This strategy is designed for traders seeking a trend-following system with a focus on precision and adaptability. **Core Strategy Concept** The essence of this strategy lies in use of Exponential Moving Averages (EMAs) to identify potential long (buy) positions based on the relative positions of short-term, medium-term, and long-term EMAs. The use of EMAs is...
Backtest of the indicator "Mix1: Ema Cross + Trend Channel " Trend indicator, by the crossing of moving averages SMA200 with a channel as a filter confirms the trend. The crossing of two moving averages, give alert only in trend.
Double EMA CROSS (DEC) Useful for identifying and receiving alerts about uptrends and downtrends. This script uses two Exponential Moving Averages (EMAs) to find price uptrends and downtrends. An Exponential Moving Average ( EMA ) is a type of moving average that places a greater weight and significance on the most recent data points. The script produces...
Using this indicator you can apply EMA cross of different EMA types. For reducing noise you may think of applying double smoothing and use it in conjunction with RSI and ADX combination. You may consider using the RDX++ indicator published to public library Ex: If RSI and ADX is bullish (Green) and you are getting a buy signal, then probability of winning is...
Hi, I hope you're well! At the request of my friend @jansrbtc I'm going to publish a simple emas crossing strategy. We will do long or short at the cross of the two ema. Good strategy for when an asset is in trend. Warm: In choppy periods this indicator can be very affected by large drawdowns. Enjoy!
vastly improved and tuned. Million+% return from 2016. 2000+% return from 2018.
It is a Strategy to use EMA crossover and MACD to decide when "buy" and when "sell", the key is spend some time "tuning" the parameters and using the simulation tool to find the best parameters for EMA and MACD there are 6 parameters, but with Excel and patience you could find the best configuration for the past and apply it to the future and see.