Hi Everyone,
I'm new to Quantopian but not to trading. I'm not experienced at all writing python code but I know what kind of setup I'm looking for. What I want is a intra day set up that buys and sells on a five min time frame when the stock crosses the 20ma and does this throughout the trading day with a set amount of cash. If someone could point me in the right direction to get started it would be most appreciated.
Hi, Start with the Basic Algorithm in the help section, if you want to run it on intraday data use Minute mode.
Python lessons: http://www.codecademy.com/tracks/python
Hi Bryan, welcome! Below are several moving average strategies that people have shared in the community. You could use these to get a head start on your algorithm. If you have any questions, you can always ask for help in the forum.
As a tip, you should use pandas' mean function with history to get the moving average, rather than the IDE built-in mavg() function. You can see the full explanation in this thread here. This is a simple, contrived example to get the 20 min moving average.
# Get a trailing window of the last 20 min price data and create moving average
prices = history(20, '1m', 'price')
mavg = prices.mean()
if mavg[stock] < data[stock].price:
# hold 100 shares of the stock
order_target(stock, 100) Examples using moving averages:
https://www.quantopian.com/posts/simple-moving-average-ratio-strategy
https://www.quantopian.com/posts/spy-200ma-backtest-w-slash-short
https://www.quantopian.com/posts/moving-strategy-on-3d-printing-companies
https://www.quantopian.com/posts/200ma-spy-backtest
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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.