TFi Simple Moving Average Bot V1 - PUBLIC

2021년 8월 7일

The bot is using 2 moving averages for detecting the trend; the type of moving average is configurable; if the 2 moving averages are crossing it enters a long or short position. A stop-loss and profit-target can be configured; if reaching the profit-target, the bot is closing 50% (configurable) of the position, from this time on it is using a trailing-stop to close the position if the trailing-stop has been crossed.

The following moving-averages can be configured:

• DEMA
  
• EMA
  
• HMA
  
• RMA
  
• SMA
  
• TEMA
  
• VWMA
  
• WMA
  

Overview of features:

• Optional stop-loss and profit-target/trailing-stop
  
• Built-in backtesting engine with start balance, position size and pyramiding; each year will be evaluated separately
  
• Inputs for a percentage entry and exit slippage, entry/exit and daily funding fees
  
• Configurable alerts, which follow the exact position of the entry/exit marker [FULL version only]
  
• Alert messages contain predefined trading instruction to execute orders via TradeFab's proprietary trading server, which supports Alpaca-Markets, TD Ameritrade, Oanda, CCXT API's, or can be defined by the user
  

The script renders a performance/status table, which shows the current position status and result of the built-in trading simulation results. The following statistics are shown:

• Current position PnL - also background turns green if position is in profit and red if in loss
  
• Average entry price and number of positions
  
• Current percentage distance to the optional stop-loss level
  
• Current Maximum Draw Down
  
• Number of wins and losses and the win/loss ratio per year and overall
  
• Profit and loss amount, paid fees per year and overall
  
• Profit-ratio and Maximum Draw Down per year and overall
  
• Balance and ROI per year and overall