Timeseries buy and sell strategy for maximum profits
Indian stocks example: Note Only for educational purposes and self-use
For Nerds
Let's consider a simplified example:
- Initial Capital: $50,000
- Buy Signal Condition: RSI < 50 and Close < Lower Bollinger Band
- Sell Signal Condition: RSI > 50 and Close > Upper Bollinger Band
# Sample Data (Closing Prices)
data = [100, 110, 95, 120, 130, 90, 80, 110, 115, 125]
# Example Buy and Sell Signals
Buy_Signal = [0, 0, 1, 0, 0, 1, 0, 0, 0, 0]
Sell_Signal = [0, 0, 0, 0, 0, 0, 0, 0, 1, 0]
# Example Trades
Trades = [('Buy', '2023-01-01', 95, 10), ('Sell', '2023-01-05', 130, 10)]
This example assumes a simple list of closing prices and manually generated buy and sell signals for illustration purposes. In a real-world scenario, these signals would be generated by the strategy based on the calculated RSI and Bollinger Bands.
The Gradio interface allows you to input a stock symbol, period, and interval to analyze the strategy's performance for a specific stock. The output includes metrics such as profitability, buy and sell counts, net profit, ROI, and a visual representation of the strategy's execution.