My algo trades based on the fluctuations of the moving averages while constantly updating the moving averages.
My algo trades based on the fluctuations of the moving averages while constantly updating the moving averages.
That's a very interesting and well-coded algo.
Is there a criteria that you use to select the stocks, or were they just ones that came to mind? I'd be curious if you used a set_universe and used a cross-section of stocks, it might perform better. And if it did, then it would be interesting.
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Thanks for the kind words Dan. In all honesty I just tried a few stock at random. I messed around with the code a bit to see if I could utilize set universe. Here is what i came up with. I also implemented chebyshev's inequality as one of the conditions. I would appreciate any critiques or advice you could offer
Thanks for the kind words Dan. In all honesty I just tried a few stock at random. I messed around with the code a bit to see if I could utilize set universe. Here is what i came up with. I also implemented chebyshev's inequality as one of the conditions. I would appreciate any critiques or advice you could offer