4.6
Multi-Asset Trend Following
PYTHON PLUGIN
Etf
Trend
Description
Strategy 4.6: SMA crossover trend following across asset class ETFs
Strategy Logic
Strategy 4.6: Multi-Asset Trend Following.
Apply SMA crossover across multiple asset-class ETFs. Go long when
the fast SMA is above the slow SMA, otherwise go to cash / short.
Equal-weight trend signals across asset classes.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| fast_period | 50 | int |
| slow_period | 200 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 10.0% |
| Stop Loss Pct | 5.0% |
| Take Profit Pct | 15.0% |
| Max Drawdown Pct | 15.0% |