CoffeeShopCrypto right on! For sure, the RSI kill zone caught my eye...I trade a system that uses a combination of RSI, Volatility, momentum to achieve what I think is a similar setup to what your code is doing. For me it works quite well. RSI might be my favorite indicator. the ADX idea is a fun one too, these been some attempts...
CoffeeShopCrypto is friends with Tfr054
CoffeeShopCrypto for me taking live trades with smaller R and recording the data to refine the strategy/system, I've found backtesting only gets me so far.
I’d love to beta test and forward test for a bit if you’ll allow me to. Happy to provide my feedback on it.