Mean Reversion

Version 1.0.0 ยท

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Description

Bollinger Bands mean reversion strategy combined with RSI for oversold/overbought conditions. Buys when price is below lower band and RSI is oversold, sells when price is above upper band and RSI is overbought.

Default Parameters

No parameters defined.

Parameter Schema

{
    "bb_period": {
        "type": "integer",
        "min": 10,
        "max": 50,
        "default": 20
    },
    "bb_std": {
        "type": "number",
        "min": 1,
        "max": 3,
        "default": 2
    },
    "rsi_period": {
        "type": "integer",
        "min": 7,
        "max": 21,
        "default": 14
    },
    "rsi_oversold": {
        "type": "integer",
        "min": 20,
        "max": 40,
        "default": 30
    },
    "rsi_overbought": {
        "type": "integer",
        "min": 60,
        "max": 80,
        "default": 70
    }
}

Recent Backtests with this Strategy

No backtests yet with this strategy.