I implemented this strategy on RUNEUSDT SPOT, and I must say that if the backtest is accurate, it performs quite well.
The logic is very simple: when the moving average ratio of the 12 EMA and 21 EMA on a 15-minute period is 1.003 (which filters out entries where the market is sideways, though it would be useful to have an indicator showing the EMA’s slope to determine trend strength), it signals an entry. The exit signal occurs when the 12 EMA crosses below the 21 EMA, indicating a temporary end of the trend.
The EMAs are calculated this way to ensure an accurate backtest:
EMA 12 = 12x15 = 180 periods on a 1-minute timeframe
EMA 21 = 21x15 = 315 periods on a 1-minute timeframe
If you have any suggestions to improve this strategy, they are more than welcome.
I really like this strategy, did some longer backtests and found it was not quite so profitable in previous years but still gives a good return. Going to do more testing on different coins and see how it does.
Tried tweaking a few settings to reduce the number of failures but it never really improved it yet.
If the link would still work, you could create the strategy from its settings. Maybe the backtest is expired or was removed. I guess only @Cr1pt0s can tell us his exact settings now.
hello
I don’t know if this is what you are looking for, but I tried to reproduce what appears in your screenshot, here is a back test with your approximate strategy, they are not good results but I hope it serves as a guide for you.
