Hi Guys,
I need your help implementing an algo trading strategy in python for futures. We can use NAS100, the parameters are:
- If a stock price on day t was higher than the close price by 0.5%-0.1% than on the day( t+1), we make a sell short position.
- If a stock price on day t was lower than the close price by 0.5%-0.1% than on the day( t+1), we make a buy long position.
I hope you can help.
Cheers,
Josh.