Share New Research 
I am wondering if anyone has a back test with the following:
5min resolution, intraday only, /NQ, taking a 4-period simple moving average of the RSI plot, (think a smoother RSI line, less bouncing around the 30-oversold line).
Looking to long only, open at cross above 30 and close at cross below 55.
I want to back test this strategy, it's a bull-market only strategy, bear market strategy would be short at cross below 70, and close at cross above 45.
I imagine someone has done this already, if so, please share.
JayJayD
Check this algorithm. The results ara bad, but here you can see some of the coolest Lean features, consolidators, composite indicators, schedules, warm up and multiple time frames.
Hope it helps.
Braithe Braithe
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