Multi-Moving-Average TEMA Entry and Exit Strategy on Four-Hour Bars

Summary

This Freqtrade strategy builds many Triple Exponential Moving Average (TEMA) series and compares them at intervals controlled by a count and gap parameter. For long entries, it adds conditions when a TEMA is below the preceding TEMA in the selected sequence, then requires all collected conditions to hold. For exits, it checks for the reverse ordering and triggers when any collected condition holds. The strategy uses four-hour candles and exposes the count and spacing choices as hyperparameters.

The document includes a reported optimization snapshot of 18 trades, with wins, draws, losses, aggregate profit, average and median profit, duration, and an objective value. That is a narrow result, not evidence of robustness: the excerpt gives no market, sample dates, benchmark, costs, or validation procedure. It also sets a large stop loss and a stepped return-on-investment schedule, while disabling trailing stops. Parameter optimization and performance figures may not generalize to other assets or periods.

Key ideas

• The strategy computes TEMA values over a range of periods set by count and spacing parameters.
• Entry conditions compare successive selected TEMA series and require all collected comparisons to hold.
• Exit conditions use the reverse comparison and trigger if any collected condition holds.
• It operates on four-hour candles and includes hyperparameters for entry and exit construction.
• The reported trade snapshot is limited and lacks details needed to assess out-of-sample robustness.

Tags

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