JMA and Double Weighted Moving Average Crossover Strategy

Summary

This strategy pairs a faster Jurik Moving Average (JMA) with a slower Double Weighted Moving Average (DWMA). It signals a long entry when JMA crosses above DWMA and a short entry when it crosses below. Long positions close at a local JMA peak while JMA remains above DWMA; short positions close at a local trough while it remains below. The indicator also includes signal alerts.

The document lists configurable sources and smoothing parameters and gives a brief BTC/USDT futures backtest configuration, but reports no performance results. Defaults are not optimized for any timeframe, and both lines are hidden initially. The crossover is presented as a possible trend reversal signal, so it can lag or produce false signals; the description provides no evidence of profitability or detailed risk controls.

Key ideas

• The system uses JMA and DWMA crossovers to signal long and short entries.
• Long exits occur at a local JMA peak above DWMA, while short exits occur at a local JMA trough below DWMA.
• Users can adjust each moving average's source and smoothing parameters.
• The published defaults are not optimized for a particular timeframe, and no backtest performance results are reported.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.