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moneros
19 sep 2017 03:22

DEMA Double Exponential Moving Average Strategy 

Bitcoin / DollarBitfinex

Beskrivning

@moneros 2017

Based on The DEMA is a fast-acting moving average that is more responsive to market changes than a traditional moving average

https://en.wikipedia.org/wiki/Double_exponential_moving_average


!!!! IN ORDER TO AVOID REPAITING ISSUES !!!!
!!!! DO NOT VIEW IN LOWER RESOLUTIONS THAN res/2 PARAMETER !!!!


for example res = 120 view >= 60m res = 60 view >= 30m
the length of the DEMA sampling shouldn't be longer than a candle


Best profits tested on BTCUSD
res = 105 slowPeriod = 2 fastPeriod = 32
res = 125 slowPeriod = 3 fastPeriod = 21
res = 120 slowPeriod = 2 fastPeriod = 32
res = 130 slowPeriod = 1 fastPeriod = 24
res = 40 slowPeriod = 4 fastPeriod = 93
res = 60 slowPeriod = 1 fastPeriod = 67



BTCUSD

Versionsinformation

Overlay added

Versionsinformation

Best profits for BTCUSD examples:
res=165 view=30m fastPeriod=17 slowPeriod=9 profit %67.14 since 2017-08-14
res=100 view=30m fastPeriod=16 slowPeriod=30 profit %57 since 2017-08-14

If you want get access for super Trend with the best and optimum values for:
LTCUSD profit +%120
ETHUSD profit +%80 aka Best SuperTrend ETHUSD chart 30m
OMGUSD profit +%115
BCHUSD profit +%80
LTCUSD profit +%125
(XRP,DASH coming soon, these profits include trading fee %0.2)

Fee 0.015BTC per week
Contact me by chat for a free demo

Kommentarer
abrakw
hello friend could I have access? LTCUSD profit +% 120
ETHUSD profit +% 80 aka Best SuperTrend ETHUSD chart 30m
OMGUSD profit +% 115
BCHUSD profit +% 80
LTCUSD profit +% 125
thank you.
ErickC3p0
Try
DEMA FAST- 6 /SLOW-1 /res- 1 day
SuperMArkCD
Great strategy! However, when I upgraded the pine script version of this strategy to 5, it lost all money and made no profit. I observed a slight change in the 2 DEMA lines - the buy/sell entry signal was delayed by 2 candles. What's the problem?
SuperMArkCD
@SuperMArkCD, Do not use this strategy. It use future funtion 'security'.(On Pine Script Version 1, security function use lookahead=ON parameter). Profit is amazing, but only exist in backtesting.
akkism
@SuperMArkCD, yes similar issue. do you know how to remedy it? profitability in back testing is great but buy/sell keep changing that too quickly.
vi92
time-frame 1 m. res = 15 slowPeriod = 3 fastPeriod = 21
Are these the correct settings? You could take a screenshot with the correct settings. It is not clear which parameters should not overlap each other. Thanks
JayP2577
Hi, im using a 60 minute chart with a 1Day resolution. Am i right by saying it will not repaint? Cheers
moneros
@JayP2577, I suggest resolution/2 for view chart, in this case at least 12h minute chart but It's always try and failure
tanner314
@moneros, I am only familiar with changing the candle chart resolution. How would I adjust the resolution accordingly, assuming I am using 60 minute candles? Thanks.
DavidHoong
The profit is amazing!

And I'm anxious about that why you use demaSlow crossing demaFast as the buy signal. usually, we use demaSlow crossing demaFast as the sell signal.
Mer