RSI Failure Swing Strategy (C#). StockSharp

Author: StockSharp
N: 1536
v5.0.1 (7/21/2025)
Downloads: 80

RSI Failure Swing is a classic reversal technique where the RSI forms a higher low in oversold territory or a lower high in overbought territory.
This failure to reach a new extreme often precedes a change in trend.
The strategy buys when the RSI holds above its prior low and then crosses back above 30, or sells when it fails to exceed a prior high and crosses below 70.
A percent stop limits downside, and positions close when RSI crosses the opposite level.

  • Entry Criteria: indicator signal
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:

    • CandleType = 15 minute
    • StopLoss = 2%

  • Filters:

    • Category: Reversal
    • Direction: Both
    • Indicators: RSI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium