Simple EMA cross Strategy

Trading Strategies / Bot Setups
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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.

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https://app.gainium.io/bot/backtests?a=1623&aid=share-backtest&backtestShare=d4dfc170-5fd2-4d02-b766-0cde5b6b459f

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Thanks for Share! Up to 44% win rate and a 1.5 profit factor looks good for me. :slight_smile:

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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.

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