AlignedMA and Cumulative HighLow Strategy

2020년 10월 10일

Combining the indicators:

1. Aligned Moving Average Index :

2. Cumulative High Low Index :

3. Supertrend

Works best in long only for crypto and precious metals.

My scenario is to present how much you can earn by investing 1000 for full 10 years. Hence, I am using fixed 1000 initial deposit and 100% equity per trade without any pyramiding. This allows us to compare gains to buy and hold.

2020년 10월 10일

릴리즈 노트

Tweaks in parameter values.

Note: Indices and gold does not show any trades due to lesser capital. Increase initial capital to make it work.

2020년 10월 10일

릴리즈 노트

Adding OCA back to avoid multiple order at a time. Add option yearly high low condition to reduce risk

2020년 12월 1일

릴리즈 노트

Add new date filter

2021년 4월 11일

릴리즈 노트

Remove calc_on_order_fills to avoid lookahead warning