OPEN-SOURCE SCRIPT
Moving Average - Intraday
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Moving Average Intraday Strategy
Basic moving average strategy purpose built for intraday trading. It uses two simple moving averages & takes a positions on crossover.
Position is reversed when signal changes by using double quantity. Once the intraday session is over & if the position is open; it is squared off.
Users can define intraday session during which the strategy will run.
Parameters:
Basic moving average strategy purpose built for intraday trading. It uses two simple moving averages & takes a positions on crossover.
Position is reversed when signal changes by using double quantity. Once the intraday session is over & if the position is open; it is squared off.
Users can define intraday session during which the strategy will run.
Parameters:
- Intraday Session - Defines the duration for which the strategy should execute.
- Short Term Moving Average Period
- Long Term Moving Average Period
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