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Stocks & Commodities V. 26:2 (10-11): Letters to S&C by Technical Analysis, Inc.
Stocks & Commodities V. 26:2 (10-11): Letters to S&C by Technical Analysis, Inc.
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Letters to S&C by Technical Analysis, Inc.
SHORT-PERIOD RSI
Editor,
Regarding the November 2007 S&C article Does The RSI Give You An Edge? by Larry Connors and Ashton Dorkins, I am wondering if the short period RSI was tested against the S&P 500 index or any other index or commodity. - GREG COSTEENS
The article mentions they looked at more than eight million trades the authors made from January 1, 1995, to December 31, 2006. It doesnt specifically mention they conducted the test on the S&P 500 or any commodity. Its likely the results will be similar. If you have access to the data, it wouldnt be too difficult to apply their strategy to any tradable.Editor Carson City, NV
SHORT-PERIOD RSI
Editor,
Regarding the November 2007 S&C article Does The RSI Give You An Edge? by Larry Connors and Ashton Dorkins, I am wondering if the short period RSI was tested against the S&P 500 index or any other index or commodity. - GREG COSTEENS
The article mentions they looked at more than eight million trades the authors made from January 1, 1995, to December 31, 2006. It doesnt specifically mention they conducted the test on the S&P 500 or any commodity. Its likely the results will be similar. If you have access to the data, it wouldnt be too difficult to apply their strategy to any tradable.Editor Carson City, NV
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