项目作者: SharmaVidhiHaresh
项目描述 :
In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over strategy and Relative Strength Index (RSI) strategy with a stop loss at a price that closes 2% or more below 10-day MA. I had plotted the equity curve with drawdowns and P&L, as well as volume, relative strength index (RSI), stock pricing chart and simple moving averages.
高级语言: Jupyter Notebook
项目地址: git://github.com/SharmaVidhiHaresh/Backtesting-Trading-Strategies-with-Python.git