What strategies can I use to create an algorithmic trading system that detects mean-reverting patterns in commodity futures prices, triggers trades based on deviations from historical averages, and manages position sizing in Fintechee's SDK?

What strategies can I use to create an algorithmic trading system that detects mean-reverting patterns in commodity futures prices, triggers trades based on deviations from historical averages, and manages position sizing in Fintechee’s SDK?

Developing a mean-reversion strategy for commodities involves calculating historical averages, identifying deviations.

Building algorithms that initiate trades when prices deviate from their historical means.