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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

Strategy

The trading strategy is the brain of the system. This is where your algorithm representing your trading idea will be implemented. Let's have a look at the diagram:

The diagram shows the following:

  • The trading strategy is divided into two main components: signal and execution. In this book, the numerous strategies we saw in the first part can be called signal.
  • The signals represent the indication of getting a long or a short position. For instance, in the dual moving average crossover momentum strategy, when the two average lines were crossing, a signal to go long or go short was generated.
  • The signal component of this strategy only ...
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Publisher Resources

ISBN: 9781789348347Supplemental Content