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Turtle Trading

Would it be possible to create a algorithm that enters a long trade when the closing price of a selected future is greater than the high of the past 55 days and a short if the closing price is less than the low of the past 55 days. Then if the position crosses the mean of the past 55 days exit the position?

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Hi Hero of Hell,

Yes, it's possible to create this strategy with our API. Some helpful resources to consult while developing it include our Futures Bootcamp lesson and our documentation on indicators. Specifically, the SimpleMovingAverage, Minimum, and Maximum indicators will be of great use.

Best,
Derek Melchin

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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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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.


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