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