Simple Moving Average Crossover — Strategy by sixpathssenin
By sixpathssenin
Performance Metrics
- Author: sixpathssenin
- Symbol: NSE:INDUSINDBK
- Timeframe: 15 minutes
- Net P&L: +638.15 NONE (+6.38%)
- Win Rate: 40.5%
- Profit Factor: 1.639
- Max Drawdown: 166.50 NONE (1.54%)
- Total Trades: 158
- Sharpe Ratio: 0.586
Description
Mar 25, 2021This strategy uses two moving averages of 21 and 8 to generate buy or sell signal.This is for purely intraday trades and best use in 15 min time frameThis strategy uses angle/slope of ma to filter out period of sideways movement and only generate signals when the stock starts trending in one direction How to use this1) Buy when the buy is generated 2) Sell when the sell is generatedProperties you can tweak to adjust this strategy to your needs are1) angle -> Adjust this properties to define how much slope would be considered to generate the signals, higher the values lesser the trades generated.2) atr period-> this is to adjust the atr period3) ma source -> close is considered as source , you can use open or high or low Mar 26, 2021Release NotesLong means BUYshort means SELLMar 26, 2021Release Notesjust updated