TD-ESMA Strategy

5 окт. 2017 г.

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 окт. 2017 г.

Информация о релизе

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

9 окт. 2017 г.

Информация о релизе

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 окт. 2017 г.

Информация о релизе

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

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

27 февр. 2018 г.

Информация о релизе

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 мар. 2018 г.

Информация о релизе

• Plot TD-ESMA Profit vs Buy & Hold
  

8 мар. 2018 г.

Информация о релизе

Set minimum period