For those interested. Mostly just posting this so I have an online backup lol
For those interested. Mostly just posting this so I have an online backup lol
Jacob,
Very impressive.
What exactly is this strategy? I can understand this code but why does it work so well? Where did you discover it and how? Your threshold values and X day moving averages are so specific, why these thresholds and ranges?
I'm relatively new to the algorithmic trading space and am trying to learn as much as I can so any guidance and tips would be appreciated.