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Simple RSI MA strategy code sample

I am wondering if anyone has a back test with the following:

5min resolution, intraday only, /NQ, taking a 4-period simple moving average of the RSI plot, (think a smoother RSI line, less bouncing around the 30-oversold line).

Looking to long only, open at cross above 30 and close at cross below 55.

I want to back test this strategy, it's a bull-market only strategy, bear market strategy would be short at cross below 70, and close at cross above 45.

I imagine someone has done this already, if so, please share.

 

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Check this algorithm. The results ara bad, but here you can see some of the coolest Lean features, consolidators, composite indicators, schedules, warm up and multiple time frames.

Hope it helps.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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