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Bitduke
17 gru 2019 23:46

Strategy based on Ehlers Smoothed Adaptive Momentum [LazyBear] 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Opis

Strategy based on Ehlers Smoothed Adaptive Momentum (ESAM) indicator by LazyBear, slightly improved.

Indicator itself was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).

Backtesting: XBTUSD (Bitmex): 2h, 3h, 4h
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