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loxx
2021년 11월 1일 오전 2시 36분

Zero-Lag HMA Backtest v1.0 [loxx] 

Bitcoin / United States DollarCoinbase

설명

This backtest compares profitability differences between a regular Hull Moving Average ( HMA ) and a Zero-Lag HMA .

Things to know:
- Profit is set to 1 ATR
- Stop-loss is set to 1.5 ATR.
- This is by design to test the minimum the profit scenario (1 ATR up) and the worst case loss scenario (1.5 ATR down) for momentum trading. Actual results vary when additional TPs are added

How to use:
- Adjust settings and dates to view different market structures and position scenarios
- See results in the "Strategy Tester" pane

Conclusions and what's next
- Modifying HMA does very little to improve backtest results
- Future iterations will include options to backtest various moving averages with additional modifiers to improve profits and avoide losses

Comment below or send a PM with questions, comments, observations, or concerns.
코멘트
adityapratap13635
add vpvr too
loxx
@adityapratap13635, valid, will do, good idea
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