Ingenious SMA Crossover

2019年2月10日

Introduction
A popular use for moving averages is to develop simple trading systems based on moving average crossovers. A trading system using two moving averages would give a buy signal when the shorter (faster) moving average advances above the longer (slower) moving average. A sell signal would be given when the shorter moving average crosses below the longer moving average. The speed of the systems and the number of signals generated will depend on the period of the moving averages.

What is this tool?
This tool is a crossover system of two simple moving averages. I called it "Ingenious" because it uses a decision tree-based algorithm under the hood to find and plot the most profitable SMA combination.

It analyzes the range of periods between 4 to 45 and backtests each combination across the entire history of an instrument. If the more profitable periods were detected the indicator will switch periods of the moving averages to the found ones immediately.

NOTE: It does not change what has already been plotted.

Good luck!

2019年10月13日

版本注释

• Security update
  
• Optimization update
  
• Now it analyzes periods starting from 4 to 50

2019年12月15日

版本注释

• Update
  

2020年10月19日

版本注释

• Update