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QuantNomad
Mar 25, 2018 11:04 AM

Kozlod - 3MA strategy with SL/PT (7 MA types) 

NASDAQ:AAPL30
Apple Inc.NASDAQ

描述

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Classic 3 MA strategy.

  • Long - Short MA crossover Medium MA and cross is above Long MA
  • Short - Short MA crossunder Medium MA and cross is below Long MA


You can choose one of these MA types in params:
Simple Moving Average ( SMA )
Exponential Moving Average ( EMA )
Weighted Moving Average ( WMA )
Hull Moving Average ( HMA )
Volume-weighted Moving Average ( VWMA )
Smoothed Moving Average ( SMMA )
Double Exponential Moving Average ( DEMA )

You can select SL/PT % levels.
Moving AveragesExponential Moving Average (EMA)Hull Moving Average (HMA)smaHMA3ma
评论
mych36
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Did a quick test on some other other hot ticker symbols and wasn't seeing that great of results. Have you tested this out in live trading?
Princecrypto
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Hi, Do you have this in version 4?
QuantNomad
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@Princecrypto, not yet, will convert it when will have some free time.
Princecrypto
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@QuantNomad, Thank you! Is there a way you can get the version 4 created to select each MA crosses , eg :- short MA and Long MA , short MA and Medium MA , so on.. Instead of 3 then the script will have the option to select 2 MA.
foudid
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thanks for the work ! Is that possible to remove the backtesting ?
Keeping the inputs only without backtesting

Thanks
QuantNomad
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@foudid, hi. what do you mean? Do you want a study with alerts?
foudid
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@QuantNomad, Yes, only the alerts without all the information on the backtesting. Keeping the settings to choose which ema etc and having only the plots.

In meantime, I have added the inputs to choose from when to back test :

// date
FromMonth = input(defval = 9, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear = input(defval = 2018, title = "From Year", minval = 2017)
ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear = input(defval = 9999, title = "To Year", minval = 2017)

// function
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
window() => time >= start and time <= finish ? true : false

and added this function on the strategy.entry and close

Everything is working perfectly ! : )
foudid
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@QuantNomad, And yes a study alert in a good words of dev here
foudid
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@foudid, have modified this :

//////////////
// PLOTTING //
//////////////

plotshape(short_signal, title="SHORT", style=shape.triangledown, color=red, text="short")
plotshape(long_signal, title="LONG", style=shape.triangleup, location=location.belowbar, color=green, text="long")


//////////////
// STRATEGY //
//////////////

alertcondition(long_signal, title='Buy Signal', message='Buy Signal Alert')
alertcondition(short_signal, title='Sell Signal', message='Sell Signal Alert')

it works for the study.

I don't know if there is something better to do ?
Harleydarocha
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This is a great strategy! Such high net profit, am i missing something?
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