trader.strategies.rsi_revert module¶

Mean reversion on RSI: buy oversold, exit when it recovers.

class trader.strategies.rsi_revert.RsiRevertStrategy(id, period=14, oversold=30.0, overbought=70.0)[source]¶

Bases: object

Buy when RSI falls below oversold; sell when it rises above overbought.

Parameters:

id (str)
period (int)
oversold (float)
overbought (float)

id: str¶

period: int¶

oversold: float¶

overbought: float¶

backtestable: ClassVar[bool] = True¶

warmup_bars()[source]¶

Return type:: int

evaluate(bars, position)[source]¶

Parameters:

bars (Sequence[Bar])
position (Position | None)

Return type: