Precomputing Fixed RSI Entry Thresholds in Strategy Initialization
Summary
The forum exchange explains why two RSI-related threshold values in an ATR-RSI strategy are calculated during initialization rather than on every bar. The values are formed from the RSI entry setting by adding to and subtracting from the midpoint of the RSI scale. If that setting remains constant, the resulting buy and sell thresholds also remain constant.
Calculating fixed values once avoids repeating the same arithmetic during each bar update. This is a small implementation efficiency and does not change the strategy’s signals when the inputs are unchanged. The discussion offers no broader explanation of ATR-RSI rules, threshold selection, trading performance, or what to do if the setting changes during operation.
Key ideas
- Buy and sell RSI thresholds can be derived from a fixed RSI entry setting.
- Values that do not change can be calculated during strategy initialization.
- Precomputing fixed thresholds avoids repeating the same calculation on every bar.
- The exchange discusses implementation efficiency, not signal quality or strategy performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.