Alvarez - RSI2 Initial Pullback Strategy - StockFetcher.com Stock Screener

StockFetcher Forums · Filter Exchange · Alvarez - RSI2 Initial Pullback Strategy

<< >>Post Follow-up

bushynose 22 posts msg #156442 - Ignore bushynose	4/8/2021 2:24:17 PM https://alvarezquanttrading.com/blog/rsi2-strategy-double-returns-with-a-simple-rule-change/ (How to add clickable http link?) Fetcher[ /* Set up Rules Stock is member of the Russell 3000 index The as traded price is greater than $1 The 21 day moving average of closevolume greater than $500K Close is greater than the 100 day moving average RSI2 is less than 10 Entry Rules If we have a set up, then enter a limit order for the next day at 5% below the close. Order good for one day only. Only place enough orders so if they are all filled you are not in more than 10 positions If have multiple set ups, then rank from high to low by the 100 day historical volatility. We enter on additional intraday weakness. Exit Rules RSI is greater than 50 or after 10 trading days Exit on next open / apply to sharedlist(russell-3000) close is above 1 Average Volume(21) is above 500000 close is above MA(100) RSI(2) crossed below 10 set{var1, close 1 day ago * 0.95} draw var1 on plot close set{var2, count(open is above var1, 1)} draw var2 add column Historical Volatility(100,1) sort column 5 ascending]

StockFetcher Forums · Filter Exchange · Alvarez - RSI2 Initial Pullback Strategy

<< >>Post Follow-up

StockFetcher Tools
Filter Editor
My Filters
Watch Lists
Chart+
Find Similar Stocks
Shared Lists

Support
Contact Us
Support Home

Subscriber
Subscriber Benefits

Settings
Chart
Results
MyFilters

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.