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Set 2-Period RSI entry threshold to 15 (up from 5)

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moshferatu 2024-11-21 12:30:42 -08:00
parent ffbb3f4fc1
commit 8d9121d02a
1 changed files with 1 additions and 1 deletions
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strategies/two_period_rsi.py
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@ -31,5 +31,5 @@ def signals(data: DataFrame) -> Series:
ma_200 = calculate_moving_average(data) ma_200 = calculate_moving_average(data)
rsi_2 = calculate_rsi(data) rsi_2 = calculate_rsi(data)
conditions = (data['Close'] > ma_200) & (rsi_2 < 5) conditions = (data['Close'] > ma_200) & (rsi_2 < 15)
return Series(np.where(conditions, 'L', 'N'), index = data.index) return Series(np.where(conditions, 'L', 'N'), index = data.index)