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AlignedMA and Cumulative HighLow Strategy V2

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Based on earlier strategy published - AlignedMA and Cumulative HighLow Strategy. Adjustments are done in entry and exit criteria to make it work for shares.

AlignedMA and Cumulative HighLow Strategy


Modified to preserve existing entry criteria + additional MA shift condition. Exit criteria is set based on supertrend and trailing stops.

Most of the parameters are already optimized. You only need to alter SupertrendMult for individual shares based on individual share volatility. Usually works within 2-4.

There might be bit of repainting. I am unable to understand if there is any. Any suggestions on further improvements welcome :)

Note to moderators : I have used 1000 as initial capital with 100% on each trade. As strategy does not compound - I believe this is reasonable. I have kept this setting as this makes it easier to compare with buy and hold return.
リリースノート
Remove calc_on_order_fills condition to get rid of repaint warning
Moving AveragesTrend AnalysisVolatility

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