##Idea of the strategy How this strategy is different from MA crossover... The entry point for entry/exit has a buffer The exit is not static...it gets updated along with MA
- Take one moving average indicator like SMA/EMA...based on close/high/low/open on some window (10,11.....)
- For entry exits on n+1 day Calculate buffer ema_level_nth_day+x/ema_level_nth_day-x....
- ema_level_nth_day+x is for buy and ema_level_nth_day-x is for sell. The price has to open between the buffer zone for the entry/exits to be valid.
- if algo generated a position (buy/sell)..the exit price would be the rolling buffer level. If the position is long then the exit is when the price hits sell level on any given day.
- Position Sizing..enter with 2x lots/positions.exit 1x on partial profit (x pips for forex, x points or ATR for index/stocks) exit the second lot/positions at exit.