TD-ESMA Strategy

5 thg 10, 2017

Uses Simple & Exponential MA to determine entry signals with confirmation signals provided by combination of Double/Triple EMA.

This is a work in progress

5 thg 10, 2017

Phát hành các Ghi chú

Now plotting total profit/loss. Next step will be to improve strategy and protect from draw down.

9 thg 10, 2017

Phát hành các Ghi chú

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

13 thg 10, 2017

Phát hành các Ghi chú

- Added risk management (TP/SL)
- Added shorts back

TODO: Stop opening positions in the very next bar after an exit...

27 thg 2, 2018

Phát hành các Ghi chú

What's New:

• Cleaned up the stop logic
  
• Added a signal chart
  
• Buy & Hold Simulation available
  
• Custom start date for backtesting
  
• Optimized for BTCUSD

Coming Soon:

• TD-ESMA Indicator for alerts
  

8 thg 3, 2018

Phát hành các Ghi chú

• Plot TD-ESMA Profit vs Buy & Hold
  

8 thg 3, 2018

Phát hành các Ghi chú

Set minimum period