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OpenBB/website/content/stocks/backtesting/ema/_index.md
Jeroen Bouma 3c9c2b9223 Complete check on Hugo Documentation (#1358) 
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* This is not a function on CA

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* This command does not exist on CA

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* Type in dcf help text

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* doesn't exists

The command 'disp' doesn't exist on the /stocks/options/ menu.

2022 Feb 16, 08:49 (✨) /stocks/options/ $ disp
usage: options {calc,yf,tr,info,pcr,load,exp,vol,voi,oi,hist,chains,grhist,unu,plot,parity,binom,vsurf,greeks,payoff,pricing,screen,cls,home,h,?,help,q,quit,..,exit,r,reset}
options: error: argument cmd: invalid choice: 'disp' (choose from 'calc', 'yf', 'tr', 'info', 'pcr', 'load', 'exp', 'vol', 'voi', 'oi', 'hist', 'chains', 'grhist', 'unu', 'plot', 'parity', 'binom', 'vsurf', 'greeks', 'payoff', 'pricing', 'screen', 'cls', 'home', 'h', '?', 'help', 'q', 'quit', '..', 'exit', 'r', 'reset')

The command 'disp' doesn't exist on the /stocks/options/ menu.

2022 Feb 16, 08:49 (✨) /stocks/options/ $

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Co-authored-by: Jeroen Bouma <jeroenbouma@MacBook-Pro-van-Jeroen.local>
Co-authored-by: jmaslek <jmaslek11@gmail.com>
2022-02-20 13:40:58 +00:00

2.7 KiB
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usage: ema [-l LENGTH] [--spy] [--no_bench] [-h] [--export {csv,json,xlsx}]

A simple investment strategy where stock is bought when Price > EMA(l)

optional arguments:
  -l LENGTH             EMA period to consider (default: 20)
  --spy                 Flag to add spy hold comparison (default: False)
  --no_bench            Flag to not show buy and hold comparison (default: False)
  -h, --help            show this help message (default: False)
  --export {csv,json,xlsx}
                        Export raw data into csv, json, xlsx (default: )

Example:

2022 Feb 16, 09:59 (✨) /stocks/bt/ $ ema

Stat                 AboveEMA    MSFT Hold
-------------------  ----------  -----------
Start                2019-02-10  2019-02-10
End                  2022-02-15  2022-02-15
Risk-free rate       0.00%       0.00%

Total Return         53.12%      195.22%
Daily Sharpe         0.83        1.33
Daily Sortino        1.32        2.17
CAGR                 15.18%      43.21%
Max Drawdown         -18.91%     -28.04%
Calmar Ratio         0.80        1.54

MTD                  -7.29%      -3.38%
3m                   -15.90%     -10.43%
6m                   -6.26%      2.99%
YTD                  -9.30%      -10.66%
1Y                   0.12%       23.67%
3Y (ann.)            15.26%      42.12%
5Y (ann.)            -           -
10Y (ann.)           -           -
Since Incep. (ann.)  15.18%      43.21%

Daily Sharpe         0.83        1.33
Daily Sortino        1.32        2.17
Daily Mean (ann.)    15.98%      40.51%
Daily Vol (ann.)     19.35%      30.43%
Daily Skew           0.05        -0.13
Daily Kurt           5.04        10.90
Best Day             7.44%       14.22%
Worst Day            -6.19%      -14.74%

Monthly Sharpe       0.77        1.77
Monthly Sortino      1.71        4.66
Monthly Mean (ann.)  16.49%      36.33%
Monthly Vol (ann.)   21.45%      20.53%
Monthly Skew         0.08        0.21
Monthly Kurt         -1.20       -0.14
Best Month           11.83%      17.63%
Worst Month          -9.55%      -7.53%

Yearly Sharpe        0.62        0.83
Yearly Sortino       2.29        4.57
Yearly Mean          12.32%      28.12%
Yearly Vol           19.76%      33.95%
Yearly Skew          -0.98       -1.57
Yearly Kurt          -           -
Best Year            29.43%      52.48%
Worst Year           -9.30%      -10.66%

Avg. Drawdown        -4.56%      -2.78%
Avg. Drawdown Days   37.27       14.27
Avg. Up Month        6.15%       5.77%
Avg. Down Month      -4.59%      -4.11%
Win Year %           66.67%      66.67%
Win 12m %            92.31%      100.00%

ema