TrendFollow

Concept

“The trend is your friend.” This strategy identifies whether the market is in a sustained uptrend or downtrend by analyzing moving averages.

Idea

If the moving average has risen consistently over a defined window, a long signal is generated; if it has fallen, a short signal is generated. The focus is on riding the middle of strong moves rather than catching tops or bottoms.

Genetic Algorithm Parameters

• Moving average period length
• Trend window size

Best suited for

Excellent in clear, long-lasting trends

Less effective in sideways or choppy markets