Arnaud Legoux Moving Average Cross (ALMA) — Strategy by Marianne9
By Marianne9
Performance Metrics
- Author: Marianne9
- Symbol: KUCOIN:BTCUSDT
- Timeframe: 1 hour
- Net P&L: +73,990.08 USDT (+7.40%)
- Win Rate: 64.1%
- Profit Factor: 1.439
- Max Drawdown: 19,802.13 USDT (1.84%)
- Total Trades: 181
- Sharpe Ratio: 0.123
Description
Jul 14, 2022This strategy uses two different Arnaud Legoux Moving Average Lengths, one fast and one slow, to determine crosses for entries. The Arnaud Legoux Moving Average is an improvement to traditional MA's because it reduces lag and smooths the signal line. I have added a volume filter to improve the accuracy of the signals. This script is optimized to be used with crypto, but could be adjusted to use on different instruments. Alert functionality is included. The backtesting results displayed use 10% of the initial account equity, adjust as necessary. Jul 14, 2022Release Notes*Changed the default input settings for the fast length.