Need help verifying Algorithm - with StopLoss and TrailingStops


I wrote an algorithm that does this:

- have a universe of stocks with ADV above 10M
- buy when RSI crosses below a lower threshold (default: 40)
- sell when RSI cross above an upper threshold (default: 80)
- have a STOP Loss set (default: 10%)
- have a Trailing Stop set (default: 5% after 10% lead)

I would really appreciate this if someone can go over this Algorithm, and provide me with insights on anything I am doing incorrectly here.

Update Backtest

Update Backtest


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