Least Squares Moving Average Strategy #Marketplace

30% strategy
performance

24.30% buy&hold
performance

42% percentage
of winning trades

2.34 reward to
risk ratio

0.22% average
position return

-6.40% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of CRM, 5 min.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

Chart type the strategy tested at: Hollow Candles. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # "Zulu"
  5min Least Squares Moving Average (25, 0, close) Crosses ↗ 5min Volume Weighted Average Price (14, 0, hlc3)

All of the following: # "X-ray"
  5min Least Squares Moving Average (25, 0, close) Crosses ↘ 5min Volume Weighted Average Price (14, 0, hlc3)