TEMA/MAMA Cross

2021年8月14日

This is a strategy based on the TEMA and Ehler's MAMA moving averages. Crosses of the fast and slow TEMA are commonly used for entry and exit strategies. The Ehler's Mesa Adaptive Moving Average is a trend-following price indicator that uses a Hilbert Transform. Having plotted both TEMA and eMAMA side-by-side for some time, I noticed a pattern where the fastTEMA crossed over the eFAMA (eFAMA is the Ehler's MAMA following/slow MA) prior to a price increase. This is a strategy to test that observation.

The strategy (at present) only does long entries. It enters long when the fastTEMA crosses up over the (slow) eFAMA. It uses a traditional exit when the fastTEMA crosses below the slowTEMA. I have tested this on several tokens on 1hr charts using a fastTEMA length of 13. Play with it on different charts and different lengths to see how it works for you.

2021年8月17日

リリースノート

Updates 08172021.

• Added ability to select entry and exit signal. These are added using "OR" logic.
  
• Added trailing stoploss based on percent, ATR, or smoothed ATR (ema).
  
• Added code to send signals to 3commas. If you don't want or need this, just ignore it and nothing will happen.
  

My best results have been on the 1hr TF for most crypto, but moving between ETH, BTC, ADA, and so on require modifications of the settings.

Most of these settings need to be adjusted based on your instrument, timeframe, and risk-management strategy. You can get a sense for the effects using backtesting, but remember that backtesting is a simulation! I recommend you let it run in realtime to see results, or even better connect it to a paper trading account (like 3commas) to track the results.