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aphickman
Oct 5, 2017 4:09 PM

TD-ESMA Strategy 

Bitcoin / Tether USDPoloniex

描述

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 BITFINEX: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
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