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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