This is a strategy that follows the 200 periods moving average and fades the cross of ma3, ma5 and ma8. It is designed for profiting by mean reversion while at the same time respecting long term trend. It is designed for long term trending markets such as stocks and stock indices. In this backtest, the strategy shows the ability to beat the S&P500 index with an average slippage set to 2 ticks. The number of trades is good (350), the profit factor is acceptable (1.67). The drawdowns are also reduced compared to the underlying asset. Nothing of my content is financial advice.
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Updates: Added Date Range Settings Added Mean Reversion Mode Only (Removal of Trend Filter MA) Added Long Only Mode Standard Position Size set to 100% of equity and no pyramiding
I really like this bot! on papers its works so I automatized it but... I found suddenly a lot of signals in my exchange that dont appears in the bot on TV and makes fail the performance, so could be good to use it only TV. Really good one!