Monday 16 January 2017

Moving Average Trading System in Excel Sheet

Probably Moving Average based trading systems are most popular among the traders across the globe. These trading systems work very well in Trending markets.

                         
Most of the beginners might not have subscription to any broker with continuous data feed. So here  we have provided semi-automated  Moving Average trading system in Excel. The only manual task would be to copy closing price for the security selected in this excel.

Strategy Overview

ParamterValue
Preferred TimeframeDaily
Indicators Used3 Days EMA, 5 Days EMA
Buy Condition3 Days EMA is above 5 Days EMA
Sell Condition3 Days EMA is below 5 Days EMA
Stop LossNo fixed target, Stop and reverse when excel gives opposite signal
TargetsNo fixed target, Stop and reverse when excel gives opposite signal

Excel Sheet
ParameterDescription
Worksheet NameMA Trading System
InputsDate (Column A)Calender Date
Close Price (Column B)Closing price  on specified Calender Date.
Faster EMA Period (Cell C2)Faster Exponential Moving Average. Default is 3.
Slower EMA Period (Cell D2)Slower Exponential Moving Average. Default is 5.
OutputsFaster EMA ValuesFaster EMA values based on period defined at input.
Slower EMA ValuesFaster EMA values based on period defined at input.
Crossover PriceThe exact price at which EMA crossover will take place.
SignalBuy/Sell signal based on conditions mentioned at strategy overview.

Screenshot

MA Trading System

Download Link

No comments:

Post a Comment