The Dynamic Relative Strength Index Revisited — Back-testing a Powerful Indicator.
Creating & Back-testing the Dynamic Relative Strength Index in Python.
What period should we put on the Relative Strength Index? This question is subjective and is personal to every analyst and trader. One solution to this dilemna is to try to automate the process of choosing the lookback period at every time step. In this article, we will see how to create a dynamically adjusted Relative Strength Index and then we will back-test it using Python.
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