TD-ESMA Strategy

5 Eki 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 Eki 2017

Sürüm Notları

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

9 Eki 2017

Sürüm Notları

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 Eki 2017

Sürüm Notları

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

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

27 Şub 2018

Sürüm Notları

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 Mar 2018

Sürüm Notları

• Plot TD-ESMA Profit vs Buy & Hold
  

8 Mar 2018

Sürüm Notları

Set minimum period