Overview

We applied seven different types of indicator strategies that are commonly used to analyze cryptocurrency market charts. Among the seven indicator types, we experimented over various parameters as shown below.

INDICATOR PARAMETER TYPE PARAMETER VARIATIONS Moving Average Crossover (SMA) Short and Long term EMA period1 (1,10), (1,20), (5,10), (5,20) Exponential Moving Average Crossover (EMA) Short and Long term EMA period (1,10), (1,20), (5,10), (5,20) Moving Average Convergence Divergence (MACD) Short and Long term EMA period2 (5,10), (7,14), (12,26) Relative Strength Index (RSI[14]) Oversell & overbought levels3 (30,70), (20,80), (10,90) Rate of Change (ROC) Oversell & overbought levels4 (25,4) Bollinger Bands (BB) – – William Fractals (Fractals) – –

We traded BTC/USDT at cryptocurrency exchange, Binance, using the indicator strategies above from June 1, 2019 to July 7, 2019. For SMA, EMA, MACD and RSI, we used crossover signals for open and close rules. For ROC, the open and close rules are 25 and 4, respectively. Meanwhile, for BB, the open and close rules are when the price crosses the upper band and when the price crosses the moving average (MA), respectively. The details of all indicator strategy rules can be found on our Coinscious Terminal.