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Trading by Indicators

01-BACKTEST.py

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02-SIGNAL-PLOT.py

  • contains 12 diffrent RSI types, 3 diffrent windows RSI, 3 composite RSIs (diffrent ways of adding the 3 windows) and for each of the previous 6 RSIs a composition with Chaikin Volatility index gives another 6 RSIs
  • the parameters are: ALPHA, BETA, LONGTHRESHOLD, SHORTHRESHOLD; the first two determine the nature of the composite of CVI and RSIs, whereas the last two are criteria for trade signal logging
  • contains a optimization class which optimizes accuracy for the previously mentioned parameters

REALTIME.py

  • usese ccct library
  • the parametersare: position_size, leverage, target_percent, stop_loss percent