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billpwchan / futu_algo

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Apache License 2.0
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ADX & RSI Trading Strategy #1

Open billpwchan opened 3 years ago

billpwchan commented 3 years ago

ADX & RSI Strategy based on the following specification

ADXdays=Optimize("ADXdays",10,5,25,5); ADXlimit=Optimize("ADXlimit",25,10,50,5); RSI_threshold = Optimize("RSILimit",20,5,100,5);

Buy= RSI(2) < RSI_threshold AND ADX(ADXdays)>ADXlimit ; buyPrice=Close;

Sell= C>Ref(H,-1);