Create RSI Indicator to Calculate Overbought or Oversold - Githubissues

IV-League-DAO / option-trading-simulator

option trading-simulator

MIT License

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Create RSI Indicator to Calculate Overbought or Oversold #17

Open MysticDakra opened 1 year ago

MysticDakra commented 1 year ago

Describe the Solution Use RSI to determin if a price is overbought or oversold for 30,90,180 days

Expected behavior We should have RSI as an indicator within our backtest that allows us to see RSI for 30, 90, and 180 day

Our output for this should be the RSI score that can be used for a strategy

Tasks

Create an indicator within our backtesting repo using something similar to https://www.investopedia.com/terms/r/rsi.asp
We should be able to get a score from this formula ( there may be some py libs that we can use for this so we dont have to do everything from scratch)

Assignees Needs: Python coder - implement into our code base

MysticDakra commented 1 year ago

@egweber2 I believe you have captured this in your pipeline