Hey all,

Since I'm fairly new here, and to the algotrading field in general, I've decided to start by coding some simple strategies to get myself warmed up. This is my attempt at implementing the strategy originally described here.

I'm sure that there are many things I could improve, and even things that I might not have completely understood from the description of the strategy itself. Any feedback would be welcome, and maybe this simple project could help other newbies get started as well.

Best,

Tomer