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  • The Relative Strength Index (RSI) is a momentum indicator that describes the current price relative to average high and low prices over a previous trading period.
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  • This makes it ripe for use in a mean-reversion strategy where you buy low and sell high or short it if it gets too high with the hope the price drops.
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    from stochastic.

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    Relative Strength Index.

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    Please refer to the reasoning in that answer.

  • cost is the cost function, which is a square function in this case.
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    from stochastic.

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    The sample method will generate n equally spaced increments on the.