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je-suis-tm / quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
https://je-suis-tm.github.io/quant-trading
Apache License 2.0
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Suggestions for FX Market/Pair with Awesome Oscillator #4

Closed bschmook closed 5 years ago

bschmook commented 5 years ago

Do you have any suggestions how I could take the MACD and pair it with the Awesome Oscillator to create a live trading script on Currency, not just backtesting?

je-suis-tm commented 5 years ago

Please read through the script or ReadMe. Both MACD and Awesome are moving average based oscillators. There is no point of mixing them together. As I mentioned at the beginning of ReadMe, every trade in this repository is considered frictionless. If you want to do day trading with APIs, please learn more about the market microstructure.