Hello, wondering where to find code of a simple strategy that draws a line connecting all price points at the highest frequency available, than considers the line as a mathematical function, and than buys and sells every time that the sign of the derivative (in the sense of the mathematical operator applyed to that function) changes, at a tick level, possibly changing the commission model to be adjusted to fit the instrument and exchange I run the strategy against, time to time in the future .
strategy that buys and sells every time that the sign of the derivative (dx/dy) changes
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