Kaufman Moving Average #marketplace

6020% strategy
performance

1323% buy&hold
performance

20% percentage
of winning trades

4.78 reward to
risk ratio

0.22% average
position return

-22.20% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of CAT, Daily.

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: Candles. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # "Foxtrot"
  D Chart(close) > D KAMA (10, 2, 30, 0, close)
  D KAMA (10, 2, 30, 0, close) Increased
  D Chart(close) > D Exponential Moving Average (50, 0, close)

Exit Conditions

Entry Conditions Invalidated	None of the entry conditions are true any more.
Stop Loss	Exit if lost more than 1.25%.