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Hello, so this is part of my investment strategy course, and I am still trying the basic moving average method.

Hello,

So this is part of my investment strategy course, and I am still trying the basic moving average method.
I tried with the 5 days and 10 days moving averages on the Microsoft stock, from 2011 until 2014. At the end the returns were quite high, but I had a recovery period of more than a year which was disappointing. My volatility is quite high but I think as a start the results from the MA method were very nice. I will try with the MACD method but I still haven't figured out how to set up the code here.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 59fa0ef751b87c41340554a0
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