INVITE-ONLY SCRIPT
NWMA Aroon IFT Strategy applied to 2-years timeframe BTC

This is a two year strategy return of our 2-year strategy inspired to Manfred G. Dürschner Aroon-Oscillator-IFT-NWMA Trading System.
Even if our strategy is similar, Fast and Short NWMA MA crossover is specifically tuned from the original paper and we used an additional Force Filter and exit method.
Our opensource NWMA implementation in Pine Script is here (with references to Dürschne's original paper):
![[CS] NWMA Moving Average 3.0](https://s3.tradingview.com/d/DPo2tdWW_mid.png)
From the paper original paper:
The indicator is the Aroon-Oscillator (AO), which is defined as the difference between the Aroon up and Aroon down.
Note: this strategy takes as a reference Coinbase prices and takes long and short positions even if standard Coinbase does not allow the opening of short positions.
Coinbase was chosen because price series is more consistent and less prone to statistical flukes and flash crashes.
This strategy is Invite only, hope you enjoy
CryptoStatistical
Even if our strategy is similar, Fast and Short NWMA MA crossover is specifically tuned from the original paper and we used an additional Force Filter and exit method.
Our opensource NWMA implementation in Pine Script is here (with references to Dürschne's original paper):
![[CS] NWMA Moving Average 3.0](https://s3.tradingview.com/d/DPo2tdWW_mid.png)
From the paper original paper:
The indicator is the Aroon-Oscillator (AO), which is defined as the difference between the Aroon up and Aroon down.
- The AO is not applied to a price series but to a NWMA applied to the price series: NWMA [ price series | n1, n2 ].
- Cycle periods for the NWMA are n1 = 89 days and n2 = 21 days (λ = 4.2).
- Cycle period for the AO is 5 days: AO [NWMA | 5].
- An Inverse Fisher Transformation (IFT) is applied to the AO: IFT [AO].
- The IFT digitizes the AO witout lag.
- Settings: Buy IFT > 0, sell IFT < 0.
Note: this strategy takes as a reference Coinbase prices and takes long and short positions even if standard Coinbase does not allow the opening of short positions.
Coinbase was chosen because price series is more consistent and less prone to statistical flukes and flash crashes.
This strategy is Invite only, hope you enjoy
CryptoStatistical
僅限邀請腳本
只有經作者授權的使用者才能訪問此腳本,且通常需付費。您可以將此腳本加入收藏,但需先向作者申請並獲得許可後才能使用 — 點擊此處了解更多。如需更多詳情,請依照作者說明或直接聯繫CryptoStatistical。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
僅限邀請腳本
只有經作者授權的使用者才能訪問此腳本,且通常需付費。您可以將此腳本加入收藏,但需先向作者申請並獲得許可後才能使用 — 點擊此處了解更多。如需更多詳情,請依照作者說明或直接聯繫CryptoStatistical。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。