Skip to content

Instantly share code, notes, and snippets.

@yadudoc

yadudoc/EMA simulations

Last active January 1, 2016 04:29
Show Gist options
  • Save yadudoc/8092236 to your computer and use it in GitHub Desktop.
Save yadudoc/8092236 to your computer and use it in GitHub Desktop.
Download ZIP
Top EMA combinations from simulation
Raw
EMA simulations
Results from running a simulation with $5000 USD with :
Starting date : 2012-12-31 16:00:00
Ending date : 2013-12-16 05:00:00
Simulation on 1 hour candles from MtGox.
And basic buy threshold set to 1% of price, and sell threshold set to 3%
Format : EMA1, EMA2, EMA3, Final sum in USD
10, 27, 29, 1095964.1741853813
4, 6, 10, 1038221.2753517051
9, 27, 29, 1007524.4618898276
9, 28, 29, 978802.05582687503
1, 2, 3, 963086.42278712604
9, 26, 29, 959511.73509285843
10, 25, 32, 950532.6488902343
10, 26, 32, 949953.92246836261
9, 25, 29, 948698.65668256988
10, 24, 32, 943597.0524466671
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment