Script for getting trend info about asset

Posted By: GHMC

Script for getting trend info about asset - 02/11/17 13:45

Hi,

For a trendfollowing system idea I'm looking for code/script that takes in a list of assets and then determines statistics about the trending characteristics of every asset.

Based on those statistics I want to make a new ranked assetlist, with the most/best trending assets first and then going down to the least likely candidates for that trendfollowing system.

I'm not experienced in coding, so can someone help with that, or are there already scripts that can do this?
Posted By: dr_panther

Re: Script for getting trend info about asset - 02/12/17 14:29

This looks a little bit like the dual momentum system. Which statistics are you thinking of? You could try to write down some pseudo code, that mean: what would you do if you had to do it manually.
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