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heugyu
23 de Mar. de 2020 15:27

AMA_L/S_Sig 

BITMEX:XBTUSD.P6
Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Descripción

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- Fast EMA, Slow EMA Cross Strategy
- Use AMA for Slow
- Fast is expressed in some smoothing ways

- Hyper parameters not tuned
- For reference purposes
Kaufman's Adaptive Moving Average (KAMA)emacrossAdaptive Moving Average (AMA)
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