simulator and optimization - Trading Software

simulator and optimization

allan nathan
2012-01-30 23:16:33

hi,
i am trying to optimize the RSI level and can not find the documentation.

Here is what I tried.

level = Optimize( "level", 20, 70,2 );

what should i be using?

thanks,

Allan

QuantShare
2012-01-31 05:07:10

Best Answer

Allan,

Here is how to optimize a relative strength index:

Optimize( "level", 20, 70,2 );
buy = rsi(14) > level;

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