Moving average strategy by SustainableInvestment
By SustainableInvestment
Performance Metrics
- Author: SustainableInvestment
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 day
- Net P&L: +34,917.05 USDT (+3,501.98%)
- Win Rate: 30.5%
- Profit Factor: 1.856
- Max Drawdown: 12,229.66 USDT (44.12%)
- Total Trades: 105
- Sharpe Ratio: 0.289
Description
NAME : Moving average strategySUMMARYLong when Short MA period > Long MA periodExit when Short MA period < Long MA periodLong only strategy, but you can modify this script.==============================This strategy uses a moving average line.It buys when the short-term moving average crosses the long-term moving average and sells when the long-term moving average crosses the short-term moving average.You can use different moving average lines by setting the MA type.You can use SMA, EMA, DEMA, TEMA, WMA, and VWMA.You can also adjust the period of the moving average line.Price Type sets the type of price that will be used for the moving average line. The options are Close price, Open price, High price, Low price, Typical price, and center price.High MDD and long periods of sideways movement make it difficult to use in practice, even though the returns may seem high.Hopefully, you can combine it with other indicators to create a good strategy.Thank you.