A basic quantitative exchanging procedure utilizing the Relative Strength Index (RSI) back tested in R ('quantstrat' bundle) looks something like this - and it's one of my top picks because of it's straightforwardness (not really productivity). 
To start with we should formally, unbiasedly and quantitatively characterize our markers, flags and guidelines. Given a 14-period RSI - the framework will purchase when RSI < 30 and offer when RSI > 70 utilizing a settled position estimate (qty = 100) with a foreordained beginning stop-misfortune (0.15) and trailing stop-misfortune (0.15). This illustration incorporates $6.00 round outing exchange expenses.
Here is the position diagram on the SPY from 2008– 01– 01 to today (June 26 2018)
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As should be obvious - the quantitative RSI technique does *not* beat purchase and hold over the long haul - however that isn't the most critical decision to make from this illustration. Most if not the majority of the mystery sauce is by all accounts in hazard administration.
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Quora
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