Testing Laguerre RSI Entry and Exits

About the Author Jeff Swanson

Jeff is the founder of System Trader Success - a website and mission to empowering the retail trader with the proper knowledge and tools to become a profitable trader the world of quantitative/automated trading.

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  • MARCO says:

    Great system insight Jeff! I like the 5 SMA most because of the lower drawdown that leads to more solid equity curve. And this, joynt with higher trade frequency, in a portfolio of strategies helps to reduce correlation with other systems in a portfolio of strategies.

    Marco Simioni

  • […] Testing Laguerre RSI Entry and Exits [System Trader Success] […]

  • […] Laguerre RSI: Testing Entry And Exits To Make More Profit […]

  • thomas says:

    Thank you very much for this article. – In the past you shared the Easylanguage code you have used. Is it possible to do that for this example as well?

  • Hi Jeff, just wanted to let you know that I enjoy your blog.



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  • Buck Bradberry says:

    Hi Jeff, Very interesting article. Would it be possible to get the EL code for the LRSI indicator?
    Kind regards,

  • waqar says:

    Great work Jeff, awesome article. I, recently discovered RSI LaGuerre and was wondering about its profitability and success rate. Well I, was wondering what platform do you use to construct these back testing strategies. I have few idea of my own but due to lack of technical knowledge which hinders me from back testing. I am on ThinkorSwim. Perhaps you, can help me with that dilemma also.
    Once again keep up the good work.

    • Thanks for the comment. Glad you are enjoying these articles. I use TradeStation to perform these backtests. The backtests are all written in EasyLanguage. I highly recommend that everyone learn a computer language like EasyLanguage to perform tests like these. Having such a skill opens up many opportunities for you.

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