Pair Trading > Models, Algorithms & Approaches

RSI and earnings filtering

<< < (2/3) > >>

Stephane Benichou:
Karel,
Could you also avoid the problem that the system re-enter in trade after cutting the 20 days stop loss?
tx
Stephane

admin:
I will think about the proper solution here.

admin:
RSI filter is now online (in backtester). Example:
https://www.pairtradinglab.com/backtests/VHc7zVechO2fjsvi

admin:
RSI is now also supported in new PTL Trader version (1.2.0).

JackBeach:
Hello Karel,

I see in the Wiki that the default value for the RSI = 15, but on the web, the default value usually used for the RSI is 14.

From your experience, is there really a noticeable difference between the two?
Which one is supposed to give better results as default value?

Navigation

[0] Message Index

[#] Next page

[*] Previous page