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Appendix G. Example strategy "EMA" in Python

This strategy effectively replicates the EMA strategy mentioned above, only it's written in Python and integrates with the rest of the platform by using the available exposed API (REST and ActiveMQ). This is merely just a demonstration of the concept: by utilizing AlgoTrader API it is possible to write strategies in languages other than Java. In order to run this strategy, AlgoTrader server must be started. Running ema-api.py starts executing the strategy, which subscribes to the market data (ActiveMQ topic) and submits the orders (via REST).

All the configurations settings are located inside ema-api.py file. Only installed Python interpreter is required (tested on 3.6.3)