Larry Connors RSI2均值回归策略
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(*backtest
start: 2018-01-01 00:00:00
end: 2020-05-12 00:00:00
period: 15m
basePeriod: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",5000,126961],["MaxAmountOnce",5000,126961],["ContractType","quarter",126961]]
*)
//https://school.stockcharts.com/doku.php?id=trading_strategies:rsi2
//http://gbeced.github.io/pyalgotrade/docs/v0.20/html/sample_rsi2.htmlStrategy parameters
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