SmartQuant Discussion

30 Day Pattern Entry - Options
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Author:  xeeez [ Thu Jun 02, 2011 5:34 pm ]
Post subject:  30 Day Pattern Entry - Options


I have a strategy I'm hoping to implement through OpenQaunt. It uses daily bars and compares today's bar prices with the last 30 bars. As far as I understand till now, I would have to run the strategy for at least 31 days to anticipate the for the first trading signal (to accumulate the first thirty bars). Is there another way to look back at the last thirty daily bars initially when the strategy is started? And then we can keep removing the oldest bar and adding the daily bar to look for the pattern in proceeding days.

Any sort of help is appreciated. Please let me know if any clarification is needed.


Author:  Dr. Anton Fokin [ Thu Jun 02, 2011 5:43 pm ]
Post subject:  Re: 30 Day Pattern Entry - Options



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