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Python scripts for testing algorithmic trading strategies
After shorting is complete, we should track recent trends with the ADX method and test if there's any correlation between profitability and trends.
We need to allow for shorting stock. That is , selling stock now, and buying it back later (at hopefully a lower price). One idea is to use an initial deposit, say $10,000 rather than using %'s like we currently are.
We need to use the methods on groups of stocks, without the survivorship bias.
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