import matplotlib.pyplot as plt
if prob > 0.6 and position == 0: # Buy position = capital / current_price capital = 0 elif prob < 0.4 and position > 0: # Sell capital = position * current_price position = 0 Algorithmic Trading A-Z with Python- Machine Le...
Before any algorithm, you need clean, reliable data. import matplotlib
Momentum strategies work on the simple premise that assets that have performed well in the recent past—or are breaking out of a range—will continue to do so. 0.4 and position >