Moving Average of the Equity Curve

Moving Average of the Equity Curve

And please make it accessible as a Databank so we can make some calculations from it etc..

It should be a Simple MA not any other type, i dont see any point to use any other type of MA,

Another idea came in to my mind just now, is to use BBands rather than MA, any way this would be cool to have as an option!,

This will also help the user determine when to quit trading his strategy or alert the user that is something wrong with his strategy along the way when he actually trade the strategy live and re-tests his strategy periodically, so with the help of this MA / BBands he can actually see the health of the strategy if he so chooses.

Important thing to actually have an option to select the MA Period, the color of the line is not so much important as this,
and if BBands will be added, the Period & the Deviation Sigma should be added as-well as input values.

Screenshot attached.
Attachments
Moving Average of the Equity Curve.png
(139.14 KiB)
  • Votes +6
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

k
#1

Karish

21.06.2022 22:00

Task created

f
#2

FirestarZA

21.06.2022 22:09
Voted for this task.
JH
#3

jakehobbs

21.06.2022 22:16
Voted for this task.
E
#4

Emmanuel

22.06.2022 15:10
Voted for this task.
CG
#5

Chris G

26.06.2022 16:59
Voted for this task.
CG
#6

Chris G

26.06.2022 17:05

Attachment Screen Shot 2022-06-26 at 110432 AM.png added

Screen Shot 2022-06-26 at 110432 AM.png
(1.49 MiB)
I would add high/low watermark, like donchian channels that indicates that we have reached a new low, let´s say 20% from the highest high of the equity curve, or we have reached new highs.

I´ve attached picture of this idea.

Cc
#7

Cyber

28.06.2022 23:21
Voted for this task.
HH
#8

Hans

18.07.2022 22:03
Voted for this task.

Votes: +6

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