QuantNomad - RSI Strategy - LTCUSDT - 5m

8 ביוני 2019

Really nice performance of Simple RSI Strategy for LTCUSDT ( Binance ) 5m chart.
Params: RSI Length: 3, RSI OverSold level: 47, RSI OverBought Level: 56
Performance: 391% profit, 2400 trades, 42% prof, 14.6% dd , 0.65 sharpe.

I think this strategy can be a really nice base for a pretty good strategy. We have quite a lot of trades here you can add additional filters that will improve strategy a bit.

And remember:
Past performance does not guarantee future results.

14 באוק׳ 2020

הערות שחרור

Cleaning the code