RSI Filter

Concept

The RSI Filter is not a classic overbought/oversold gate. It compares a short-term RSI against a longer-term RSI to decide whether momentum currently favors longs or shorts.

Long / Short Conditions

• BUY (Long): short RSI must be above long RSI
• SELL (Short): short RSI must be below long RSI

Genetic Algorithm Parameters

• Long RSI period
• Long RSI price type
• Short RSI period
• Short RSI price type

Best suited for

• momentum or continuation entry logics
• models that should align with strengthening directional pressure
• situations where simple mean-reversion filtering is too blunt