Strategy Turtle Double EMA

Strategy "Double EMA"


Default Settings

Long Entry - EMA50 > EMA350
Long Exit - Short Entry

Short Entry - EMA50 < EMA350
Short Exit - Long Entry


Performance

* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017

win -28.89%
risk reward ratio - 3.36
total trades - 315
ruin risk - 0.07%
edge / risk - 0.26
edge * trades - 81.835


Functions

Strategy
Pyramiding On/Off
Set Start and End