Help with Trend Trader Strategy

[botzill]

Help with Trend Trader Strategy

[xmatthias]

the code itself doesn't look too complicated - however it'll most likely be slow to calculate (at least for backtesting) - as you'll have to implement this as (partial) loop.

ret is assigned with ret[1] - which is the equivalent to row[i] = row[i-1] - so the calculation of the current row relies on the resut of the prior row - which means it cannot be vectorized.

It's then simply a question of finding the definition of each method - and implementing it in python.