SMA EMA HMA VWMA Crossover Strategy with MA Turning Point Exits by rthomson
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: BITFINEX:ETHUSD
- Timeframe: 12 hours
- Net P&L: +595.59 USD (+0.60%)
- Win Rate: 38.0%
- Profit Factor: 1.122
- Max Drawdown: 413.98 USD (0.41%)
- Total Trades: 976
- Sharpe Ratio: −1.145
Description
Jul 15, 2018This version adds HMA and VWMA, allowing you to backtest different crossover strategies for any combination, with the exits on the turning point of the faster MA. Due to order limitations this will only work on higher timeframes for some combinations, or on more recent exchanges with less history. You can edit the code though to add the timestamp to a recent date.Nov 14, 2020Release NotesAdded TEMA