New answers tagged quant-trading-strategies
From https://github.com/gbeced/pyalgotrade/issues/47 Hello, it will be nice to provide bracket orders (a bracket order is composed of 3 orders a "master" order (market or pending order) and 2 others orders (pending orders) : a stop loss a take profit You might be interested by ...
The moving average is determined as of the close of a particular day. Then to calculate the P&L you have to multiply today's state (1 or -1) by TOMORROWs return, instead you are using todays! So for example the formula in H13 needs to be E14/E13-1 and not as you incorrectly have it E13/E12-1. HTH
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