Algorithmic Trading in Python - MACD: Construction and Backtest

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Disclaimer: This is video is not an investment advice. It is for educational and entertainment purposes only.

In this video we are constructing the MACD indicator, visualize trading signals and backtest the strategy with Python.

If you have any questions or want to provide feedback be kindly invited to let me know in the comments below.

Previous video on crossover moving averages:
   • Trading moving averages in Python - Simple...  

Regarding the adjust=False point:
https://pandas.pydata.org/docs/refere...

Video where I am going into more details about EMAs:
   • How to build a RSI Trading Strategy and Ba...  

The main point of using EMAs is to give more recent data points a larger weighting.

Further reading (high level):
https://www.investopedia.com/terms/e/...

The 12/26/9 values are overall accepted standardized values but you can make amendments if you want.

0:00 - 02:43 Explanation of the strategy
02:43 - 03:20 Pulling online stock price data
03:20 - 06:07 Adding the MACD indicators
06:07 - 07:08 Plot MACD and signal line
07:08 - 10:41 Get Buying and Selling signals
10:41 - 14:15 Plot Buying and Selling signals
14:15 - 21:22 Backtest
21:22 - 24:27 Long term backtest