Moving Average Crossover Strategy

The strategy follows the relationship between a fast and a slow exponential moving average. A bullish crossover opens or reverses into a long position, while a bearish crossover opens or reverses into a short position. Signals are evaluated on finished candles.

Details

• Long entry: the fast EMA crosses above the slow EMA.
• Short entry: the fast EMA crosses below the slow EMA.
• Exit: an opposite crossover reverses the position; a percentage stop-loss can close it earlier.
• Default values:
  • FastLength = 100
  • SlowLength = 400
  • StopLossPercent = 2
  • CandleType = 1 minute
• Implementations: C# and Python.