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

Last updated: 3/16/2026