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Hi all,
When I read some articles as "How to trade RSI: An analysis using a SVM" (https://www.inovancetech.com/how-to-trade-rsi.html), a question arises about applicability of M.L. in this type of analysis.
This indicator (RSI) was construct from the prices. The way as it was built, I hope that it ralates to return; in the high days, it will be higher, and the low days, it will be lower (figure, eurusd July-Dec, 2015). The same correlating RSI x Log Return (60%).
The analysis presented in the article seems to me an "optimization".
I think that it would be helpful to find a negative correlation btw the RSI-n days ago and return.
I would like to know the opinion of people with experience in this matter, as Howard Bandy.
Best Regards,
Edilson
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Posted by: Edilson Santos <edilson.floriano@yahoo.com.br>
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