I am new to algorithms and python and I decided to try my hand at it. I created this simple algorithm that buys when the RSI is low or if the 5 day SMA is 5% above the 30 day SMA, using a mixture of high and low beta stocks.
I would appreciate feedback on how this could be improved and be made more robust.
Many thanks!
Fares
Hi,
Looks interesting. Test it also if marked is bearish (2008 - 2010). Set commision and slippage.
J.
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