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Hi all, new to QC but not new to algo trading. Is it possible to backtest the following stock trading strategy on the platform?
Every morning, 20 mins after market open:
- Filter list of all tradeable stocks that meet following criteria:
- Gapped up: Opened over x% higher than yesterday's close
- Breakout signal detected since open (using technical indicators eg: Bollinger Band, Keltner Channels or Donchian Channel)
- High Liquidity and tight Bid-Ask Spread
- Sort symbols based on Bid-Ask Spread, or some other criteria
- Enter(Buy) the top symbol at market with up to 20% of available capital,
- Exit based on initial stop loss and a trailing stop triggered at an activation level --all based on ATR multiples.
Is this possible? If it is, I would really appreciate any links to resources. Specifically, links to relevant documentation, articles, or links to similar projects I may be able to clone.
Thanks in advance!
Jared Broad
Yes its possible. Please complete boot camp and post your attempt at the code above.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
.ekz.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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