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Smoothed Prices, Multiple SIDs And TA-Lib For MA Cross-Over

This started as a discussion here about smoothed prices.

So far I have taken a 200-day window of prices for multiple SIDs, generated smoothed prices, calculated fast and slow MAs using TA-Lib and counted the number of cross-overs that could be used as trading signals. With the NASDAQ 100 stocks it produces approximately 200 signals a year. Now it needs order handling, position sizing, margin control, stop loss, take profit, exit trades that are taking too long.....

P.