SMA Crossover

Classic strategy based on two simple moving averages, one fast and one slow. When the fast crosses above the slow, it opens long. When it crosses below, it closes long and opens short. It reverses the position when it crosses back.

Serves as a starting point for understanding the dispatcher, the DECLARATION, and the order flow. The implementation fits in fewer than 100 lines.

DECLARATION = {
    "type": "strategy",
    "inputs": [
        {
            "name": "fast_period",
            "label": "Fast Moving Average",
            "type": "int",
            "default": 9,
            "min": 1,
            "max": 100,
            "step": 1,
        },
        {
            "name": "slow_period",
            "label": "Slow Moving Average",
            "type": "int",
            "default": 21,
            "min": 2,
            "max": 200,
            "step": 1,
        },
    ],
    "plots": [
        {
            "name": "ma_fast",
            "title": "Fast SMA",
            "source": "ma_fast",
            "type": "line",
            "color": "#22D3EE",
            "lineWidth": 2,
        },
        {
            "name": "ma_slow",
            "title": "Slow SMA",
            "source": "ma_slow",
            "type": "line",
            "color": "#F59E0B",
            "lineWidth": 2,
        },
    ],
    "pane": "overlay",
}

def on_bar_strategy(sdk, params):
    # logic execution...
    pass

Visual representation of the internal logic. This flowchart explains how the strategy handles states and crossovers bar by bar.

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When to use

• Markets with strong trend. The crossover captures the inflection.
• Medium timeframes (15m, 1h, 4h). On short timeframes, noise triggers many false signals.

What to expect

• Long but rare trades. Typically 1 to 4 per week on 1h crypto.
• Drawdown in sideways markets. The crossover keeps oscillating and loses to slippage and fees.