Great stuff, did some R trading using a poloniex api wrapper and used shiny as user interface, quantmod for computing indicators. Unfortunately the market is more complex then RSI triggers though ☺ You will be better off buying on daily closing under 50 sma with levels on xx percent under 50 sma translating into yy percent of your account you will use, and on a fixed schedule. And sell on above the buying price and close price above the 50 sma also with levels on zz percent close above the 50 sma. And also on a fixed schedule like weekly or monthly. Less exciting but guaranteed more profitable then an RSI.

If you use the prophet package instead of the 50 sma on log data the above strategy works even better according to back testing a few years.

A reason I had for starting to learn python was that I couldnt get R to make a websocket connection for live ticker data for higher frequency trading. In python that is easy with many examples. That is why you see many examples on the internet.