Hi All,
I have been playing around with a strategy of buying a stock if rsi meets the following criteria - rsi(14)<30, rsi(5)<20, rsi(3)<10 and rsi(2)<5 and then selling when rsi(2) crosses back over 30-40. The reverse is true also.
I am trying to see if I can backtest this with Quantopian to see how it performs historically. Does anyone know the easiest place to get started with this?
Thanks.