rsi

relative strength index (RSI) is a momentum indicator developed by noted technical analyst Welles Wilder.

compares the magnitude of recent gains and losses over a specified time period to measure speed and change of price movements of a security.

algorithm computes rsi < 30, for a list of symbols.

calculates sortion ratio for an expexted return of 0.05.

returns a list of symbols with rsi < 30 and a positive sortino ratio.

provides with other statistical figures

Note: Only for educational purpose. no guaranteed returns.