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Implement Relative Vigor Index (RVI) Strategy #345
Description
Implement the Relative Vigor Index (RVI) trading strategy using the existing momentum.Rvi indicator.
Location: strategy/momentum/rvi_strategy.go
Strategy Rules:
- Buy Action: RVI crosses above its signal line.
- Sell Action: RVI crosses below its signal line.
- Hold Action: Otherwise.
Implementation Details:
- Follow the
strategy.Strategyinterface. - Use
momentum.NewRvi()or allow custom parameters. - Provide unit tests with historical data in
strategy/momentum/testdata/rvi_strategy.csv. - Ensure 100% test coverage.
Activity