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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

Backtesting the dual-moving average trading strategy

The dual-moving average trading strategy places a buy order when the short moving average crosses the long moving average in an upward direction and will place a sell order when the cross happens on the other side. This section will present the backtesting implementation of the dual-moving average strategy. We will present the implementation of a for-loop backtester and an event-based backtester.

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Publisher Resources

ISBN: 9781789348347Supplemental Content