In this Quantstrat case study, we will create a strategy with the Relative Strength Index (RSI) indicator that gives signals related to overbought and oversold regimes. RSI Strategy Entry and Exit Signals In our strategy, we will work with the RSI signal to generate long positions only. We will analyze the strategy with 2 different exit conditions […]
The post Quantstrat Example in R – RSI Strategy appeared first on Finance Train.