Fast v Slow Moving Averages Strategy (Variable) [divonn1994]

20 sie 2022

This is a simple moving average based strategy that takes 2 moving averages, a Fast and a Slow one, plots them both, and then decides to enter a 'long' position or exit it based on whether the two lines have crossed each other. It goes 'long when the Fast Moving Average crosses above the Slow Moving Average. This could indicate upwards momentum in prices in the future. It then exits the position when the the Fast Moving Average crosses back below. This could indicate downwards momentum in prices in the future. This is only speculative, though, but sometimes it can be a very good indicator/strategy to predict future action.

I've tried some strategy settings and I found different promising strategies. Here are a few:
BTCUSD ( BitStamp ) 1 Day Timeframe : EMA, Fast length 25 bars, Slow length 62 bars => 28,792x net profit (default)
BTCUSD ( BitStamp ) 1 Day Timeframe : VWMA, Fast length 21 bars, Slow length 60 bars => 15,603x net profit
BTCUSD ( BitStamp ) 1 Day Timeframe : SMA, Fast length 18 bars, Slow length 51 bars => 19,507x net profit
BTCUSD ( BitStamp ) 1 Day Timeframe : RMA, Fast length 20 bars, Slow length 52 bars => 5,729x net profit
BTCUSD ( BitStamp ) 1 Day Timeframe : WMA, Fast length 29 bars, Slow length 60 bars => 19,869x net profit

Features:
-You can choose your preferred moving average: SMA , EMA , WMA , RMA & VWMA .
-You can change the length average for each moving average

-I made the background color Green when you're currently in a long position and Red when not. I made it so you can see when you'd be actively in a trade or not. The Red and Green background colors can be toggled on/off in order to see other indicators more clearly overlayed in the chart, or if you prefer a cleaner look on your charts.

-I also have a plot of the Fast moving average and Slow moving average together. The Opening moving average is Purple, the Closing moving average is White. White on top is a sign of a potential upswing and purple on top is a sign of a potential downswing. I've made this also able to be toggled on/off.

Let me know if you think I should change anything with my script, I'm always open to constructive criticism so feel free to comment below :)

3 dni temu

Informacje o Wersji

This updated version of the Fast v Slow Moving Averages Strategy enhances flexibility and accuracy for trading crypto markets. The strategy operates by calculating two moving averages: one faster (short-term) and one slower (long-term). When the fast moving average crosses above the slow moving average, it signals bullish momentum, prompting the strategy to enter a 'long' position. Conversely, when the fast moving average crosses below the slow moving average, it indicates bearish momentum, prompting an exit from the long position or potentially initiating a 'short' position if enabled.

What's New in v2:

Optional Short Trades: You can now choose to enable short trading, allowing the strategy to take advantage of bearish market conditions.

Trade Connector Lines: Visually connects entries and exits for clearer tracking of trade performance, enhancing visual backtesting.

Improved Date Range Management: Easily control the testing period using precise start and end dates, helping you refine historical analysis and strategy optimization.

Configurable Parameters:

Moving Average Type: Choose between EMA, SMA, RMA, WMA, and VWMA.

Fast and Slow MA Lengths: Independently customize the lengths of the fast and slow moving averages to suit different timeframes and trading styles.

Short Positions: Optionally enable or disable short-selling, creating an 'always in' trading approach.

Visual Customizations: Easily toggle the visibility of moving average plots and background colors indicating active trade positions, enhancing visual clarity.

Trade Connector Lines: Visualize trade entries and exits clearly with connector lines, simplifying trade performance reviews.

Example Optimal Settings:

BTCUSD (BitStamp), 1-Day Timeframe: EMA, Fast MA 25 bars, Slow MA 62 bars.

This refined strategy offers greater flexibility, improved visual feedback, and robust control over your crypto trading automation, helping traders clearly identify entry and exit points while maximizing profitability and minimizing risk.