SMACross
Concept
A moving average crossover strategy compares a fast and a slow exponentially weighted average to detect trend shifts.
Idea
A bullish entry condition occurs when the fast moving average crosses above the slow one, while a bearish entry condition occurs on a downward crossover.
Genetic Algorithm Parameters
- Fast EMA period
- Slow EMA period
- Price type used
Best suited for
Strong in trend-following environments
Weak in sideways markets (risk of whipsaws and false entry conditions)