For Suffolk FINH445: Attach your backtest for your edited algo to this post.
For Suffolk FINH445: Attach your backtest for your edited algo to this post.
Fundamental Data Alg: Changed # of days to 20
Changed weight in Long to 0.9, changed weight in short to 0.1
Changed start date to 2009
"First strategy tested: RSI Weighted Mean Crossover"
Changed:
Low RSI 40
High RSI 60
Window Length 14
Added Simple Moving Average for price with 5/20 crossover. Changed price increase required to trigger signal from 1.01x to 1.005x