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Intraday-strategy-Beat-the-market-for-SPY-

I found this strategy at the following link: https://www.concretumgroup.com/backtesting-7-years-of-free-data-beat-the-market-an-effective-intraday-momentum-strategy-for-the-sp500-etf-spy/#Step-1 Via this link you will find details of the python code. All rights belong to the "concretum group".

It looks a pretty good strategy, so i copied the code from the link. The data you need to download from Alpaca. First you need to subscribe to Alpaca and then you can create the needed keys for downloading the data. In the data folder you will find the SPY data over the last 3 years, which means for testing the software(process.py) you do not need to download the data anymore. Download software is in the project.

Below you will find the results.

afbeelding

Will see to code a python script to trade the above mentioned principles via Alpaca demo account or MT4/5 demo account.

BR

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