharp.strategies.0163_rsi_williams_r --version 5.0.0
#r "nuget: stocksharp.strategies.0163_rsi_williams_r, 5.0.0"
#:package stocksharp.strategies.0163_rsi_williams_r@5.0.0
#addin nuget:?package=stocksharp.strategies.0163_rsi_williams_r&version=5.0.0
#tool nuget:?package=stocksharp.strategies.0163_rsi_williams_r&version=5.0.0
Rsi Williams R Strategy
Implementation of strategy #163 - RSI + Williams %R. Buy when RSI is below 30 and Williams %R is below -80 (double oversold condition). Sell when RSI is above 70 and Williams %R is above -20 (double overbought condition).
RSI outlines the overall momentum, while Williams %R gives a quicker signal of reversal. Trades act on agreement between the two oscillators.
Good for active traders chasing short swings. ATR-based stops are employed.
Details
- Entry Criteria:
- Long:
RSI < RsiOversold && WilliamsR < WilliamsROversold
- Short:
RSI > RsiOverbought && WilliamsR > WilliamsROverbought
- Long:
- Long/Short: Both
- Exit Criteria:
- RSI returns to neutral zone
- Stops: Percent-based using
StopLoss
- Default Values:
RsiPeriod
= 14RsiOversold
= 30mRsiOverbought
= 70mWilliamsRPeriod
= 14WilliamsROversold
= -80mWilliamsROverbought
= -20mStopLoss
= new Unit(2, UnitTypes.Percent)CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: RSI, Williams %R, R
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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