Included is the:
VWAP
Current time frame 10 EMA
Current time frame 20 EMA
Current time frame 50 EMA
Current time frame 10 SMA
Current time frame 20 SMA
Current time frame 50 SMA
Daily 10 EMA
Daily 20 EMA
Daily 50 EMA
Daily 50 SMA
Daily 100 SMA
Daily 200 SMA
Weekly 100 SMA
Weekly 200 SMA
Monthly 100 SMA
Monthly 200 SMA
All...
Script for backtesting of the trading strategy of the robot.
Strategy similar to the strategy of ShiftMA, but is used on 3 limit orders, instead of one.
Lime lines - for opening of a long position.
Red lines - for opening of a short position.
The blue line (always one) - for closing of any positions.
Introduction
FIR filters (finite impulse response) are widely used in technical analysis, there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response...
Volty Expan Close Strategy, didnt really do anything except for change the parameters, would like to use a genetic algo to find the best params but i will leave it like this.
