In our work at QuantConnect we have helped with thousands of budding quants over the years. Our algorithm development terminal is a powerful backtesting platform that allows members to design strategies on 15 years of past equities data.[wp_ad_camp_5]
While Implementing autotrading strategies we see several very common mistakes by the coders even in the most basic strategies. Watch out here for our latest free video tutorial – Coding the Exponential Moving Average Strategy – we wanted to start by helping users avoid these common mistakes and show how they could avoid them. These common mistakes are:
1. Debounce your Algorithm – Increase your algorithm efficiency by ensuring it only fires once per trading signal.
2. Single Trigger per Signal – Tightly manage cash flow and trigger orders at the optimal time by ensuring algorithms only send orders once per signal.
3. Reduce Variables and Avoid Optimization – Be wary of curve fitting and high parameter counts to make your algorithm look profitable on past data.
Check out their tutorial video with the coding walk-through, and how to avoid these common mistakes when you’re building a strategy.
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