Moving Average Crossover Entries and Exits in Python

Summary

This educational example uses moving average crossovers to open and close long or short positions. It sets separate fast and slow periods and requires a crossover to persist for a configurable observation period before entering. The example allocates a configured share of the initial asset balance to a position and records trade details.

For exits, it watches a second fast and slow crossover pair and closes when the crossover runs against the current position for the specified exit period. It then logs account balance changes and position details. The document provides code and parameter defaults, but no performance evidence or complete risk analysis. It explicitly cautions against using the example live without further work; the sizing approach and account balance calculations would need careful review before practical deployment.

Key ideas

• Entry direction follows the sign of the fast and slow moving average crossover.\nAn entry requires the crossover count to meet the configured observation threshold.\nA separate crossover pair controls exits from open positions.\nThe example is educational and advises caution before live use.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.