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Python Algorithmic Trading Cookbook

You're reading from   Python Algorithmic Trading Cookbook All the recipes you need to implement your own algorithmic trading strategies in Python

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Product type Paperback
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Length 542 pages
Edition 1st Edition
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Author (1):
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Pushpak Dagade Pushpak Dagade
Author Profile Icon Pushpak Dagade
Pushpak Dagade
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Toc

Table of Contents (16) Chapters Close

Preface 1. Handling and Manipulating Date, Time, and Time Series Data 2. Stock Markets - Primer on Trading FREE CHAPTER 3. Fetching Financial Data 4. Computing Candlesticks and Historical Data 5. Computing and Plotting Technical Indicators 6. Placing Regular Orders on the Exchange 7. Placing Bracket and Cover Orders on the Exchange 8. Algorithmic Trading Strategies - Coding Step by Step 9. Algorithmic Trading - Backtesting 10. Algorithmic Trading - Paper Trading 11. Algorithmic Trading - Real Trading 12. Other Books You May Enjoy Appendix I
1. Appendix II
2. Appendix III

EMA-Regular-Order strategy – coding the strategy_exit_position method

In this recipe, you will continue with the coding of the StrategyEMARegularOrder class. Here, you will code the strategy_exit_position() method, the last mandatory method enforced by the StrategyBase base class. This method is called by the AlgoBulls core engine every time the strategy_select_instruments_for_exit method returns non-empty data. By the end of this recipe, you will have completed coding the StrategyEMARegularOrder class.

Please refer to the flowchart in the introduction of this chapter to understand how AlgoBulls core engine calls the strategy_select_instruments_for_exit() method during strategy execution.

Getting ready

Make sure you have followed the previous recipe before starting this recipe.

How to do it…

Continue coding the StrategyEMARegularOrder class. Define a method to the exit position for a given instrument based on sideband_info:

class StrategyEMARegularOrder(StrategyBase):
...
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