I'm somewhat new to python and quantopian and I would like some help. Here is what I'm looking to do:
Create a list of 20 or so securities
for each security,
Buy when price > SMA period of 15 days
Sell when price < SMA period of 15 days
I know this is a basic strategy, but I would still like to explore it. Any help would be appreciated, Thank you very much.
Take a look at the tutorials ( https://www.quantopian.com/tutorials ) and especially the pipeline tutorial (https://www.quantopian.com/tutorials/pipeline) That's a great place to start. Some of the algorithms are very similar to the one you suggest.
Attached is a sample of an algorithm which does something like what you are trying to do. The HUGE problem with this however is that is uses a fixed universe of 20 stocks. The more realistic and correct approach would be to incorporate logic to select that universe 'algorithmatically'.
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