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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Preparing the data – signal

The main part of a trading strategy (or a trading algorithm) is to decide when to trade (either to buy or sell a security or other asset). The event triggering the sending of an order is called a signal. A signal can use a large variety of inputs. These inputs may be market information, news, or a social networking website. Any combination of data can be a signal.

From the section entitled Our first algorithmic trading (buy when the price is low, and sell when the price is high), for the buy low sell high example, we will calculate the difference in the adjusted close between two consecutive days. If the value of the adjusted close is negative, this means the price on the previous day was higher than the price ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content