EMA Strategy by CaptJava
By CaptJava
Performance Metrics
- Author: CaptJava
- Symbol: BITTREX:MONABTC
- Timeframe: 1 hour
- Net P&L: +40,228.94 NONE (+37.01%)
- Win Rate: 27.4%
- Profit Factor: 1.416
- Max Drawdown: 35,649.53 NONE (22.85%)
- Total Trades: 237
- Sharpe Ratio: 0.206
Description
Dec 6, 2017This strategy is in testing and development. **USE AT YOUR OWN RISK. **This defaults to a 13/48 EMA using the closing price. When the fast EMA crosses above the slow it triggers a buy. When it crosses below the slow EMA it triggers a sell and potentially a short, but that is not implemented. Stops, trailing stops, and pyramiding to be added. The purpose of this strategy is to signal recommended entry and exit point and back test whether the strategy works. It is not intended to be an automated buy/sell script. * stop loss added. Not yet configurable from the settings panel. Defaults to 8% from the entry price. TODO: Add the ability to configure the stop-loss level in the settings panel Add trailing stop functionality Add profit taking, likely configurable sell targets (2:1 risk to reward gain for example) Add another signal or two to help improve odds of making a winning trade. Dec 6, 2017Release NotesFinally found where I got this from, credited source.