buy an upward cross of ma, sell a downward cross

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buy an upward cross of ma, sell a downward cross

edited

Seeking Help Mean Reversion Tools and Tips Risk Management

Hello!
This is my first attempt at an algo. it doesnt use pipeline, just practicing on spy for now. i am interested in algo trading options in ib, so im not too concerned about shorting, i'll buy a put. any advice to improve my strategy or my code would be really appreciated. ive been trading options as if they were leveraged stocks for a couple years. ive been kind of trading this strategy for a couple months now and have done well, (when i trade my strategy, not my emotions and guesses).

-i want to try trail stops, to see if they keep profit better than closing at the next cross. any feedback is much appreciated.
-i also would like to see if implementing another confirmation signal, maybe volume or sentiment based. in real life i like obv.
-i also cant figure out how to do this for many stocks at the same time. if you could tell me that would be awesome.

i couldnt have even made this piece of crap with out yalls help anyway. any suggestions and ideas of how to code the suggestions would be a lot of help.

thank you,
Tyler

1 response

Very cool....Here is a start on introducing volume as a factor for consideration. The only changes made to your original algo can be found on lines 25 and 44.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.