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Write a code (MATLAB or your choice of coding language) to Back Test a Basic Momentum Trading Strategy on Dow-Jones Index over the past year,
Write a code (MATLAB or your choice of coding language) to Back Test a Basic Momentum Trading Strategy on Dow-Jones Index over the past year, using the relative strength index (RSI), which indicates over-buying above RSI_Overbought_Limit (typically 70), and over-selling below RSI_Oversold_Limit (typically 40). Buy when oversold, and sell when over bought. Monitor the momentum trading analysis using Sharpe Ratio and the evolution of the portfoliovalues over the traded year. For RSI Calculations refer to the RSI function .
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