QIAT Section – 3 Assignment

The following assignment from QIAT makes you learn basic AFL coding. When you submit the assignment questions (AFLs), we will email you the solutions 🙂

Qestion 1: Write a code to filter stocks which increasd more than 5% previous day & volume jump 50%.

Qestion 2: Write a code to filter stocks with StochasticK more than 90 or less than 10.

Wikipedia reference for Stochastic: https://en.wikipedia.org/wiki/Stochastic_oscillator

Qestion 3: Write a afl strategy with following rules:

  • Buy when RSI crosses above 70 level
  • Sell when RSI goes below 40 level
  • Short when RSI goes below 30 level
  • Cover when RSI goes above 60 level

Wikipedia reference for RSI: https://en.wikipedia.org/wiki/Relative_strength_index

Qestion 4: Write a afl strategy with following rules:

  • Buy when price goes above Bollinger Band
  • Sell when price goes below Bollinger Band
  • Short = Sell
  • Cover = Buy

Wikipedia reference for Bollinger Band: https://en.wikipedia.org/wiki/Bollinger_Bands

Qestion 5: Write a AFL stratgey for 3 Moving averages- 20-period (MA20), 50-period (MA50) and 100-period (MA100)

  • Buy when MA20 crosses above MA50 and MA50>MA100
  • Sell when either MA20 goes below MA50 or MA50 goes below MA100
  • Short when MA20 crosses below MA50 and MA50<MA100
  • Cover when either MA20 goes above MA50 or MA50 goes above MA100

Wikipedia reference for Moving Average: https://en.wikipedia.org/wiki/Moving_average

Qestion 6: Write a afl strategy with following rules:

  • Buy when RSI crosses above 70 and MA20>MA50
  • Sell when either RSI goes below 40 or MA20<MA50
  • Short when RSI crosses below 30 and MA20<MA50
  • Cover when either RSI goes above 40 or MA20>MA50

Qestion 7 (Self-practice): Visually check all strategies from Q3-Q6 on charts with signals. Find if there any irregularity in Buy/Sell/Short/Cover signal cycles.

Qestion 8 (Self-practice): Backtest strategies Q3-Q6 and note the best performer

Qestion 9 (Self-practice): Optimize strategies Q3-Q6 and note stable parameters for the strategy

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