Class RsiStrategy

java.lang.Object

com.quantfinlib.backtest.strategies.RsiStrategy

All Implemented Interfaces:

TradingStrategy

public final class RsiStrategy
extends Object
implements TradingStrategy

RSI mean reversion: buy when RSI crosses up through the oversold level, sell when it crosses down through the overbought level.

Constructor Summary

Constructors

Constructor	Description
RsiStrategy(int period, double oversold, double overbought)

Method Summary

Modifier and Type	Method	Description
void	init(BarSeries series)
String	name()
Signal	onBar(int i)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.quantfinlib.backtest.TradingStrategy

stopLossPct, takeProfitPct

Constructor Details

RsiStrategy

public RsiStrategy(int period,
 double oversold,
 double overbought)

Method Details

name

public String name()

Specified by:

name in interface TradingStrategy

init

public void init(BarSeries series)

Specified by:

init in interface TradingStrategy

onBar

public Signal onBar(int i)

Specified by:

onBar in interface TradingStrategy