These strategies are designed to pursue stocks that are surging beyond their normal moving average, and therefore likely to continue increasing in value

Note that scripts in this file are designed to be run in the Cloudquant environment: https://info.cloudquant.com/

Our first strategy published here uses a threshold of the average highs from the previous 25 days and 1/3 of the stock ATR; the long signal is triggered at that point, while a short signal is triggered by going below the average low minus 1/3 of stock ATR. Stocks are then sold if they either drop below the average high or go above the average low, or at the end of the day. These are all variables to be experimented with to determine which are the most successful.