Algorithmic Trading Strategy [Mean Reversion] in Python using Bollinger Bands/RSI !BEGINNER FRIENDLY
In this video we are building and improving an Algorithmic Trading strategy presented on LinkedIn which I consider is quite beginner friendly. Let me know if you are interested to test that on a larger scale, on cryptocurrencies or whatever you are interested in. Happy to cover!
Get the Notebook/Source code by becoming a Tier-2 Channel member:
Bryan Chens article:
I am refering to Bryan as “the author“ in the course of this video.
Build the RSI from scratch:
Another RSI/Bollinger Bands Trading strategy implemented in python:
How returns are calculated and cumulated:
In depth Bollinger Bands:
Be invited to check out more videos in my Python for Finance playlist and the cryptobot playlist and most importantly:
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Disclaimer: This video is not an investment advice and is for educational and entertainment purposes only!
00:00 - 01:18 Introduction / Disclaimer
01:18 - 05:16 Pulling prices / technical indicator calculation
05:16 - 07:24 Numpy select for multiple conditions (must watch!)
07:24 - 07:58 Check signal column
07:58 - 09:52 Shifting signal logic / buyprice
09:52 - 14:06 Checking signals iteratively using iterrows
14:06 - 15:34 Vizualisation
15:34 - 16:24 Comparison with the authors signals (new data)
16:24 - 18:18 Profit calculation / comparison
18:18 - 21:55 Improving the strategy: Adding Stop Loss
21:55 - 23:46 Other stocks / potential upcoming videos!
#Python #Trading #Strategy #BollingerBands #RSI