RUMI Strategy

  • Strategy Name: RUMI Strategy
  • Applicable cycle: multi-cycle
  • Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot
  • Main chart:
    none
  • Secondary chart:
    AOS index, formula: AOS:MA(OS,N3);
(*backtest
start: 2018-01-01 00:00:00
end: 2018-01-07 00:00:00
period: 5m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",100,126961],["ContractType","this_week",126961]]
*)

OS:=MA(CLOSE,N1)-EMA2(CLOSE,N2);
AOS:MA(OS,N3);
CONDITION1:=CROSSUP(AOS,0);
CONDITION2:=CROSSDOWN(AOS,0);
CONDITION1,BPK;
CONDITION2,SPK;
AUTOFILTER;

Backtest on FMZ Quant to know more

Source Code: https://www.fmz.com/strategy/129082

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