RSI Divergence Trend-Following Strategy auto-trading strategy

RSI 다이버전스 매매법, 그대로 따라 하면 안 되는 이유 (비트코인 3년 백테스트 1,000만원 → 367만원) · 세상의 모든 매매법

15분봉에서 RSI(14) 다이버전스 발생 시 직전 캔들 고점 돌파로 진입하되, 상위 프레임(4시간봉 200 이동평균선)의 큰 추세 방향과 일치하는 방향으로만 진입하고 1:1.5 손익비로 청산하는 매매법입니다.

46-day backtest: return -322.85%, win rate 41%, 133 trades, max drawdown -432.62%

Entry

Long: when the 4H close is above the 4H 200 SMA, enter on the 15m candle that closes above the previous candle's high. Short: when the 4H close is below the 4H 200 SMA, enter on the 15m candle that closes below the previous candle's low (mirror of the long rule, assumed). The RSI divergence is not checked automatically; only the trend filter and the breakout are used.

Exit

Take profit at 1.5 times the stop distance (risk-reward 1:1.5). There is no signal-based exit.

Stop loss

Long: stop at the lowest low of the last 10 candles. Short: stop at the highest high of the last 10 candles. The 10-candle lookback is a common default chosen because the source gives no number. This approximates the second swing point of the divergence. Note: RSI divergence and the RSI 30 condition are excluded from automatic judgment.

Run this strategy as auto-trading