Simple visualization of 121 moving average parameters and their outcome on BTCUSD
A quick example of rapidly iterating through technical parameters, using vectorized backtesting (while avoiding overfitting).
At the time of this writing, bitcoin is $16,000… up +40% in the last month. While I am late to the party, I want to implement a simple trend following system (so I don’t miss trends in the future). However, I’ve never developed trend following system before, so am starting absolutely from square one.