TD-ESMA Strategy

5 באוק׳ 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 באוק׳ 2017

הערות שחרור

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

9 באוק׳ 2017

הערות שחרור

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 באוק׳ 2017

הערות שחרור

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

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

27 בפבר׳ 2018

הערות שחרור

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 במרץ 2018

הערות שחרור

• Plot TD-ESMA Profit vs Buy & Hold
  

8 במרץ 2018

הערות שחרור

Set minimum period