TEMA Strategy 1 (Updated)

2018年8月1日

This is just a test strategy using TEMA ( Triple Exponential Moving Average ). 

Test Detail 
Symbol: BTCUSD 
Interval: 1H 
Initial Capital: $1000 
Investment: 100% Equity 

Results (on BTCUSD -2.31% - Bitfinex) 
I had to chunk the months because of the order limit (1000) 

(all months start at 1st, 00:00 AND finish at last date, 23:59 )
Timeframe: 2017 August - 2017 Nov 
Profit: 21.9% 
Max Drawdown: 83.94% 

Timeframe: 2017 Dec - 2018 Feb 
Profit: 446.32% 
Max Drawdown: 46.54% 

Timeframe: 2018 Mar - 2018 Jul 
Profit: 288.87% 
Max Drawdown: 51.49% 


To fix: 

• Too many orders, potentially reduce order counts by increasing max loss (100~200 orders/month) \u2028
  
• High Max Drawdown, need to fix that 
  
• Looks like orders are created and terminated very quickly, need to look into that
  
• Still figuring things out