TD-ESMA Strategy

2017年10月5日Uses Simple & Exponential MA to determine entry signals with confirmation signals provided by combination of Double/Triple EMA.

This is a work in progress

2017年10月5日

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Now plotting total profit/loss. Next step will be to improve strategy and protect from draw down.

2017年10月9日

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Strategy uses all available equity - no risk, no reward...?
Removed short trades, there is still too much drawdown on shorts.
Optimised default period for XAUUSD, for cryptos use around 20 to 25ish depending on the coin

2017年10月13日

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- Added risk management (TP/SL)
- Added shorts back

TODO: Stop opening positions in the very next bar after an exit...

2018年2月27日

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What's New:

• Cleaned up the stop logic
  
• Added a signal chart
  
• Buy & Hold Simulation available
  
• Custom start date for backtesting
  
• Optimized for BTCUSD

Coming Soon:

• TD-ESMA Indicator for alerts
  

2018年3月8日

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• Plot TD-ESMA Profit vs Buy & Hold
  

2018年3月8日

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Set minimum period