Trend Following Stocks (Python)
The strategy trades individual equities using a simple trend filter. Stocks trading above a moving average are bought, while those below are avoided or shorted. The portfolio is refreshed weekly with ...
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NuGet 5.0.0
Install-Package StockSharp.Strategies.0405_Trend_Following_Stocks.py -Version 5.0.0
The strategy trades individual equities using a simple trend filter. Stocks trading above a moving average are bought, while those below are avoided or shorted. The portfolio is refreshed weekly with equal position sizing and trailing stops to protect capital.
- Data: Daily stock closes.
- Entry: Buy when price > moving average; short when below.
- Exit: Price crosses back through average or stop hit.
- Instruments: Liquid equities.
- Risk: Trailing stop and position cap.