當RSI < 30 and MACD > Signal買進
當RSI > 70 or MACD < Signal 賣出

def backtest_strategy(df, initial_cash=10000):
    cash = initial_cash
    position = 0  # 持有幣數
    trades = []

    for i in range(len(df)):
        price = df['close'].iloc[i]
        rsi = df['RSI'].iloc[i]
        macd = df['MACD'].iloc[i]
        signal = df['Signal'].iloc[i]

        # Buy Signal
        if rsi < 30 and macd > signal and cash > 0:
            position = cash / price   # 全部資金買入
            cash = 0
            trades.append((df['timestamp'].iloc[i], "BUY", price))

        # Sell Signal
        elif (rsi > 70 or macd < signal) and position > 0:
            cash = position * price   # 全部賣出
            position = 0
            trades.append((df['timestamp'].iloc[i], "SELL", price))

    # 最後持倉換成現金
    if position > 0:
        cash = position * df['close'].iloc[-1]

    total_return = (cash - initial_cash) / initial_cash * 100
    return trades, cash, total_return