Moving avg cross over for short term

S

shithil

Guest
#1
#1
MOVING AVG CROSS OVER FOR SHORT TERM TRADE WITH MOV AVG 5,8,13
PLS COPY THE BELOW FORMULA AND PASTE IT IN FILTER OF EXPLORATION..
THE OUT COMING STOCK WILL OUTPERFORM IN COMING DAYS FOR SHORT TERM

BUY:
((Cross(Mov(C,8,E),Mov(C,13,E))) AND (Cross(Mov(C,5,E),Mov(C,8,E)))) AND C>30

I HAVE TAKEN CLOSE ABOVE 30 TO FILTER THE STOCKS ABOVE 30.


IN SAME TO SELL :

((Cross(Mov(C,13,E),Mov(C,8,E))) AND (Cross(Mov(C,8,E),Mov(C,5,E))))
 
R

rkkarnani

Well-Known Member
#2
#2
shithil said:
MOVING AVG CROSS OVER FOR SHORT TERM TRADE WITH MOV AVG 5,8,13
PLS COPY THE BELOW FORMULA AND PASTE IT IN FILTER OF EXPLORATION..
THE OUT COMING STOCK WILL OUTPERFORM IN COMING DAYS FOR SHORT TERM

BUY:
((Cross(Mov(C,8,E),Mov(C,13,E))) AND (Cross(Mov(C,5,E),Mov(C,8,E)))) AND C>30

I HAVE TAKEN CLOSE ABOVE 30 TO FILTER THE STOCKS ABOVE 30.


IN SAME TO SELL :

((Cross(Mov(C,13,E),Mov(C,8,E))) AND (Cross(Mov(C,8,E),Mov(C,5,E))))
Click to expand...
Thanks! Greta to see people sharing unselfishly.
 
veluri1967

veluri1967

Well-Known Member
#3
#3
shithil said:
MOVING AVG CROSS OVER FOR SHORT TERM TRADE WITH MOV AVG 5,8,13
PLS COPY THE BELOW FORMULA AND PASTE IT IN FILTER OF EXPLORATION..
THE OUT COMING STOCK WILL OUTPERFORM IN COMING DAYS FOR SHORT TERM

BUY:
((Cross(Mov(C,8,E),Mov(C,13,E))) AND (Cross(Mov(C,5,E),Mov(C,8,E)))) AND C>30

I HAVE TAKEN CLOSE ABOVE 30 TO FILTER THE STOCKS ABOVE 30.


IN SAME TO SELL :

((Cross(Mov(C,13,E),Mov(C,8,E))) AND (Cross(Mov(C,8,E),Mov(C,5,E))))
Click to expand...
Bro,
Thanks for sharing.
Is it EMA or SMA?
 
veluri1967

veluri1967

Well-Known Member
#5
#5
I have backtested the strategy using EMA and SMA.

The result is more positive using SMA. Tested on 5 years data.

Winning percentage is 51%. Sharpe Ratio is more than 1 which is indicates good.

Parameters used.

Stop Loss - 6% (No Trailing SL was used).
Profit Target - 15%

Code: 
Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics 
  All trades Long trades Short trades 
Initial capital 100000.00 100000.00 100000.00 
Ending capital 342587.46 342587.46 100000.00 
Net Profit 242587.46 242587.46 0.00 
Net Profit % 242.59 % 242.59 % 0.00 % 
Exposure % 77.21 % 77.21 % 0.00 % 
Net Risk Adjusted Return % 314.21 % 314.21 % N/A  
Annual Return % 26.70 % 26.70 % 0.00 % 
Risk Adjusted Return % 34.59 % 34.59 % N/A  

--------------------------------------------------------------------------------
 
All trades 70 70 (100.00 %) 0 (0.00 %) 
 Avg. Profit/Loss 3465.54 3465.54 N/A 
 Avg. Profit/Loss % 3.71 % 3.71 % N/A  
 Avg. Bars Held 17.66 17.66 N/A 

--------------------------------------------------------------------------------
 
Winners 36 (51.43 %) 36 (51.43 %) 0 (0.00 %) 
 Total Profit 943674.92 943674.92 0.00 
 Avg. Profit 26213.19 26213.19 N/A 
 Avg. Profit % 15.86 % 15.86 % N/A  
 Avg. Bars Held 19.11 19.11 N/A 
 Max. Consecutive 6 6 0 
 Largest win 71436.68 71436.68 0.00 
 # bars in largest win 6 6 0 

--------------------------------------------------------------------------------
 
Losers 34 (48.57 %) 34 (48.57 %) 0 (0.00 %) 
 Total Loss -701087.47 -701087.47 0.00 
 Avg. Loss -20620.22 -20620.22 N/A 
 Avg. Loss % -9.15 % -9.15 % N/A  
 Avg. Bars Held 16.12 16.12 N/A 
 Max. Consecutive 5 5 0 
 Largest loss -53587.94 -53587.94 0.00 
 # bars in largest loss 22 22 0 

--------------------------------------------------------------------------------
 
Max. trade drawdown -81306.09 -81306.09 0.00 
Max. trade % drawdown -30.44 % -30.44 % 0.00 % 
Max. system drawdown -268802.69 -268802.69 0.00 
Max. system % drawdown -71.87 % -71.87 % 0.00 % 
Recovery Factor 0.90 0.90 N/A 
CAR/MaxDD 0.37 0.37 N/A 
RAR/MaxDD 0.48 0.48 N/A 
Profit Factor 1.35 1.35 N/A 
Payoff Ratio 1.27 1.27 N/A 
Standard Error 73883.78 73883.78 0.00 
Risk-Reward Ratio 0.45 0.45 N/A 
Ulcer Index 33.26 33.26 0.00 
Ulcer Performance Index 0.64 0.64 N/A 
Sharpe Ratio of trades 1.00 1.00 0.00 
K-Ratio 0.0187 0.0187 -1.#IND
 
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