This simple RSI-MA long/short algorithm beats the Dow by a FREAKING HUGE margin over the past century (excluding dividends and trading costs). The algorithm uses a fast SMA of the RSI as a buy/cover signal and a slow SMA of the RSI as a sell/short signal. Backtest period = 09/17/1916 - 11/02/2015 Dow = 98 --> 17,830 = +18,094% = 5.38% CAGR Algorithm = net...
A Hull Moving Average strategy. I simply copied the code from mohamed982 and wrapped it in strategy code. All credits go to him not me.
Great thanks Ricardo , watch this man . Start at 2014 December with 1000 euro.
Fixed a error were if trailing stop wasnt selected it wasnt activating stops. changed property's to fit 5min timeframe parameters.
EXPERIMENTAL:Testing the strategy tester :D