EMAs Cross Strategy

This trading system analyzes the crossover of two exponential moving averages (period of 5 and 12) to generate buy and sell signals.

The strategy opens a buy position (market order at open of tomorrow) when the 12-bar moving average crosses above the 5-bar moving average and only if the same crossover occurred at least once during the previous 20 bars.

The strategy opens a sell position when the 12-bar moving average crosses below the 5-bar moving average.

The trading system doesn't contain any other rules such as stops or money management scripts. It can be applied to the stock, ETF, futures and Forex market.

By running an optimization, you can create several simulations or backtests with different EMA periods and then look for the best EMA cross parameters. The first period will vary from 5 to 50 and the second one will vary from 12 to 120.

Technical Analysis

• NYSE, AMEX and NASDAQ 52-week high and low data
• +ve signals for short entry
• Lane Stochastic Oscillator
• Collar Option Strategy
• ADX Composite Indicator for the Stock Market
• Damping index
• Chaikin Volume Accumulation Oscillator
• VIDYA - Variable Index Dynamic Average
• Bulls and Bears Strategy
• Real-Time RSI Table
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Fundamental Analysis

• Extensive Fundamental Data for U.S. Stocks
• Index Investment Data for U.S. Futures Markets
• Federal Reserve Flow of Funds - Balance Sheet Historical Data
• NSE - Security-wise Delivery Position
• News parser function
• ETF Number of securities, percent stock and cash - Historical Data
• Fundamental Valuation Ratios for US Stocks
• SocialPicks Analysis
• Fails to deliver
• Finviz Downloader
• More trading objects...