MA Strength Strategy

2020년 12월 12일

This is based on Aligned Moving Average Index published earlier:

But, instead of scoring trend based on how many moving averages are aligned, we are considering upside score. Higher scores are assigned for slower moving averages and lower scores for faster moving averages to give more stress to long term trend.

Buy/Sell conditions are based on moving average crossover on the upside score sum of Loopback days.

This is a very rough idea which seems to have been working ok on long only trades. Can be further improved.