Applying SMA10/20, SMA20/50 as trading signals

This is the comparison for results before and after applying SMA10/20 and SMA20/50 in the stock trader.

Background

1. Trading 3 stock markets, Australia, Hong Kong and US
2. 10K per trade per symbol
3. No Buy order unless all Open position is closed
4. Date from 2010/01 to 2019/12

Before
MARKET	T.TYPE	Average of T.PROFIT	Average of T.SHARPERATIO	Average of AVG.GAINDAYSPCT	Number of trades	Count of SYMBOL
ASX	EstDate	10,968.28	5.78	64.73	1386	166
	EstPrice	10,152.74	14.16	64.72	1154	146
	EstPriceDate	10,893.67	14.50	64.93	1492	131
	EstPriceDateSignal	9,627.94	15.19	64.51	1176	106
HSI	EstDate	13,713.55	5.13	62.82	1252	164
	EstPrice	11,659.58	9.13	62.36	797	138
	EstPriceDate	12,593.04	13.33	62.31	1170	129
	EstPriceDateSignal	11,016.88	13.44	62.47	922	112
NYSE	EstDate	11,093.40	7.70	63.90	1188	125
	EstPrice	10,952.68	12.70	65.57	1178	117
	EstPriceDate	11,666.44	16.15	64.62	1532	112
	EstPriceDateSignal	11,331.91	18.42	64.10	1136	81

After
MARKET	T.TYPE	Average of T.PROFIT	Average of T.SHARPERATIO	Average of AVG.GAINDAYSPCT	Number of trades	Count of SYMBOL
ASX	EstDate	12,742.11	6.47	64.67	1556	168
	EstPrice	10,436.83	14.08	65.12	1099	138
	EstPriceDate	11,623.29	16.75	65.11	1520	119
	EstPriceDateSignal	9,558.80	14.85	64.49	1016	87
HSI	EstDate	18,891.89	5.28	63.41	1422	168
	EstPrice	10,521.29	8.36	63.34	738	140
	EstPriceDate	13,007.24	14.15	63.07	1267	127
	EstPriceDateSignal	12,081.75	13.96	62.88	956	104
NYSE	EstDate	12,182.82	8.75	63.79	1407	132
	EstPrice	11,542.22	14.49	65.35	1347	119
	EstPriceDate	12,458.02	19.11	64.70	1787	113
	EstPriceDateSignal	12,017.66	18.61	63.93	980	67

• The sum of profit, Sharpe ratio, and gain days percentage are all improved after applying SMA10/20, SMA20/50. This indicates more trading signals.
• While trading EstPriceDate, Hong Kong has the lowest average Sharpe ratio (14.15) out of all three markets, yet having the highest profit (13,007). This indicates Hong Kong is the most volatile and profitable market.
• The overall average gain days range from 62.88% to 65.12%. No significant changes after applying SMA10/20 and SMA20/50 trading trigger.
• Though ASX having similar results comparing with NYSE, but exchange rate impact is not covered in this analysis.
• EstDate gives the highest profit but lowest Sharpe Ratio among all 4 trading strategies. This is the least favorable trading experience requiring the highest level of patience.

Full report: https://docs.google.com/spreadsheets/d/e/2PACX-1vSo7WolyFwUdZXAbzl_5OXI9MsOfA4E8rvP1VfY9AQzMdnHNqBRBq3AJ4jzaFpa4AR-gFuwJY3j2d_J/pubhtml