Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Suggestions on improving two-system trend algo

Hi everyone,

I'm currently working on my first shot at a trend following algorithm.

I'm looking at two trends; a shorter term 4-week trend in either up or down direction and then a longer 11-week trend in either direction as well.

My stop losses are 2-week and 4-week respectively.

As you can see in the source code, I am looking to incorporate volatility via ATR into my algo as well.

Any suggestions / tips would be much appreciated.

Cheers.

1 response

Updated source code, realized a ton of overkill was done with the sysOne and sysTwo functions.