A Trend-Following Strategy in Python.
Creating a Trading Strategy in Python Based on the Aroon Oscillator and Moving Averages.
Trend-following also deserves to be studied thoroughly as many known indicators do a pretty well job in tracking trends. It is known that trend-following strategies have some structural lags in them due to the confirmation of the new trend. They are more about time in the market than timing the market. In this article, a very known indicator is presented and coded, the Aroon Oscillator. We will also combine it with moving averages and see what that gets us.
I have just published a new book after the success of my previous one “New Technical Indicators in Python”. It features a more complete description and addition of structured trading strategies with a GitHub page dedicated to the continuously updated code. If you feel that this interests you, feel free to visit the below link, or if you prefer to buy the PDF version, you could contact me on LinkedIn.
