scalping low lag tema etal

2021년 1월 8일

Credit for original idea goes to 1 min forex scalping by mikegoryunov

Changes include several lower lag filters (See line 3 for a list)
and values for profit, loss, and trail_points (See lines 48:53)

a, b, & c represent fast, medium, and slow filters. Basic idea is to monitor
crossovers of the three filters to determine buy/sells. Exits occur quickly within
the next time interval.

Note that this may be used for stocks and forex. The time interval can vary widely.

I have concerns about how to incorporate transaction costs with so many transactions.