Nick's Momentum Trading Strategy - Beats Buy and Hold manifolds!

This script works on the principle of short-term mean reversion and long term trend following, and uses minimal parameters to ensure no overfitting.

The scripts beats buy and hold for almost all major pairs that satisfy the following conditions:

- are trading on multiple exchanges as either ALTBTC or ALTUSD pairs
- have good volume available with them
- have an established history - (try not to use this script with really new pairs)

To run the script, follow these rules:
- script should be run on ALTBTC pair
- set first parameter such that when multiplied with resolution of chart, we get a whole day/week/month, etc. e.g. for a '4H' chart, set this to multiples of 6. The reason being that most algorithmic rebalancing in cryptosphere happens at these times, and we want to make effective use of this.
- set second parameter in the range of 1-6 - this is the smoothing factor (ema) we want to apply to our indicator (governed by our first parameter) - more smoothing = lesser trades. See what works for you.
- Last parameter is a filter condition. Just check/uncheck it once to see if market works better with this on or off.
- If script does not beat buy and hold on this pair (rarely), don't use script on this pair at all.


Access available only to friends. I do code trading strategies on request - so, let me know if you have a good set of rules to create a strategy.