Config options

• syms: [string]
• show_plot: bool
• fast_rate: int (days)
• slow_rate: int (days)
• tolerance: float

Most of the params are self-explanatory. But tolerance might be slightly confusing.

Tolerance

Asset prices are discrete values. So when a crossover occurs, the asset values will likely never be exactly equal.

Tolerance represents the fraction of the price which is close enough to call an intersection.

Consider a case where sma_fast is above sma_slow:

sma_fast = 31
sma_slow = 30
tolerance = 0.01
price: 35

delta = tolerance*price = 0.35

sma_fast > sma_slow. But this is not marked as an intersection, because abs(sma_fast-sma_slow) > delta.

Example config

{
  "syms": [
    "GOOGL",
    "FB",
    "GOGO"
  ],
  "show_plot": true,
  "fast_rate": 20,
  "slow_rate": 50,
  "tolerance": 0.01
}

Setup

1. Clone the repo
2. Change the config.json to suite your needs
3. Run python main.py