It is very similar to the previous version. I changed the function from study to a strategy, and added the Average true range to RMA again. I don't know the academic suitability, but using this strategy to trade the Altcoins market may have a good effect. refer to Binance for 0.1% of fees, starting from Q4 2017.
Updated: --1. use RMA to reduce ATR noise. --2. for the highly volatile Altcions market, strategy should focus on reducing noise. --3. the Street commonly used alpha filtering for Random Walk. --4. compared to other MAs, the performance is not outstanding, but the advantage is stability. --5. I choose the 4H time frame to test the Altcoins (ex: ETH).