Binomial Moving Average Strategy by HosseinDaftary
By HosseinDaftary
Performance Metrics
- Author: HosseinDaftary
- Symbol: BINANCE:BNBUSDT
- Timeframe: 15 minutes
- Net P&L: +432.94 NONE (+0.43%)
- Win Rate: 36.1%
- Profit Factor: 1.159
- Max Drawdown: 144.90 NONE (0.14%)
- Total Trades: 843
- Sharpe Ratio: 0.022
Description
Binomial Moving Average:This type of moving average that is made by myself and i did not see anywhere before uses the half of binomial coefficients foraveraging the prices for example if the period be 5 then we use the 9 degree binomial coefficients(that yields 10 coefficients) and use half of them.we use 126/256 for last bar,84/256,36/256,9/256 and finally use 1/256 for 5th bar. Seemingly this MA works better than EMA.This Strategy uses the most known method(crossover and cross under two slow and fast MAs) with using BMAs.