Cbot with RSI 2, Code are here just adapt for cbot

Code for Upper Indicators. Highlight Bars and 5 SMA and 200 SMA. 
http://pastebin.com/NYP282X6 

Code for RSI Strategy - Lower RSI Indicator 
http://pastebin.com/zc0J6xy0 
 

Indicators Used: 
A 2 Period RSI with the upper line at 90 and the lower line at 10 looking for Extremes. 
A 200 period Simple Moving Average, and a 5 period SMA. 
***That’s it!!! 

Entry Rules: 
Buy Only When Stock is Above 200-SMA, AND Below 5-Day SMA, With RSI Below 10 
Short Only when Stock is Below 200-SMA, AND Above 5-Day SMA, With RSI Above 90 

Exit Criteria: 
If Buying EXIT when Price goes Above 5 SMA. 
If Selling Exit when Price Goes Below 5 SMA. 
***The thought process is that the security has “Pulled Back” from it’s Major Trend - And will Continue The Major Trend By Crossing the 5 SMA in the direction of the Major Tend. 

Entry Choices: 
Conservative - Once Criteria = True THEN Buy at Market on the Next Days Open 
Aggressive - Once Criteria = True THEN Buy Near Current Days Close. 

The Aggressive Entry would create more Profits However I used the Conservative Entry in my back test. 

Rules Used in Backtest: 
If Entry Condition True Then Enter Next Day At Market Open. 
If Exit Condition True the Exit That Day At Market On Close IF Close is Above the 5 SMA in Up Trend, or Below the 5 SMA in Down Trend.