MACD - RSI - Short Puts
Summary:
The intent for this post is to build technical analysis tools (RSI, MACD) into our studies and use them as entry points. We have selected a single entry criteria and exit target combination to build these functions. In future posts we can then use grid search to perform hyperparameter optimization of these entry and exit criteria and compare results with a baseline strategy. The goal of this post is not to evaluate the performance of the strategy but to continue with building tools that allow futher research.