EMA Slope Cross Trend Follower Strategy

This strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well.

The conditions which make the strat enter the market are:
- Fast Slope > Slow Slope and price > EMA 200 : go Long
- Fast Slope < Slow Slope and price < EMA200 : go Short

The simple slopes cross in the opposite direction, closes the position.

The strategy performs best on Bitcoin and the most liquid and capitalized Altcoins, but works greatly on volatile assets as well, in particular if they often go trending.
Works best on 4h time frame.

There's also an optional Volatility filter, which opens the position only if the difference between the two slopes is more than a specific value, which can be set in the strategy inputs. The purpose is not opening positions if price is going sideways and the noise is way > than the signal.

Enjoy it!
즐겨찾기 스크립트에서 빼기 즐겨찾기 스크립트에 넣기


Hi lukestream. I am unable to get any trades while backtesting i.e no trades are executed in the default mode. possible to help?
Can you please add buy / sell signal?
Drun30 LucaTortiglione
@LucaTortiglione, devi impostare correttamente il periodo del backtest nel campo degli input
simply I love You bro!
홈으로 스탁 스크리너 포렉스 스크리너 크립토 스크리너 이코노믹 캘린더 사용안내 차트 특징 프라이싱 프렌드 리퍼하기 하우스룰(내부규정) 헬프 센터 웹사이트 & 브로커 솔루션 위젯 차팅 솔루션 라이트웨이트 차팅 라이브러리 블로그 & 뉴스 트위터