Back

Algo: TMA2

Hi,

Here's another low capacity algo for you. You'll need to find more suitable stocks to trade a larger account. I do not recommend trading stock 'Y' with it as it is likely that a number of people are going to try that where I have published this script. That will likely ruin gains for that stock. I have a screener that can find suitable stocks.

This a mean reversion variant. I take the triangular moving average of the candle averages. Each of these candle averages is calculated by summing the open, high, low, and close and dividing by four. To calculate the distance from the tma to set the buy and sell points, I use half of the full range of the rolling window and subtract or add accordingly.

I have componentized the main calculations in the TMA2 class, so you can quickly copy and paste this component into more complex algos.

Use at your own risk.

Regards,
Warren Harding

Update Backtest








0

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.


very good algo.

thx for posting as every algo has a value to learn something.

Warren HardingĀ 

you meant https://www.youtube.com/watch?v=KfLVs3yv_wg

hehe the lyrics fit quite well

also for bad days:

https://www.youtube.com/watch?v=nqiVvOXotyw

0

Update Backtest





0

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.


Loading...

This discussion is closed