Python and MACD Trading Strategy: Backtest, Rules, Code, Setup, Performance
Python is one of the most popular programming languages in finance. It is widely used for data analysis, machine learning and, of course, backtesting trading strategies.
Today we will show you how to calculate and backtest a MACD, Moving Average Convergence/Divergence (MACD), trading strategy using Python. As you will see, it doesn’t take a computer science degree to do it.
In this article, we are going to backtest a MACD trading strategy using Python: from downloading data from Yahoo Finance and calculating the MACD to generating the strategy returns and plotting the results.
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