Hi guys, I am new here and I just started learning python so that I can back-test and automate my current momentum strategy. I use a simple keltner channel (20, 1.15) break out strategy and Monthly pivots for entries and exits. I sometimes combine it with BB squeeze. I primarily apply the strategy in the FOREX market. It works really well given that I have a good trend filter for selecting pairs to trade . Can anyone please help me come up with an algo so that I can run back-tests in other markets as I continue learning python. Assistance will be highly appreciated.
Best Regards, Dennis.