Algorithmic Strategy: 5 Day SMA Systematic Trading

With today’s advancements you can easily transform your I Know First signals into a systematic trading strategy. What once took large investments into back testing environments and some advanced coding knowledge can now easily be learned and done online. In this tutorial I will cover how to build your first algorithm using a historical data file and QuantConnect. The strategy trade USO (Oil ETF) based on our CL1 forecast – a part of the commodities forecast.  You can follow me step by step to make the code or simply copy it into your QuantConnect account ! You can easily transition from back testing to live trading with just one click using the brokers supported by the platform. Enjoy.

Download Excel Data File Here

You can see the results and clone the algorithm here: