From 7ee875ee7029cade5fada75e99831b4f6d5c05e0 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Wed, 21 Feb 2018 13:06:57 -0500 Subject: [PATCH] BLD: adjusted sample algo --- catalyst/examples/mean_reversion_simple.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index 81a3b182..c697a88a 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/catalyst/examples/mean_reversion_simple.py @@ -37,8 +37,8 @@ def initialize(context): context.base_price = None context.current_day = None - context.RSI_OVERSOLD = 40 - context.RSI_OVERBOUGHT = 60 + context.RSI_OVERSOLD = 60 + context.RSI_OVERBOUGHT = 70 context.CANDLE_SIZE = '15T' context.start_time = time.time()