MarketSci blogger piše:
The indicator RSI(2) has been garnering a lot of attention from the blogosphere. A number of fellow bloggers (Woodshedder, IBDIndex, Bill Rempel and Dogwood come to mind) have been doing all sorts of nifty stuff with it and I recommend that TA-oriented folks get plugged into that discussion.
In this report I’m going to test the indicator in its simplest form and look at how its performance has evolved over time (and why trading it as a static strategy might be a dangerous approach).
I’ve read a lot of different interpretations of RSI(2), but in its simplest form, traders go long when the RSI is very low (i.e. oversold) and short when it’s very high (i.e. overbought). In the graph below I’ve assumed a trader went long the S&P 500 at today’s close whenever the RSI closed below 10 and short whenever it closed above 90, from 2000 (frictionless with no return on cash).
Post je objavljen 15.12.2008. u 17:07 sati.