Extremely useful, thanks! This is what finally got me started using gekko myself, doing some proper backtesting of EMA methods.

My search starts from the assumption that (a) more recent history is more relevant for present day prediction than older history, (b) overfitting of the method must be avoided, so results need to be compared across different time frames, (c)
trading is slightly more expensive than assumed by default in gekko, because of signal delay & slippage

I'll post my results when I'm done with the testing. I have to do it partly manually because I want to control the treshold parameter, so I'm not searching through all EMA combinations, but only those that previous posters have mentioned as promising. Maybe someone else can fill me in in case I forgot a promising combination.


A quick question for Goomboo

Looks like we're turning this thread into a discussion about backtesting EMA strategies, finding the optimal parameters, etc. If this is starting to become too tangential to your original idea of this thread, i.e. you think we're hijacking your thread, let us know.