The strategy CONTEST_STK_FLTR obtained the third position at the Strategy Contest in August 2020.
The Intention is to get profit from trend behaviors of pair NZD/USD. The criterion for evaluating the recognition of the trend is based on different constraints that must be obtained jointly.
The strategy include a simple moving average, a fast stochastic and standard stochastic indicators.
In financial applications a simple moving average (SMA) is the unweighted mean of the prev…