Backtesting Rayner Teos 88.89% winning rate Trading strategy in Python

Hi everyone,

I backtested Rayner Teos 88.89% Winning rate Trading strategy with Python. Be kindly invited to drop me a comment if you have any questions
or want to provide feedback.
You will find a lot of python concepts here and you will need some Pandas
knowledge and a good understand of Loops. Be kindly invited to check out
the resources on my channel to better follow along.


Important note:
There is a mistake in the for loop at around 24:10. Please check my pinned comment
for a correction below!
Thank you so much to Lewis Wong for letting me know!

I would love to work on further on this strategy so if you want to participate on that journey please like the video and subscribe the channel :-) Thanks in advance.

Credits and a big thank to Rayner Teo for presenting such an interesting strategy and big credits to macroption providing a very straightforward
step by step approach to calculate the RSI which helped me a lot.

Link to macroption:
https://www.macroption.com/rsi-calcul...

Rayner Teos video:
   • This SIMPLE Trading Strategy Has A 88...  


0:00 - 01:55 Brief Introduction to the strategy from Rayner Teo
01:55 - 04:02 Getting S&P 500 price data with yfinance
04:02 - 05:57 Calculating the 200 day simple Moving average
05:57 - 07:03 Visualizing the strategies first condition
07:03 - 07:44 Get daily price changes
07:44 - 08:23 Get rid of error messages (chained assignments)
08:23 - 09:01 Quick Summary
09:01 - 10:41 Upmoves
10:41 - 11:43 Downmoves
11:43 - 14:18 Wilder’s Smoothing Method and Exponential Moving Average
14:18 - 15:03 Average Upmove
15:03 - 15:48 Average Downmove
15:48 - 16:28 Relative Strength (RS) Calculation
16:28 - 17:40 Relative Strength Index (RSI) Calculation
17:40 - 18:00 Quick Reminder of the strategy
18:00 - 20:29 Defining Buying Days (Yes/No)
20:29 - 26:21 Profits and Losses Calculation
26:22 - 28:06 Winning Rate Calculation

#Python #Trading #RSI