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Is this algorithm reasonable? ~70% returns with moving avg comparison

Thanks

2 responses

That is entirely up to you. I however want to ask you a question. Would you be okay with the variability of this strategy in the future? Would you be okay with the losses that it presents? Look at the sharpe ratio? Is that something you want? I like the idea of the trade, however you may want to do some tweaks to it.

That is entirely up to you. I however want to ask you a question. Would you be okay with the variability of this strategy in the future? Would you be okay with the losses that it presents? Look at the sharpe ratio? Is that something you want? I like the idea of the trade, however you may want to do some tweaks to it.