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Kitti-Playbook 2 MA Simulation R0

Aktualisiert
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 /
Versionshinweise
Revise 1 : Jan 28 2022
Addition Most Consec Wins and Most Consec Loss
Versionshinweise
Revise 2 : Jan 29 2022
Debug decimal of Expectancy amount and Average Trade amount from 2 decimal to Mintick
Add Frame of Dashboard
Versionshinweise
bug Kelly Calculation
Versionshinweise
Revise 4.8.1 : Aug 9 2024
User Friendly
1) Add Back Test On-Off Switch
2) Renew Menu for setting duration of testing
3) Renew Menu for setting parameter and type of MA
4) Renew Table of Back Test Result
Versionshinweise
Reviese Version 2 => 4.8.1
Versionshinweise
Revise 4.8.2 : Aug 10 2024
1) selectable Format of Back Test Result
2) when turn off Back test off => Back Test data Table automatic off
3) Remove VWAP
4) Paint Bar on / off for rCandlestick Pattern
Versionshinweise
/Revise 4.8.3 : Aug 18 2024
1) Re new Table of Back Test Result ( )
2) Simplify Format of Back selected Test Result
3) Visualize Start / End testing Period ( V line + Back Ground color )
4) Revise Default Start - Finish time for easy using
5) Add Original profile of testing Zone (Date) Setting form version R 4.8.2
Versionshinweise
Revise 4.8.4 : Aug 18 2024
Debug : 1) Revise .4.8.3 Not Show Fast/Slow Line
2) Revise .4.8.3 Not Show Fill Color malfunction
3) Revise 4.8.3 Bar color Painted malfunction
Versionshinweise
Revise 4.8.5 Aug 20 2024
Debug
1) Unrealise PL amount abnormal
2) Add Test End Price into Table
Versionshinweise
Revise 4.8.6 Aug 30 2024
1) Debug color of text Realize PL
2) Add menu for Adjust Table background color
Trend Analysis

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