Hello, I am trying to program a brute force backtesting program, where trade entry conditions are based on SMA/EMA combinations.
For example favourite use is if short sma crosses long sma from the bottom, it might suggest an uptrend. In this case my program will backtest several different sma's, for example every combinations of sma10-50, crossing sma60-100.
I am looking for other entry signals based on sma/ema, which I can test in simmilar fashion and there can be more conditions, like short sma crosses long sma and 3rd sma is (10-50)ticks above price, which could indicate a different market situation, etc.
I am trying to flip through milions of sma patterns, which should include different market situations and count how successfull they are.
Any more widely used sma aplications, that can be tested in similar manner?
For example favourite use is if short sma crosses long sma from the bottom, it might suggest an uptrend. In this case my program will backtest several different sma's, for example every combinations of sma10-50, crossing sma60-100.
I am looking for other entry signals based on sma/ema, which I can test in simmilar fashion and there can be more conditions, like short sma crosses long sma and 3rd sma is (10-50)ticks above price, which could indicate a different market situation, etc.
I am trying to flip through milions of sma patterns, which should include different market situations and count how successfull they are.
Any more widely used sma aplications, that can be tested in similar manner?
