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lukescream
2020년 6월 15일 오후 4시 18분

EMA Slope Cross Trend Follower Strategy 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

설명

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!
코멘트
michelem09
Esiste lo study di questa strategy?
LucaTortiglione
Can you please add buy / sell signal?
Drun30
@LucaTortiglione, devi impostare correttamente il periodo del backtest nel campo degli input
diacFinance
Applicando questa strategia al medesimo simbolo ottengo performance diverse. Come mai?
eufronio61
il codice sorgente finisce alla riga 109 o continua?
Beerdrinker
scusa qualle sarebbe il setup per il daily TF... grazie e complimenti
antoniodapc
Grazie Luca .
Ne aspetto un altro con Ansia
4ba94e636ce44151aacf39d7234053
Hi lukestream. I am unable to get any trades while backtesting i.e no trades are executed in the default mode. possible to help?
UnknownUnicorn4235636
simply I love You bro!
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