Back-Testing a Famous Profitable Trading Strategy in Python

Coding and Back-Testing Larry Connors Strategy on the RSI

Jun 3, 2022

In his brilliant book, Larry Connors described a powerful strategy relying on a 2-period RSI. Unfortunately for me, I thought I was the one who first introduced this short-term RSI when I started publishing last year, but this actually confirms that it is a very good indicator. This article will discuss the strategy in detail and presents …

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