RSI Dynamic Overbought Oversold (C#)

RSI Dynamic Overbought Oversold

Trades RSI extremes against adaptive overbought/oversold bands, with a price trend filter. Use finished 5-minute candles. Compute R = RSI(14), P = SMA(50) of close, and A = SMA(50) and D = StandardDeviation(50) of R. Adaptive bounds: upper = min(A + 2 × D, 85), lower = max(A − 2 × D, 15). All indicators must be formed.

From flat, buy if R <= lower && Close >= P × 0.995; sell if R >= upper && Close <= P × 1.005. Close the entire long if R >= A || Close < P × 0.995; close the entire short if R <= A || Close > P × 1.005. A signal order starts a pause of CooldownBars = 48 finished candles for further signal decisions.

Filled positions have local native percentage protection: StopLossPercent = 2 from the actual entry execution price. It monitors the instrument's bid/ask updates and submits a market exit independently of the signal cooldown; a quote feed is required between candles. No take-profit is configured.

RsiPeriod = 14; MovingAvgPeriod = 50; StdDevMultiplier = 2; StopLossPercent = 2; CooldownBars = 48.