QuantNomad

EVWBB Strategy [QuantNomad]

It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average ).
Now I created a Bollinger Bands strategy where basis level is EVWMA.
It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often.
In the next version, I will try to eliminate these issues.

Entry for this strategy happens when price crossover upper for long and lower for short. I exit both short and long on basis level.
Release Notes: Fixed bug for missing data
Skript med en öppen källkod

I sann TradingView-anda har författaren till detta skript publicerat det som öppen källkod, så att handlare kan förstå och verifiera det. Skål för författaren! Du kan använda den gratis men återanvändning av den här koden i en publikation regleras av våra Ordningsregler. Du kan göra den till favorit för att använda den i ett diagram.

Vill du använda det här skriptet i ett diagram?
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Kommentarer

Spotted an error in the backtest for this algo. At specific settings it packs the majority of the trades into just the first few days of a count, giving completely wrong backtest.

Example pic
Svara
QuantNomad ArgosyExponential
@ArgosyExponential, Thx, weird, will take a look.
+1 Svara
QuantNomad QuantNomad
@ArgosyExponential, fixed, should be ok now. Problem was for missing data for first bars in history.
+1 Svara
Elastic Volume Weighted Moving Average !

Woohoo thnks :)
Svara