We use average gain per trade in percent to evaluate performance, not CAGR. Strategy 4: When the close of SPY crosses ABOVE the N-day moving average, we sell after N-days.Strategy 3: When the close of SPY crosses BELOW the N-day moving average, we sell after N-days.We sell when SPY’s closes BELOW the same average. Strategy 2: Opposite, when the close of SPY crosses ABOVE the N-day moving average, we buy SPY at the close.We sell when SPY’s closes ABOVE the same average. Strategy 1: When the close of SPY crosses BELOW the N-day moving average, we buy SPY at the close.We test on SPDR S&P 500 Trust ETF which has the ticker code SPY.Īll in all, we do four different backtests: We look at the most traded instrument in the world: the S&P 500. It’s nice to know the theory behind the triple exponential moving average, but does it really work? It’s time to backtest and put the theory to the test:ĭoes a triple exponential linear-moving average strategy work? Can you make money by using triple exponential moving average strategies? Triple Exponential Moving Average TEMA strategy backtest and best settings Triple exponential moving average strategies (TEMA) – takeaways.What are some disadvantages of using TEMA?.What are some advantages of using TEMA?.FAQ Triple exponential moving average (TEMA).Relevant articles about moving averages strategies and backtests.Drawbacks with a triple exponential moving average.How can you use a triple exponential moving average?. ![]() How to use a triple exponential moving average. ![]() ![]()
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