StockSharp.Strategies.0006_Tripple_MA.py

Tripple MA (Python Version)

Strategy based on Triple Moving Average crossover

Testing indicates an average annual return of about 55%. It performs best in the stocks market.

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