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Dublin, Ireland
Posts: 2 since Jan 2022
Thanks Given: 0
Thanks Received: 1
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I'm looking to create and backtest a divergence strategy, for example on RSI or CumDelta vs price.
I've found I can easily compare rising or falling RSI even with the UI wizard but it needs to compare latest bar to n bars ago - where n is hardcoded. Is there a method or indicator I could use and input to a custom strategy which would make this fuzzier? By this I mean a method that accounts for recent divergence without forcing me to time it to the bar...
I'm also looking to develop and backtest a strategy around support and resistance breakouts.
What is the best way to programatically find these levels or geometries? Ideally with a parameter signifying the strength based on how many times they've been bounced off.. I take it this is something that has been done many times in NT/c# but I couldn't find much in history..
As I'm looking to backtest and tune strategies, visual indicators for the above are less useful.
Any help much appreciated!
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