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Implement Relative Vigor Index (RVI) StrategyΒ #345

@cinar

Description

@cinar

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.Strategy interface.
  • Use momentum.NewRvi() or allow custom parameters.
  • Provide unit tests with historical data in strategy/momentum/testdata/rvi_strategy.csv.
  • Ensure 100% test coverage.

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