- 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
