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15Parameters
0Security Types
23Tradeable Dates
Valen started the discussion Buy Futures contract when "Price" crosses a 5min EMA?
I am extremely new to algo coding. Also new relatively new to Python. NOT new to programming (8...
Valen started the discussion Extremely strange results for getting filled on /ES with past market data
Not sure if it's my code, or the way past Futures data is stored but the fills on my eventual...
Valen left a comment in the discussion Buy Futures contract when "Price" crosses a 5min EMA?
I guess above anything Im wondering if something different has to be done for backtesting? The...
15Parameters
0Security Types
23Tradeable Dates
Valen started the discussion Buy Futures contract when "Price" crosses a 5min EMA?
I am extremely new to algo coding. Also new relatively new to Python. NOT new to programming (8...
Valen started the discussion Extremely strange results for getting filled on /ES with past market data
Not sure if it's my code, or the way past Futures data is stored but the fills on my eventual...
Valen left a comment in the discussion Extremely strange results for getting filled on /ES with past market data
Ok that makes sense. The for loop painting the TradeBars out seemed strange. Thanks a lot for the...
Valen left a comment in the discussion Buy Futures contract when "Price" crosses a 5min EMA?
I guess above anything Im wondering if something different has to be done for backtesting? The...
Valen left a comment in the discussion Extremely strange results for getting filled on /ES with past market data
Ok that makes sense. The for loop painting the TradeBars out seemed strange. Thanks a lot for the...
5 years ago