Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Beskrivning
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English ========= inwCoin RSI Bullish/ Bearish Divergence Startegy.
RSI Bullish and Bearish divergence is a popular strategy that most people use to find the "reversal pattern" and bet on it. ...But is it really profitable in long run?
To find the answer, I write this strategy to test this hypothesis and the result is interesting.
------ How it work? ------ As you know, the main logic of bullish / bearish divergence are..
Buy Signal : RSI higher low in Oversold zone and price lower low Sell Signal : RSI lower high in Overbought zone and price lower high
I also add some parameters to my strategy 1) Use stop loss + specific stop loss level 2) lookback period = RSI / Price lookback period to find divergence
---------- The result ---------- Not working at all. It working ok in some period of time like in sideway market But when uptrend established, it can't make any profit ( well, it's mean reversion strategy after all haha )
Also, when market keep crashing like in Nov 2018. This strategy got stop out so many times before you can make 1 profitable trade.... But that trade won't last long because you have to take profit when you got bearish divergence signal.
---------- Conclusion ---------- Combine with trend following strategy. This strategy might be able to fill the gap of sideway market. But don't depend solely on this strategy because in long run, it can't beat the market.
Versionsinformation
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- Add data source for higher high/ lower low price option