Algorithm Request

Would someone be interested in sharing an algo that checks to see if the open of the s&p500 emini is greater than it's previous close,

I'm having some trouble accessing history pricing and honestly I can tell my code is so far off I'm better having someone else show me an example so that i can get started playing around in python). Thanks !


Also where can I find information regarding the different futures contracts I can trade ? As well as how I can access them ? Is there a list with corresponding syntax ?

Update Backtest

Hello Leigham,

I think what you want to do is a little similar to my algorithm in this thread:

I've attached a version of it. Here the previous close is compared to the price at 9:31:00. If you don't use them yet, rolling windows might be the solution you're looking for. Otherwise you should post your code maybe so people could see where the problem is.

I've never tried to do something with futures so I can't say anything there.

Kind regards,

Christian Lauer


Sorry about late reply but thanks for the help ! 


Update Backtest


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