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Dual Moving Average Indicators Fusion Strategy

Cryptocurrency
Created: 2023-09-11 16:32:22
Last modified: 3 years ago
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Dual Moving Average Indicators Fusion Strategy

This strategy integrates the 2/20 MA indicator and the Absolute Price Oscillator (APO) to generate trading signals.

First, it calculates a 20-period EMA and generates simple long/short signals when price breaks above or below the EMA. Second, it computes the APO indicator from fast and slow EMA differential to determine bullish/bearish momentum.

Finally, the strategy combines both indicators: long/short entries are triggered when 2/20 MA and APO both give corresponding signals; exits occur when the two issue opposite signals.

The advantage of this dual-indicator strategy is tapping into the technical strengths of each and verifying signals to improve performance. However, integration lag exists.

In summary, the dual moving average fusion strategy synergizes simple and complex indicators to filter noise trades, but proper parameter tuning is required, along with strictly following the suggested usage timeframe, otherwise live performance cannot be guaranteed.

Source
Pine
/*backtest
start: 2023-01-01 00:00:00
end: 2023-03-23 00:00:00
period: 12h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 14/01/2022
// This is combo strategies for get a cumulative signal. 
Strategy parameters
Strategy parameters
●═════ 2/20 EMA ═════●
Length
●═════ Absolute Price Oscillator APO ═════●
LengthShortEMA
LengthLongEMA
●═════ MISC ═════●
Trade reverse
●═════ Time Start ═════●
From Day
From Month
From Year
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