Simple Moving Average Cross — Strategy by DaneSchell
By DaneSchell
Performance Metrics
- Author: DaneSchell
- Symbol: BINANCE:BTCUSDT
- Timeframe: 30 minutes
- Net P&L: +24.90 NONE (+0.50%)
- Win Rate: 30.8%
- Profit Factor: 1.159
- Max Drawdown: 34.78 NONE (0.69%)
- Total Trades: 65
- Sharpe Ratio: −0.353
Description
Sep 16, 2020The script uses 3 simple moving averages that you can define (SMA Top, SMA Mid, SMA Long).Once the SMA Top is above the SMA Mid and the SMA Mid is above the SMA Top a long position is entered.Once the SMA Top is below the SMA Mid and the SMA Mid is below the SMA Top a short position is entered.You may define how long before these positions are entered by adjusting the bars in the Inputs section.A setting of 0 will enter a position as soon as the conditions are met,whereas a setting of 5 will wait 5 bars after the conditions are met before entering the positions.Sep 21, 2020Release NotesUPDATING DESCRIPTION / TYPOSThe script uses 3 simple moving averages that you can define ( SMA Top, SMA Mid, SMA Low).Once the SMA Top is above the SMA Mid and the SMA Mid is above the SMA Low a long position is entered.Once the SMA Top is below the SMA Mid and the SMA Mid is below the SMA Low a short position is entered.You may define how long before these positions are entered by adjusting the bars in the Inputs section.A setting of 0 will enter a position as soon as the conditions are met,whereas a setting of 5 will wait 5 bars after the conditions are met before entering the positions.Sep 21, 2020Release NotesUpdated the when to close the position as it was improperly set.