Hi all,
I thought this interesting, a simple moving average cross over with the volume. Increased volatility and elevated volumes tend to occur together, so this algo gets out of the market when the fast moving average goes over the slow, to hopefully dodge volatile times.
Gist of the strategy/settings
- Trading SPY
- Either 0% or 100% invested
- No commission/slippage
- (fast, med, slow) moving average days are (10, 80, 200)
- If the fast < both of of the others, it buys
- otherwise, it sells
I'm looking for more learning material, anybody have a good read on volume strategies?
David