RSI Triple Divergence

1. Signal on the close of a candle, entry at the open of the next one.
2. Regular divergence between price and RSI(14): pivots 5/5 bars, 5–60 bars apart. The signal fires when the last pivot is confirmed, 5 bars after it.
3. Triple divergence: three consecutive pivots, each pair diverging — price makes two lower lows (higher highs for shorts) while the oscillator makes two higher lows (lower highs). The signal fires when the third pivot is confirmed.
4. Long on bullish divergence (price lower low, oscillator higher low); short on bearish.
5. Stop-loss beyond the last pivot by 0.5 × ATR(14).
6. Take-profit at 2 R.
7. Exit on the close of bar 30 if neither level is hit.
8. An opposite signal closes the trade at the next open and reverses.
9. If stop and target are both touched in one candle, the stop counts.
10. Fees 0.1% per side, slippage 0.05% on market fills.

• Counting pivots that are not consecutive: skipping an inconvenient pivot turns any chart into a "triple divergence". The rule takes three pivots in a row.
• Entering on the second pivot "because the third will come": then it is just a classic divergence with a longer story.
• Expecting many trades: triple divergences are rare, and a sample under 30 trades says little.

No open position on the last closed candle.