Daily MA 20 strategy

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  • 03/20/2020 at 12:13 AM #165369 quote
    nonetheless
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    I wanted to open a thread to share some results from Jan’s excellent algo which has recently been added to the library. This is a sort of strategy creation tool that scans 4900 combinations of moving averages and returns the crossing pair that gives the best results for your chosen instrument and TF. Needless to say, the possibilities are endless.

    One thing I like about it is that you can chose certain parameters in advance. For example, if you only wanted strategies with a certain risk/reward ratio you could enter a stop loss of 1% and target profit of 3% and it would find you a strategy that had historically returned those kind of results.

    Anyway, big thanks to Jan for this amazing piece of work. I made some modifications to his original and came up with these 3. All have passed WF and have been running on forward testing for a few days with good results. They’re optimized at 25k and results below represent an OOS walk back to 100k. MM is optional.

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Daily MA 20 strategy


ProOrder: Automated Strategies & Backtesting

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/20/2020
Status: Active
Attachments: No files
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