RSI Mean-Reversion: Buy the Dip on Oversold Bounces

This strategy implements the classic RSI mean-reversion technique: it waits for RSI(14) to fall into oversold territory while price trades below its 20-period simple moving average, treating that combination as a higher-confidence dip rather than acting on RSI alone. It exits long positions once RSI climbs back into overbought territory, or at the strategy's protective stop-loss, whichever comes first. How it works: - Entry: RSI(14) below 30 AND close price below the 20-period SMA. - Exit: RSI(14) above 70, or the fixed protective stop. - Timeframe: 15 minutes, run across BTC/USDT, ETH/USDT, ADA/USDT, LINK/USDT, DOGE/USDT and DOT/USDT. This is an original implementation written for this listing. RSI mean-reversion is a well-known, publicly documented trading technique and this code was not copied or adapted from any third-party source. The pinned backtest is the in-sample half of an 80/20 out-of-sample split covering roughly nine months of historical data -- see the Overview tab and the performance disclaimer for what a simulated, self-selected backtest does and does not tell you before forking.