EXPONENTIAL MOVING AVERAGES STRATEGY 20,60,100

• 06/24/2019 at 7:58 AM #101202
  enri8979

  EXPONENTIAL MOVING AVERAGE STRATEGY
  Exponential Moving Average indicators are standard within all trading platforms, the indicators can be set to the criteria that you prefer. For this simple day trading strategy we need three exponential moving average lines. One set at 20 periods, the next set at 60 periods and the last set at 100 periods. The 20 period line is our fast moving average, the 60 period is our slow moving average and the 100 period line is the trend indicator.
  How do I trade with it? This day trading strategy generates a BUY signal when the fast moving average ( or MA) crosses up over the slower moving average.
  And a SELL signal is generated when the fast moving average crosses below the slow MA.
  So you open a position when the MA lines cross in a one direction and you close the position when they cross back the opposite way.
  How do you know if the price is beginning to trend?
  Well, If the price bars stay consistently above or below the 100 period line then you know a strong price trend is in force and the trade should be left to run.
  The same strategy could be improved by applying Scot Lowry MA 18,40,200. Gain results may differ from above but still interesting.
  Here below the trading system applied to the Nasdaq 100 index

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1 = ExponentialAverage[20](close) indicator2 = ExponentialAverage[60](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = ExponentialAverage[20](close) c2 = (close > indicator3) indicator4 = ExponentialAverage[60](close) c3 = (close > indicator4) indicator5 = ExponentialAverage[100](close) c4 = (close > indicator5) IF c1 AND c2 AND c3 AND c4 THEN BUY 2 SHARES AT MARKET ENDIF // Condizioni per uscire da posizioni long indicator6 = ExponentialAverage[20](close) indicator7 = ExponentialAverage[60](close) c5 = (indicator6 CROSSES UNDER indicator7) IF c5 THEN SELL AT MARKET ENDIF // Stop e target SET STOP $LOSS 150

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1 = ExponentialAverage[20](close) indicator2 = ExponentialAverage[60](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = ExponentialAverage[20](close) c2 = (close > indicator3) indicator4 = ExponentialAverage[60](close) c3 = (close > indicator4) indicator5 = ExponentialAverage[100](close) c4 = (close > indicator5)   IF c1 AND c2 AND c3 AND c4 THEN BUY 2 SHARES AT MARKET ENDIF   // Condizioni per uscire da posizioni long indicator6 = ExponentialAverage[20](close) indicator7 = ExponentialAverage[60](close) c5 = (indicator6 CROSSES UNDER indicator7)   IF c5 THEN SELL AT MARKET ENDIF   // Stop e target SET STOP $LOSS 150

   

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  Nicolas

  

  enri8979

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  06/26/2019 at 9:00 PM #101487
  GraHal

  Thanks Enri

  I get attached on DJI 30 min TF with spread = 4

   

  

  GraHal

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