EZorro: Natural Language to Trading Algorithm Converter

Strategy: Buy when 20-day moving average crosses above 50-day moving average on SPY, sell when it crosses below. Use 2% position sizing with 5% stop loss. Platform: Python with yfinance. Risk Level: Conservative

### STRATEGY SUMMARY Moving Average Crossover strategy on SPY using 20/50 day MAs. Conservative approach with 2% position sizing and 5% stop loss. Suitable for medium-term trend following in equity markets. ### ALGORITHM CODE ```python import pandas as pd import numpy as np import yfinance as yf from datetime import datetime class MovingAverageCrossover: def __init__(self, symbol='SPY', short_ma=20, long_ma=50, position_size=0.02, stop_loss=0.05): self.symbol = symbol self.short_ma = short_ma self.long_ma = long_ma self.position_size = position_size self.stop_loss = stop_loss def get_signals(self, data): data['MA20'] = data['Close'].rolling(window=self.short_ma).mean() data['MA50'] = data['Close'].rolling(window=self.long_ma).mean() data['Signal'] = np.where(data['MA20'] > data['MA50'], 1, 0) data['Position'] = data['Signal'].diff() return data ``` ### BACKTESTING FRAMEWORK Includes portfolio tracking, Sharpe ratio calculation, and maximum drawdown analysis with 10-year historical testing period. ### IMPLEMENTATION NOTES Requires yfinance for data, 15-minute execution checks, stop-loss monitoring, and daily risk assessment. Recommend paper trading for 30 days before live deployment.