USO Mean Reversion Code

[scrichley]

Good afternoon. I’m looking to check a USO mean reversion system.

Buy Rules: Ticker = $USO, Rate of change 40 days > 0, Rate of change 2 days < 0, XLK closed higher than yesterday, XLK closed higher yesterday than the day before
Sell Rules: RSI(2) + RSI(2,1) > 100

Looks ok with just the first 3 buys rules, but I can’t figure out how to input the XLK pricing rules. My buy rule attempt is below. Any suggestions?

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[yuvaltaylor]

Try it without the dollar signs. It should work, but let me know if it doesn’t.

[scrichley]

Thank you again Yuval. We haven’t met, but I always enjoy your content on SA, YouTube, and this forum. As usual, this “$” solved the issue. It’s not a massive return, but the equity curve is consistent, it’s not correlated to SPY, and it’s only in the market ~20% of the time.

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