Backtest a Simple Rule vs Buy-and-Hold
This lesson is part of the course
In this lesson
You backtest the SMA5/SMA10 crossover rule without look-ahead bias and compare total return, win rate and maximum drawdown with buy-and-hold.
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Lessons in this course
- Candles & Daily Returns: Body, Wicks, Bullish or Bearish Locked
- Simple & Exponential Moving Averages Locked
- Moving-Average Crossover Signals Locked
- RSI (14) with Wilder's Smoothing Locked
- MACD: Line, Signal & Histogram Locked
- Bollinger Bands & %B Locked
- Support, Resistance & Breakout Flags Locked
- Backtest a Simple Rule vs Buy-and-Hold Locked