TD-ESMA Strategy

Uses Simple & Exponential MA to determine entry signals with confirmation signals provided by combination of Double/Triple EMA.

This is a work in progress

版本注释:

Now plotting total profit/loss. Next step will be to improve strategy and protect from draw down.

版本注释:

Strategy uses all available equity - no risk, no reward...?
Removed short trades, there is still too much drawdown on shorts.
Optimised default period for XAUUSD, for cryptos use around 20 to 25ish depending on the coin

版本注释:

- Added risk management (TP/SL)
- Added shorts back

TODO: Stop opening positions in the very next bar after an exit...

版本注释:

What's New:

• Cleaned up the stop logic
  
• Added a signal chart
  
• Buy & Hold Simulation available
  
• Custom start date for backtesting
  
• Optimized for BTCUSD
  

Coming Soon:

• TD-ESMA Indicator for alerts
  

版本注释:

• Plot TD-ESMA Profit vs Buy & Hold
  

版本注释:

Set minimum period