I'm new to this whole algorithmic trading. I would like to create an algorithm that buys GPRO when the current price is above the 15 day moving average. The algorithm would sell all of the shares if the current price crosses below the 15 day moving average. The algorithm would short GPRO when the 15 day moving average crosses below the 60 day moving average. I am not quite sure how to code this. I have tried many times to no avail. Thanks for the advice
Jamil, take a look at this sample algo: https://www.quantopian.com/help#sample-basic
You can clone it and modify to change the stock and moving average window.
In case you haven't seen it, check out this thread for other resources/tutorials: https://www.quantopian.com/posts/new-to-this-whole-thing
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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.