oversold_threshold=30, overbought_threshold=70, position_size=1.0): """ Backtest RSI strategy with position sizing and transaction costs Parameters: --- stock_df : pandas.DataFrame Stock data with OHLCV prices initial_cash : float Initial capital rsi_window : int RSI calculation window oversold_...
1) # True Range Calculationforiinrange(len(Data)):try: Data[i,where] = max(Data[i, high] - Data[i, low], abs(Data[i, high] - Data[i -1, close]), abs(Data[i, low] - Data[i -1, close])) except ValueError: pass Data[0,where] =0...
- column: str, the column name for daily prices (default 'close'). - time_window: int, the time period for RSI calculation (default 14). Returns: - df: pd.DataFrame, the DataFrame with an additional RSI column. """ # Reverse the DataFrame to process from old to new df_reversed = ...
Hello. During usage RSI function I've touched that with the same timeperiods e.g. 14 RSI still changes depending on data size. for instance if I calculate RSI from 1 Jan 2023 to 01 Aug 2023 or 1 Jan 2022 to 01 Aug 2023 RSI value on 01 Ju...
If timeperiod values are in dataframe, it would return Nan, the above code that has timeperiod + 1 values would return the proper value. Expected Behaviour The RSI calculation should produce valid results using the specified timeperiod without requiring an additional value. This should be inline...
In addition to Connors RSI there are many others, like, for example, Cutler’s RSI. What is Cutlers RSI? Cutler’s RSIis a variation of the original RSI indicator developed by Welles Wilder. It uses a simple moving average in its calculation instead of the smoothed moving average used in...
The HL calculations, that also require geometry opti- mizations starting from the converged LL structures and Hessian calculation over the final geometries, were per- formed at the M08-HX functional [81] in combination with the MG3S [82] basis set (same as MG3 [83] but with improvements ...
However, the calculation of SAR is extremely painful. Info on Parabolic SAR can be found in wikipedia but not very well explained. The most straight forward way is to look at the spreadsheet made of joeu2004. These websites can be found in the following links: https://en.wikipedia.org/...
The building of this strategy seems very simple, but the construction of the indicator is extremely painful due to the involvement of recursive calculation. Illustration on how to compute Parabolic SAR can be found inWikipediabut it is not very well explained. To get a clear idea of the calcul...
The RSI calculation involves comparing the average gain of the security over a given period to the average loss of the security over the same period. The default version of the RSI is then plotted on a scale of 0 to 100, with readings above 70 considered overbought, and readings below 30...