trading strategies – to do

create basic technical indicators

  • MA and EMA (in pandas and ta-lib), death cross, golden cross
  • RSI (manually in pandas and just as a call in ta-lib)
  • Bollinger Bands (manually in pandas plus ta-lib)
  • MACD (pandas, ta-lib)
  • SAR (pandas, ta-lib) or not, SAR is difficult to compute without ta-lib
  • heikin-ashi (pandas)
  • stochastic and stochastic RSI oscillator

strategies corresponding to indicators

and corresponding strategy backtesting


market profile - volume profile
stocks correlation
pair trading

what to implement

  • CAGR - Compound annual growth rate
  • Sharpe ratio


  • with machine learning predict returns or trend but for sure not prices