Backtesting Rayner Teos 88.89% winning rate Trading strategy in Python
https://www.youtube.com/watch?v=JvfK4VBX75I
pip3 install yfinance
Trading rules:
- Market S&P 500
- Trend is above the 200-day Moving Average
- Entry 10-period RSI below 30 (buy on the next day's open)
- Exit 10-period RSI above 40 or after 10 trading days (sell on the next day's open)