The system works particularly well with the IWM 10 minute and daily bars and, as I favor the IWM in lieu of the DIA or SPY for daytrading, helps explain my high regard for the RSI.
Here's the same data set using a indicator Schwab calls the StochasticRSI, which is an algorithm that blends the the Sto and the RSI signals and smooths out a lot of the peaks and valleys.
The positive effect on the open P/L is fairly impressive and delivers strong overall results.
The RSI and STORSI have a similar trade frequency although the RSI system delivers a more robust performance over this ETF test basket.
I couldn't find the STORSI in TS 2000i. . . if anyone using 8.3 can locate it in the current TS repertoire, please let me know. AdvancedGet offers a detailed STORSI, so E-signal users should be able to test it. Other platforms may also offer the STORSI, but I don't have a list.