ASX WTM - Exploratory EMA Strategy: 30-Min Back-Test
This script implements a simple EMA crossover strategy for backtesting purposes on 30-minute intervals. It uses the following parameters:
Entry Signal: Triggered when the 118-period EMA crosses above the 150-period EMA.
Exit Signal: Triggered when the 18-period EMA crosses below either the 118-period or 150-period EMA.
Backtest Results (6M):
Net Profit: 1,565.10 AUD (+156.51%)
Total Closed Trades: 2
Percent Profitable: 50.00%
Max Drawdown: 47.61 AUD (4.76%)
Average Trade: 782.55 AUD (78.26%)
These results are based on a 6-month period using 30-minute candles and should be taken with caution. This strategy performed well during this period, but past performance is not indicative of future results. Remember, this script is intended for back-testing and exploration only.
Entry Signal: Triggered when the 118-period EMA crosses above the 150-period EMA.
Exit Signal: Triggered when the 18-period EMA crosses below either the 118-period or 150-period EMA.
Backtest Results (6M):
Net Profit: 1,565.10 AUD (+156.51%)
Total Closed Trades: 2
Percent Profitable: 50.00%
Max Drawdown: 47.61 AUD (4.76%)
Average Trade: 782.55 AUD (78.26%)
These results are based on a 6-month period using 30-minute candles and should be taken with caution. This strategy performed well during this period, but past performance is not indicative of future results. Remember, this script is intended for back-testing and exploration only.
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