Kozlod - 3MA strategy with SL/PT (7 MA types) by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: NASDAQ:AAPL
- Timeframe: 30 minutes
- Net P&L: +184,646.43 USD (+184.65%)
- Win Rate: 46.7%
- Profit Factor: 1.571
- Max Drawdown: 28,375.81 USD (16.20%)
- Total Trades: 398
- Sharpe Ratio: 0.484
Description
Classic 3 MA strategy. Long - Short MA crossover Medium MA and cross is above Long MA Short - Short MA crossunder Medium MA and cross is below Long MA You can choose one of these MA types in params: Simple Moving Average ( SMA ) Exponential Moving Average ( EMA ) Weighted Moving Average ( WMA ) Hull Moving Average ( HMA ) Volume-weighted Moving Average ( VWMA ) Smoothed Moving Average ( SMMA ) Double Exponential Moving Average ( DEMA ) You can select SL/PT % levels.