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MA Strategy - Simple
Kyu P
posted Jan 22, 2014

I am a totally beginner in Python. I am studying it now. Here's an algo I've just created(!) with Python for the first time and want to share with you guys. Please give me a lot of suggestions, recommendations and help. I am going to build more advanced and robust models from this simple strategy model. Please help. Thanks.

Strategy:

As you can see in the source code, this strategy is a very simple MA strategy. If price > MA (60) then buy, if price < MA(60) then sell. There's no risk managment and money management tool yet. #

For next step, I want to add here the following features.
1. Profit target ( '%' or 'number of tick' or '$')
2. Stop loss (same as #1)
3. ATR
4. Other variables: Fast Stochastic

Please hel me how to do this.

Thanks.

2 responses
Deleted User
Jan 23, 2014

Hey Kyu,

There are Quanoptian functions built in for stop orders and stop limit orders, but you will need to build in your own functionality for a stop loss.

There have been a few discussions on the forums regarding stop losses:
https://www.quantopian.com/posts/auto-adjusting-stop-loss
https://www.quantopian.com/posts/use-a-trailing-stop-loss

Here is a discussion that may be helpful for coding a profit taking strategy or profit target:
https://www.quantopian.com/posts/profit-taking

ATR and various stochastic oscillators are available as part of TA Lib:
http://qtstalker.sourceforge.net/talib.html

Ryan

Kyu P
Jan 30, 2014

Hi Ryan,

I had a little hard time to install TA-Lib, but somehow I did it.
Your info was very helpful and I'm still learning a lot.

Thanks a lot.

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