Question: Using the Simple Moving Average algorithm (you can use a simple 2 moving averages, one short 40 days and one long 100 days, crossover), you
Using the Simple Moving Average algorithm (you can use a simple 2 moving averages, one short 40 days and one long 100 days, crossover), you should evaluate the indicators for each price series as well as the trading signal when the short crosses over the long. You do not have to use a signal line but can do so if you wish.
Starting with an initial investment of $100,000 evaluate the following assigned tasks.
Relying on these Simple Moving Average Crossovers, perform your trading strategy on each of the 2 securities. That is, perform 2 separate trading strategies one for each security using the same algorithm, i.e. use the same periods (40 days and 100 days) for all 2 securities. You will need to rank each security with the best performance in terms of the ending portfolio value for the period 2008 to 2018.
sample for few dates of AAPL security... need logic on how to rank which security has best performance
| Date | High | Low | Open | Close | Volume | Adj Close |
| 2/1/08 | 7.152143002 | 6.876786232 | 7.116786003 | 6.958570957 | 1079178800 | 6.00281477 |
| 3/1/08 | 7.04964304 | 6.88178587 | 6.978929043 | 6.961785793 | 842066400 | 6.005589962 |
| 4/1/08 | 6.892857075 | 6.38892889 | 6.837500095 | 6.430356979 | 1455832000 | 5.547152042 |
| 7/1/08 | 6.557143211 | 6.079642773 | 6.473214149 | 6.344285965 | 2072193200 | 5.472902775 |
| 8/1/08 | 6.516428947 | 6.099999905 | 6.433570862 | 6.116071224 | 1523816000 | 5.276031971 |
| 9/1/08 | 6.410714149 | 6.010714054 | 6.117856979 | 6.407143116 | 1813882000 | 5.527126312 |
| 10/1/08 | 6.464285851 | 6.264643192 | 6.342143059 | 6.357857227 | 1482975200 | 5.484609604 |
| 11/1/08 | 6.351786137 | 6.071428776 | 6.285714149 | 6.167500019 | 1232285600 | 5.320398331 |
| 14/1/08 | 6.407856941 | 6.256071091 | 6.340000153 | 6.385000229 | 1100450400 | 5.508024216 |
| 15/1/08 | 6.400713921 | 5.88071394 | 6.347143173 | 6.03714323 | 2343278000 | 5.207944393 |
| 16/1/08 | 6.036070824 | 5.596428871 | 5.901071072 | 5.70142889 | 2213845200 | 4.918340683 |
| 17/1/08 | 5.905714035 | 5.657856941 | 5.768214226 | 5.746070862 | 1757859600 | 4.956851482 |
| 18/1/08 | 5.919642925 | 5.70035696 | 5.77535677 | 5.76285696 | 1724343600 | 4.971331596 |
| 22/1/08 | 5.713571072 | 5.214285851 | 5.287857056 | 5.558570862 | 2434754000 | 4.79510355 |
| 23/1/08 | 5 | 4.505000114 | 4.863928795 | 4.966785908 | 3372969600 | 4.284599781 |
| 24/1/08 | 5.025000095 | 4.714643002 | 4.999642849 | 4.842856884 | 2005866800 | 4.177692413 |
| 25/1/08 | 4.96750021 | 4.628929138 | 4.963929176 | 4.643214226 | 1554739200 | 4.005470276 |
| 28/1/08 | 4.757143021 | 4.516070843 | 4.577143192 | 4.643214226 | 1474844000 | 4.005470276 |
| 29/1/08 | 4.742499828 | 4.608929157 | 4.683928967 | 4.697856903 | 1099982800 | 4.052609921 |
| 30/1/08 | 4.837500095 | 4.642857075 | 4.691785812 | 4.720714092 | 1243051600 | 4.07232666 |
| 31/1/08 | 4.880356789 | 4.621428967 | 4.623213768 | 4.834286213 | 1345674400 | 4.170300007 |
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