15d • Strategy Updates
Volturon_v2.1 - Configurable RSI Settings
Some of you may have noticed that VOLTURON did not enter many trades during today's session, despite dramatic movement. I want to explain what happened and share an updated version that addresses this issue.
What Happened
Today's sharp market selloff pushed RSI into extreme oversold territory (readings as low as 6-7). The strategy's RSI filter, designed to prevent entries in overbought/oversold conditions, was blocking all short entries because RSI remained below the 30 threshold for an extended period. Meanwhile, the bearish EMA alignment prevented any long signals from triggering.
In other words, the strategy correctly identified the downtrend but the protective RSI filter was too restrictive for such an extreme move.
What We Changed
Version 2.1 introduces configurable RSI thresholds, giving you control over how the filter behaves:
- RSI Oversold Threshold – Blocks shorts below this level (new default: 15, previously hardcoded at 30)
- RSI Overbought Threshold – Blocks longs above this level (new default: 85, previously hardcoded at 70)
These new defaults allow the strategy to trade during strong trending conditions while still providing protection against chasing extremes. You can adjust these values in the strategy settings to match your risk tolerance.
Download the Update
You can download VOLTURON v2.1 here: https://drive.google.com/file/d/1tymVrx5GSnZz-DGgPPfmkZD_JKPrCldt/view?usp=sharing
Simply replace your existing VOLTURON.cs file and recompile in NinjaTrader.
If you have any questions or run into any issues with the update, feel free to reach out.
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Volturon_v2.1 - Configurable RSI Settings
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