Hypotheses
Myquant RSI_STOCK faithful daily long-only equity port
Faithful port of Myquant's Apache-2.0 RSI_STOCK strategy, with daily bars on AAPL.USEQ. Preserve the source's rolling-window RSI, strict thresholds, entry cooldown and close-evaluated profit/loss rules. Configuration…
Hypothesis
Faithful port of Myquant's Apache-2.0 RSI_STOCK strategy, with daily bars on AAPL.USEQ. Preserve the source's rolling-window RSI, strict thresholds, entry cooldown and close-evaluated profit/loss rules. Configuration defaults retrieved from the repository's master rsi_stock.ini are rsi_period=14, over_buy=85, over_sell=25, hist_size=18, open_max_days=22, is_fixation_stop=0, is_movement_stop=1, stop_fixation_profit=0.35, stop_fixation_loss=0.068, stop_movement_profit=0.068 and open_vol=2000. The pinned commit's INI could not be retrieved, so these values require confirmation against that revision before implementation. Replace fixed 2000-share sizing with equity-relative whole-share sizing; use $100,000 starting capital, 1x exposure and platform spread/impact costs. Preserve the source's prohibition on selling shares bought in the same session as a strategy restriction. All exits are evaluated on completed bars, as in the source; there are no intrabar stops.
Analysis
RSI_STOCK
Backtest and paper results are hypothetical. Trading involves risk of loss.