The backtest is very profitable on some indices, with a profit factor greater than 2 : including the DAX, CAC40. It also works on forex on many pairs. But the results are mixed for others.

Test and improve it !

DEFPARAM cumulateorders = false

MM100 = Average[100](close)


IF MM100 > MM100[20] THEN
BUY 1 SHARES AT MARKET
ENDIF

IF MM100 < MM100[20] THEN
SELLSHORT 1 SHARES AT MARKET
ENDIF

Download

Filename: Basic-Momentum-strategy.itf

Downloads: 342

Doctrading Master

Hello, I'm Marc. Nice to meet you.

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