lukescream

EMA Slope Cross Trend Follower Strategy

This strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well.

The conditions which make the strat enter the market are:
- Fast Slope > Slow Slope and price > EMA 200 : go Long
- Fast Slope < Slow Slope and price < EMA200 : go Short

The simple slopes cross in the opposite direction, closes the position.

The strategy performs best on Bitcoin and the most liquid and capitalized Altcoins, but works greatly on volatile assets as well, in particular if they often go trending.
Works best on 4h time frame.

There's also an optional Volatility filter, which opens the position only if the difference between the two slopes is more than a specific value, which can be set in the strategy inputs. The purpose is not opening positions if price is going sideways and the noise is way > than the signal.

Enjoy it!
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תגובות

Hi lukestream. I am unable to get any trades while backtesting i.e no trades are executed in the default mode. possible to help?
השב
Can you please add buy / sell signal?
השב
Drun30 LucaTortiglione
@LucaTortiglione, devi impostare correttamente il periodo del backtest nel campo degli input
+1 השב
simply I love You bro!
השב
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