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Future trading algorithm

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Hi,

I would like to automate my manual trading strategy. I detect occasionally a market drop on the S&P500 and buy a future and hold it a day. Most times such drop is before traders wait for a market annoucement like FED, ECB, tax plans. I would like to backtest my strategy. I use fast and slow Exponential Moving Average to detect in 14 days if there is a fast signal in a day (24 hrs). It works, but I find it strange that both EMA is alsways lower than the SP500 price. Is that for a reason?

Is there an algo to detect a spike in the SP500 (spy)?

Is there an signal to detect FED, ECB, tax plans?

Are there collegues here live trading futures? 

Are there collegues who like to work together on an algo?

J.

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2 Comments
 
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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.

Sorry i see that you havne't had anyone comment on this. i am also looking to see who is live trading futures. i'm having trouble getting started. i created a paper and live account on Interactive brokers. I can't log into the paper account but i CAN get into the live account, however it won't let me start trading till i deposit funds. But i don't want to go live trade right away. i want to paper trade first.  Any help would be appreciated. 

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This sounds like something you should bring up with IB's own support, if I haven't misunderstood your question.

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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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