Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
macd and rsi strategy

Hello,

I was wondering how to implement the liquidity factor for instance , unfortunatelly my trials failed. I was wondering if someone can help with this ?

1 response

Hey Juliusz,
I made an RSI strategy in Quantopian, and the fact of the matter is, the performance of an RSI strategy really starts to breakdown after Late December-January of 2014. As for the MACD component, I would check for signal crossing as RSI is in either of the thresholds while setting a minimum hold length for stocks. This will help you catch the swings you are looking for. I hope this helps!