trading strategy building, backtesting, and optimizing
This is a python project on RSI trading strategy. According to Constance Brown's opinion, in bull market, RSI fluctuate between 40-80 and 20-60 in bear market. So the strategy here is long in the bull market when RSI=40, and short in the bear market when RSI = 60, then investors have the largets safty margin. This is of course not applicable for every asset. But it makes sense in lots of cases. This project try to optimize this strategy and backtest it in different assets like iron ore futures, copper, etc.