EMA Crossover Strategy Example by ParametricTrading
By ParametricTrading
Performance Metrics
- Author: ParametricTrading
- Symbol: COINBASE:BTCUSD
- Timeframe: 4 hours
- Net P&L: +3,221.80 USD (+3.22%)
- Win Rate: 47.6%
- Profit Factor: 2.178
- Max Drawdown: 1,733.40 USD (1.72%)
- Total Trades: 21
- Sharpe Ratio: 0.123
Description
Dec 8, 2020This is a script written as an example of how to build a simple strategy with user-defined inputs based on a simple Moving Average crossover. --This indicator is used for backtesting Moving Average crossover strategies (only for long trades). A "short" and "long" moving average period and calculation method (the "smoothing type") are user-adjustable. The trade is triggered when the "short" moving average crosses over the "long" moving average. A third customizable moving average is provided which is used as a trigger to exit the trade when the *close* of a candle crosses below this "exit" moving average. Again the period and smoothing type are user-adjustable.Dec 11, 2020Release NotesBug fix.