I'm working on this strategy that attempts to trade on bullish RSI divergence. It successfully finds divergence patterns however its clearly lacking on the trade-management and trade-frequency end. Any pointers?
thanks!
I'm working on this strategy that attempts to trade on bullish RSI divergence. It successfully finds divergence patterns however its clearly lacking on the trade-management and trade-frequency end. Any pointers?
thanks!
I switched it to use the order_target_percent method to make sure it gets fully invested. That should allow you to simplify a lot of the code in your algo. I would also try this on minute data to get a better idea of how it might perform in a live scenario.