Moving Average 2020 strategy
18 / 36 Moving Average strategy
Could be used to capture momentum price action on a daily candlestick point of view.
Rules: When the 18MA is Below de 36MA and cross the 36 line upward (meaning that now the 18MA is above the 36MA) the algo will take a long position. Whenever the opposite happens the algo stop his long position and open a short position until we cross again And repeat same action.
We start this algo on the 1 January 2020 Until NOW
A total of 9 trades (5 Longs and 4 shorts) 7 wins / 2 loss
let’s looks at his performance during the year: 33.80% + 29.22% + 38.70% - 0.56% - 0.21% + 4.22% + 21.21% + 7.60% + 207.71%
Total performance since 1 January 2002 = 341.69%
Clearly interesting when volatility is high we only see small loss when volatility in the market is low
Could be used to capture momentum price action on a daily candlestick point of view.
Rules: When the 18MA is Below de 36MA and cross the 36 line upward (meaning that now the 18MA is above the 36MA) the algo will take a long position. Whenever the opposite happens the algo stop his long position and open a short position until we cross again And repeat same action.
We start this algo on the 1 January 2020 Until NOW
A total of 9 trades (5 Longs and 4 shorts) 7 wins / 2 loss
let’s looks at his performance during the year: 33.80% + 29.22% + 38.70% - 0.56% - 0.21% + 4.22% + 21.21% + 7.60% + 207.71%
Total performance since 1 January 2002 = 341.69%
Clearly interesting when volatility is high we only see small loss when volatility in the market is low
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.