During this summer I performed a similar analysis with SMA and variations from it. My initial explorations looked very promising so I started saving market data

During this summer I performed a similar analysis with SMA and variations from it. My initial explorations looked very promising so I started saving market data and build a Python back-tester to test it. Once I applied exchange fees, slippage and simulated over longer periods things changed. I was no longer able to create a profitable strategy that performed well in longer time-frames over multiple markets. However its something I still want to work with.