EVWBB Strategy [QuantNomad]

8 ธ.ค. 2019

It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average).
Now I created a Bollinger Bands strategy where basis level is EVWMA.
It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often.
In the next version, I will try to eliminate these issues.

Entry for this strategy happens when price crossover upper for long and lower for short. I exit both short and long on basis level.

27 เม.ย. 2020

เอกสารเผยแพร่

Fixed bug for missing data