PROTECTED SOURCE SCRIPT
CTA Trend Ensemble
CTA replication based on a mix of old school TA (turtle strategy and MAs) as well as quant trend strats (lin reg and tsmo). 50/200 sma, 40-day donchian, 60-tmso, and 60 linreg slope seem to work best for longer timeframes.
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Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.