CODE EXAMPLE FOR PYTHON

Python rsi trading strategy

import yfinance as yf
import matplotlib.pyplot as plt
import datetime as dt
import numpy as np
import pandas as pd


def download_data(stock, start, end):
    data = {}
    ticker = yf.download(stock, start, end)
    data['Price'] = ticker['Adj Close']
    return pd.DataFrame(data)


if __name__ == '__main__':

    start_date = dt.datetime(2015, 1, 1)
    end_date = dt.datetime(2020, 1, 1)

    stock_data = download_data('IBM', start_date, end_date)

    stock_data['Return'] = np.log(stock_data['Price'] / stock_data['Price'].shift(1))
    stock_data['Move'] = stock_data['Price'] - stock_data['Price'].shift(1)

    stock_data['Up'] = np.where(stock_data['Move'] > 0, stock_data['Move'], 0)
    stock_data['Down'] = np.where(stock_data['Move'] < 0, stock_data['Move'], 0)

    stock_data['Average_Gain'] = stock_data['Up'].rolling(14).mean()
    stock_data['Average_Loss'] = stock_data['Down'].abs().rolling(14).mean()

    RS = stock_data['Average_Gain'] / stock_data['Average_Loss']

    stock_data['RSI'] = 100.0 - (100.0 / (1.0 + RS))

    stock_data = stock_data.dropna()

    print(stock_data)
    plt.plot(stock_data['RSI'])
    plt.show()