VMACD - Strategy

8 בנוב׳ 2018

Updated a basic strategy (Same with MACD) these are the results on XBT-USD (It's Version 3 so no Repainting) probably some of my best work.
BUY = Histo > 0
SELL = Histo < 0
uses my VMA formula modified with change to catch see the overall direction of volume compared to price. Much more efficent than VWAP.

10 בדצמ׳ 2018

הערות שחרור

* Key updates to extend length
* Changed how signal smoothing works