- Simple Moving Average (SMA crossover) < done >
- Minutely periodicity. < I think ... done >
- Backtest period (~6-12 months), any ticker. < I suppose >
- Default slippages and commissions. < no idea >
- Initial Quantopian community post. < done >
SMAcrossover of mine
Hi Juliusz,
It seems that we are working on the same assignement. However, I understood it differently, and have been working on modifying an algorithm that I found in https://www.quantopian.com/posts/simple-moving-average-algorithm.
As I wasted a lot of time trying to figure out how to start and where (I did the same as you at the beggining), I'll post my work here so maybe it can be of help to you or others. As this is my first post, I can only hope the attachement works.
Dear Ricardo,
Thank You for help !
I allowed myslef to use Your algo and little bit modify it ,using different stock.
Please take a look if You are interessted : https://www.quantopian.com/posts/sma-strategy-of-msft
Best ,
Julek
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