sir ,
i tried TEMA BASED ON EXCEL CALCULATION
FOR SELL
SET Avg = ref(close,3)+ref(close,2)+ref(close,1)/3
SET B = Avg+0.5*(CLOSE-Avg)
SET C = Avg
SET D = C+0.5*(B-C)
SET E = Avg
SET F = (B2)-D
SET G = Avg
SET H = G+0.5(D-G)
SET I = Avg
SET J = (3B-3D)+H
CLOSE < J
FOR BUY
SET Avg = ref(close,3)+ref(close,2)+ref(close,1)/3
SET B = Avg+0.5*(CLOSE-Avg)
SET C = Avg
SET D = C+0.5*(B-C)
SET E = Avg
SET F = (B2)-D
SET G = Avg
SET H = G+0.5(D-G)
SET I = Avg
SET J = (3B-3D)+H
CLOSE > J
PLEASE CHECK
7/16/2018 9:15:59 AM to 9/14/2018 3:15:59 PM
Total number of trades: 27
Average number of trades per month: 15
Number of profitable trades: 19
Number of losing trades: 8
Total profit: 102.7000
Total loss: -34.3000
Percent profit: 66.602%
Largest profit: 27.9000
Largest loss: -9.7000
Maximum Drawdown: 0.0000
Maximum Drawdown (Monte Carlo): 0.0000
Compound Monthly ROR: 34.4563
Standard deviation: 49.45563669
Annualized standard deviation: 69.94083214
Downside deviation (MAR = 10%): 0.00000000
Value Added Monthly Index (VAMI): 1.00000080
Sharpe ratio (RFR = 5%): 1.38204671
Annualized Sharpe ratio (RFR = 5%): 1.95450920
Sortino ratio (MAR = 5%): 0.00000000
Annualized Sortino ratio (MAR = 5%): 0.00000000
Sterling ratio (MAR = 5%): 0.00000000
Calmar ratio: 0.00000000
"Risk to reward ratio: 0.833
"
7/26/2018 3:15:59 PM,SHORT,521.0000
7/30/2018 3:15:59 PM,LONG,523.9000
7/31/2018 9:15:59 AM,SHORT,526.5000
7/31/2018 3:15:59 PM,LONG,525.9500
8/1/2018 9:15:59 AM,SHORT,531.3000
8/3/2018 11:15:00 AM,LONG,520.1500
8/3/2018 3:15:59 PM,SHORT,520.2000
8/6/2018 1:15:00 PM,LONG,523.0500
8/6/2018 3:15:59 PM,SHORT,523.1000
8/8/2018 11:15:00 AM,LONG,532.8000
8/8/2018 1:15:00 PM,SHORT,530.9000
8/10/2018 3:15:59 PM,LONG,516.9500
8/13/2018 9:15:59 AM,SHORT,511.0500
8/17/2018 1:15:00 PM,LONG,503.4000
8/20/2018 9:15:59 AM,SHORT,505.0000
8/20/2018 3:15:59 PM,LONG,506.5000
8/21/2018 9:15:59 AM,SHORT,509.9000
8/27/2018 9:15:59 AM,LONG,509.4000
8/27/2018 11:15:00 AM,SHORT,512.1000
8/27/2018 1:15:00 PM,LONG,511.0000
8/27/2018 3:15:59 PM,SHORT,512.0000
9/3/2018 9:15:59 AM,LONG,499.8000
9/3/2018 11:15:00 AM,SHORT,501.8500
9/3/2018 1:15:00 PM,LONG,500.5000
9/3/2018 3:15:59 PM,SHORT,499.0000
9/7/2018 1:15:00 PM,LONG,471.1000
9/10/2018 9:15:59 AM,SHORT,466.3000
9/10/2018 11:15:00 AM,LONG,469.5500
9/10/2018 1:15:00 PM,SHORT,474.0500
9/14/2018 3:15:59 PM,LONG,471.0000
SHOWING RESULTS WITHOUT BACKTEST CHART