AlignedMA and Cumulative HighLow Strategy

2020年10月10日

Combining the indicators:

1. Aligned Moving Average Index :

2. Cumulative High Low Index :

3. Supertrend

Works best in long only for crypto and precious metals.

My scenario is to present how much you can earn by investing 1000 for full 10 years. Hence, I am using fixed 1000 initial deposit and 100% equity per trade without any pyramiding. This allows us to compare gains to buy and hold.

2020年10月10日

版本注释

Tweaks in parameter values.

Note: Indices and gold does not show any trades due to lesser capital. Increase initial capital to make it work.

2020年10月10日

版本注释

Adding OCA back to avoid multiple order at a time. Add option yearly high low condition to reduce risk

2020年12月1日

版本注释

Add new date filter

2021年4月11日

版本注释

Remove calc_on_order_fills to avoid lookahead warning