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RSI Divergence Strategy

I'm working on this strategy that attempts to trade on bullish RSI divergence. It successfully finds divergence patterns however its clearly lacking on the trade-management and trade-frequency end. Any pointers?

thanks!

3 responses

I switched it to use the order_target_percent method to make sure it gets fully invested. That should allow you to simplify a lot of the code in your algo. I would also try this on minute data to get a better idea of how it might perform in a live scenario.

Thanks David,
Looks like there may be some viability to it. I cloned your code and modified a couple of the variables. I'm going to try it in intraday and add bearish divergence to play on the down side as well .

Just migrated the deprecated code.