Net Profit 773.56 (trading 1 BTC and no commissions)
773.56 what? USD?
Topic: What EMA Crossovers are the most successful? Let's find out (Read 1085 times)
Bitcoin_is_here_to_stay-
I would need to write a strategy for the 200 Day SMA. I imagine that others will want to know this, so I will write something up.
zoinky-
As far as the 8/41. Here is what you get: 9 Trades - 44% profitable - Profit factor 99:1 - Net Profit 773.56 (trading 1 BTC and no commissions)
I would need to write a strategy for the 200 Day SMA. I imagine that others will want to know this, so I will write something up.
zoinky-
As far as the 8/41. Here is what you get: 9 Trades - 44% profitable - Profit factor 99:1 - Net Profit 773.56 (trading 1 BTC and no commissions)
8/41 on daily ain't too bad.
What about 200 sMA (not EMA)? Entry and exit when price crosses.
Here would be an example:
Let's take the 10/20 EMA crossover. A strategy buying/selling 1 BTC has the following results: net profit = 560.10.
18 trades with 33.33% profitable
Profit Factor = 3.95
Let's take the 10/20 EMA crossover. A strategy buying/selling 1 BTC has the following results: net profit = 560.10.
18 trades with 33.33% profitable
Profit Factor = 3.95
EMA crossovers are popular entry/exit signals. It would be worthwhile to know which combinations have been the most successful in the past.
If you give me:
EMA entry crossover (i.e., 10/20)
EMA exit crossover (these can be different than the entry points)
Timeframe (days or hours or minutes etc)
I will spit out:
% profitable
Profit Factor (ratio of dollars made to dollars lost)
Total net profit (assuming no commisions and trading 1 BTC per trade)
A few points:
-I am backtesting from 1/1/2012 to the present.
- I am doing the analysis through NinjaTrader
-This isn't the holy grail. Past performance doesn't imply future results etc. This is merely for research purposes, but if anyone wants to further warn about the dangers of curve fitting, then that's fine too.
If you give me:
EMA entry crossover (i.e., 10/20)
EMA exit crossover (these can be different than the entry points)
Timeframe (days or hours or minutes etc)
I will spit out:
% profitable
Profit Factor (ratio of dollars made to dollars lost)
Total net profit (assuming no commisions and trading 1 BTC per trade)
A few points:
-I am backtesting from 1/1/2012 to the present.
- I am doing the analysis through NinjaTrader
-This isn't the holy grail. Past performance doesn't imply future results etc. This is merely for research purposes, but if anyone wants to further warn about the dangers of curve fitting, then that's fine too.
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