| Abstract [eng] |
This master's thesis focuses on the development of a method for evaluating the strength of signals generated by the relative strength index (RSI) indicator in cryptocurrency markets. Although the RSI is widely used in technical analysis to determine buying and selling conditions, its signals are often interpreted without regard to signal quality. The study analyzes the application of the RSI indicator in trading strategies, examines various methods of signal strength assessment, and identifies aspects that the RSI indicator does not evaluate. Based on these aspects, a signal strength assessment method was developed and subsequently integrated into the strategy. This strategy was tested in the TradingView environment using historical cryptocurrency data. The experimental study was designed to evaluate winning and losing trades under different market conditions in order to determine the reliability of the proposed method. The results obtained were compared with the results of other scientific studies, and conclusions were drawn that revealed the potential of the RSI indicator for use in cryptocurrency markets. |