Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Algo: Momentum using EMA and STOCH

Hello there,

I just finished my first algorithm that uses Exponential Moving Average and Stochastic Oscillator. The universe traded is S&P500 Major Class ETF.

A Buy Signal is triggered when:

  • EMA50 > EMA200
  • Slowk or Slowd < 20

A Sell Signal is triggered when:

  • EMA50 < EMA200
  • Slowk or slowd > 80

Things I will try to add in the future:

  • Short Positions

  • Leverage

  • Stop loss

  • Improvements on Trading rules (buy and sell signal)

Please feel free to express your thoughts, it will be really useful to me.

Cheers from France,