Momentum Algo

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Hi All,

Another strategy I'm looking to code:

Indicators: 3 x EMA

Constraints: Market days and hours, check if there is currently a trade in the direction.

Money Management: Stop loss based on EMA (trailing). Position size to be calculated per distance from entry to stop as a % of account NAV. Take profit optional.

Triggers: Two conditions will be specified

Entry: Based on close of a candle after all previous triggers have been met.


Code must be well commented so I know where i can make minor adjustments.



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