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Rsi


class backtide.strategies.Rsi(rsi_period=14, bb_period=20, bb_std=2.0)

Relative Strength Index combined with Bollinger Bands for dual confirmation.

Combines RSI and Bollinger Bands. Enters long when RSI is in oversold territory and price is at or below the lower Bollinger Band, giving a dual confirmation of mean-reversion conditions. Exits when RSI returns to neutral or price reaches the upper band. Useful for catching bounces with higher conviction than RSI or Bollinger Bands alone.

Parameters

rsi_period : int, default=14

RSI look-back period.

bb_period : int, default=20
Bollinger Band moving average period.

bb_std : float, default=2.0
Number of standard deviations for the bands.

Attributes

name : str

Human-readable strategy name.

is_multi_asset : bool
Whether this is a multi-asset strategy.


See Also

AdaptiveRsi

Relative Strength Index with a dynamically adaptive look-back period.

AlphaRsiPro

Advanced Relative Strength Index with adaptive overbought/oversold levels.

BollingerMeanReversion

Mean-reversion strategy using Bollinger Band boundaries.


Methods

description Short explanation of what the strategy does.
required_indicators Indicators that must be computed up-front for this


method backtide.strategiesdescription()

Short explanation of what the strategy does.

Returns

str

The description.



method backtide.strategiesrequired_indicators()

Indicators that must be computed up-front for this

strategy.

Returns a list of indicator instances, already parameterised with this strategy's current settings, that the engine will auto-include before the simulation starts.

Returns

list

The required indicator instances.