Moving Average Crossover 0001
The first strategy for my (also first) Everyday project. During the rest of 2016 I plan to create a new strategy everyday
and I give myself between 15 minutes and 2 hours to complete the idea.
The goal is to improve my knowledge of Pine Script, become a faster strategy coder, and experiment with different strategic trading ideas.
I'm new to strategies and algorithmic trading, and hoping to learn from the community, so any feedback, advice or corrections is very much welcome!
/pbergden
and I give myself between 15 minutes and 2 hours to complete the idea.
The goal is to improve my knowledge of Pine Script, become a faster strategy coder, and experiment with different strategic trading ideas.
I'm new to strategies and algorithmic trading, and hoping to learn from the community, so any feedback, advice or corrections is very much welcome!
/pbergden
//@version=2
strategy("Moving Average Crossover", overlay=true)
ema14 = ema(close, 14)
ema28 = ema(close, 28)
sma56 = sma(close, 56)
long = cross(ema14, sma56) and ema14 > ema28
short = cross(ema14, sma56) and ema14 < ema28
plot(ema14, title="14", color=green, linewidth=2)
plot(ema28, title="28", color=red, linewidth=2)
plot(sma56, title="56", color=blue, linewidth=3)
testStartYear = input(2014, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(2, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2015, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(30, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
if time >= testPeriodStart
if time <= testPeriodStop
strategy.entry("Long", strategy.long, 1.0, when=long)
strategy.entry("Short", strategy.short, 1.0, when=short)
if time >= testPeriodStart
if time <= testPeriodStop
strategy.exit("Close Long", "Long", profit=2000, loss=500)
strategy.exit("Close Short", "Short", profit=2000, loss=500)