Hypotheses
Myquant MA — Faithful Frozen Source Port with Unreachable Order Branches
Faithful reproduction of Myquant's Apache-2.0 MA trading example, preserving executable behavior rather than repairing its apparent intent. Source:…
Hypothesis
Faithful reproduction of Myquant's Apache-2.0 MA trading example, preserving executable behavior rather than repairing its apparent intent. Source: https://github.com/myquant/strategy/blob/17595e6bf4a118e1fa87c90bfb0fd78afa69a60b/MA/python/ma_stock.py. The source computes cross as a Boolean, then tests cross < 0 in both trading branches; that comparison is always false. Moreover, window_size=20 and timeperiod=20 leave ma[-3] undefined under TA-Lib SMA semantics. Consequently, the exact fallback baseline submits no orders. This is a trading strategy with unreachable branches, not a utility and not an economically rejected strategy. The supplied source reads its market and parameters from an INI file whose contents were not supplied or successfully retrieved; its actual configured instrument and overrides remain unknown. AAPL.USEQ is an explicitly selected platform instrument, not an asserted original instrument. Preserve the 60-second fallback cadence as 1-MINUTE bars. Do not silently repair the crossover, extend the rolling buffer, introduce stops, or optimize a corrected version.
Analysis
MA
Backtest and paper results are hypothetical. Trading involves risk of loss.