This algorithm goes long on 20/50 DMA cross, sidelines to cash when 50/20 cross over. Simple strategy but yet great returns. Thanks to QuantConnect for letting backtest such algos quickly!
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Algorithm yields 35% CAGR on $FB using 20/50 DMA crossover. Simple strategy with great returns. Thanks QuantConnect.
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20-50 DMA Cross - 35% CAGR using 20/50 cross over on $FB
Sri Vanama | July 2015
This algorithm goes long on 20/50 DMA cross, sidelines to cash when 50/20 cross over. Simple strategy but yet great returns. Thanks to QuantConnect for letting backtest such algos quickly!
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