StockSharp.Strategies.0006_Tripple_MA.py

Tripple MA (Python Version)

Strategy based on Triple Moving Average crossover

Triple MA aligns three moving averages to define direction. When the shortest average is above the middle and long averages a long entry occurs. The reverse alignment opens shorts, and a cross of the short and middle lines closes the trade.

Using three averages helps filter out noise present in single-MA systems. This layered approach seeks to confirm momentum before committing to a trade.

Details

• Entry Criteria: Signals based on MA.
• Long/Short: Both directions.
• Exit Criteria: Opposite signal or stop.
• Stops: Yes.
• Default Values:
  • ShortMaPeriod = 5
  • MiddleMaPeriod = 20
  • LongMaPeriod = 50
  • StopLossPercent = 2m
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Trend
  • Direction: Both
  • Indicators: MA
  • Stops: Yes
  • Complexity: Basic
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium