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A portal of technical trading expertise

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backtest_rsi.py
1 import pandas as pd
2 from lib.backtest import Engine
3
4 df = pd.read_csv('EURUSD_H1.csv')
5 rsi = compute_rsi(df, period=14)
6 signal = (rsi < 30) & (rsi.shift(1) >= 30)
7
8 result = Engine(df).run(signal)
9 print(f"CAGR: {result.cagr:.1%}")
>>> CAGR: 18.4% | Max DD: 22.1%
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949799102105
Backtest signalBuy & hold
Real equity curve: signal vs buy & hold on EUR/USD, 2025-06-16 — 2026-07-20. On this sample the signal lagged buy & hold. A result on one instrument over one period is an illustration of the method, not a promise of returns.
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