1. ENTRY RULE
Long Entry: We will enter long positions on the Golden Cross.
- The value of the previous moving average is higher than the shorter-term moving average.
- The value of the moving average two periods ago is lower than the shorter-term moving average.
- The value of the moving average two periods ago is lower than the value of the previous short-term moving average.
If these three conditions are met, we consider it a Golden Cross and enter a long position.
Short Entry: We will enter short positions on the Dead Cross.
- The value of the previous moving average is lower than the shorter-term moving average.
- The value of the moving average two periods ago is higher than the shorter-term moving average.
- The value of the moving average two periods ago is higher than the value of the previous short-term moving average.
If these three conditions are met, we consider it a Dead Cross and enter a short position.
2. EXIT RULE
Entry orders are managed only with stop loss orders and take profit limit orders.
The stop loss point is set at a distance of Stoploss value from the mid-term MA.
Take profit Limit orders are set at the same distance as stop orders but on the positive side, also serving fairness.
3. BACKTEST RESULT
