Kitti-Playbook 2 MA Simulation R0

Jan 26 2022
Objective : ​Analysis the result of 2 moving averages from 12 Types X 12 Types of Moving average by realtime visualization dashboard
Study 2 MA and response to Buy Sell Signal
The movement of Equity
Simulate Money management
​

Type of MA

1)SMA Simple Moving Averages (SMAs) , use sma() function
​2)EMA Exponential Moving Averages (EMAs) use ema() function
​3)WMA Weighted Moving Averages (WMAs)", use wma() funvtion
​4)RMA Adjusted exponential moving averages (also known as Wilder's exponential moving average) (RMAs)" , use rma() function
​5)SWMA Symmetrically-Weighted Moving Average (SWMA)", use swma() function ( 4 prd )
​6)ALMA Arnaud Legoux Moving Average (ALMA)", use alma() function
​7)VWMA Volume-Weighted Moving Average (VWMA)", use vwma() function
​8)VWAP volume-Weighted Average Price (VWAP)", use vwap()function
​9)hull Moving Average (HMA)" use hma() function
​10) Double exponential moving averages (DEMA)
​fDEMA(S,L) =>
​DEMA= ema(S,L)*2 - ema(ema(S,L) ,L)
​11) Triple Exponential Moving Average (TEMA)
​fTEMA(S,L) =>
​TEMA = (3*ema(S,L)) - (3*ema(ema(S,L) ,L)) +ema(ema(ema(S,L) ,L),L)
12) CDC Action Zone V3 = EMA function

​Program Flow
​1) Initial Strategy Setting
​2) Initial Input Setting
​3) Data Processing
​4) Information of System selection
​5) STRATEGY Entry And Exit
​6) Dashboard for result Trading result /

Release Notes:

Revise 1 : Jan 28 2022
Addition Most Consec Wins and Most Consec Loss

Release Notes:

Revise 2 : Jan 29 2022
Debug decimal of Expectancy amount and Average Trade amount from 2 decimal to Mintick
Add Frame of Dashboard

Release Notes:

bug Kelly Calculation