Struct RsiStrategy

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pub struct RsiStrategy {
    pub window: usize,
    pub oversold: f64,
    pub overbought: f64,
}

Expand description

RSI-based strategy.

Long when RSI drops below the oversold threshold, short when RSI rises above the overbought threshold.

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§window: usize§oversold: f64§overbought: f64

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impl RsiStrategy

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pub fn new(window: usize, oversold: f64, overbought: f64) -> Self

Trait Implementations§

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impl PriceStrategy for RsiStrategy

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fn signal(&self, history: &[f64]) -> Signal

Determine the trading signal from observed price history.

Auto Trait Implementations§

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impl UnwindSafe for RsiStrategy

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