1. AutoBots Trading - BACKTEST: RSI

BACKTEST: Relative Strength Index - RSI

1. Description: entry point The relative strength index ( RSI ) is a momentum indicator used in technical analysis that measures the magnitude of recent price changes to evaluate overbought or oversold conditions in the price of a stock or other asset. The RSI is displayed as an oscillator (a line graph that moves between two extremes) and can have a reading from 0 to 100. The indicator was originally developed by J. Welles Wilder Jr. and introduced in his seminal 1978 book, "New Concepts in Technical Trading Systems."

2. Strategy rules: defined based on the component, signal count, entry prices, open order count, position check, position averages, conditional closes and close signals.

3. Risk management: system was defined based on the choice of only long, only short or both sides. Defining the choice of take profit, stop loss and trailing stos (no repaint).

4. Symbol: IBOV (only)

5. Suggested Timeframe: 4H

6. Parameter for optimization: 3, 40, 65, side: both, tp: 4%, sl: 2%, ts: na

7. Walk forward simulation
7.1. In sample period: jan/2018-jan/2020
7.2. Out of sample period: jan/2020 - ago/2020

** For purpose educate only