This version adds HMA and VWMA, allowing you to backtest different crossover strategies for any combination, with the exits on the turning point of the faster MA. Due to order limitations this will only work on higher timeframes for some combinations, or on more recent exchanges with less history. You can edit the code though to add the timestamp to a recent date.
@rthomson,
Is the lookback setting the setting that closes trade after it turns down?
If so is there a way to change that to a % turn down value?
rthomson
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@GarethSA, the lookback setting is how far back to look determine the slope, which is used as the Turning Point exit. You can make your own version with your own exit conditions. Open source code, according to Mozilla license.