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Bitduke
Dec 17, 2019 11:46 PM

Strategy based on Ehlers Smoothed Adaptive Momentum [LazyBear] 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Description

Strategy based on Ehlers Smoothed Adaptive Momentum (ESAM) indicator by LazyBear, slightly improved.

Indicator itself was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).

Backtesting: XBTUSD (Bitmex): 2h, 3h, 4h
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