WMA 13 21 34 Stack

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

How It Trades

  1. Compute three weighted moving averages with Fibonacci periods 13, 21 and 34.
  2. Buy when they stack bullishly (fast above mid above slow) meaning the short, medium and long views all agree the trend is up.
  3. Sell when the fast average drops back below the mid: the youngest part of the trend has cracked.

Example Strategy

Pine Script

Paste it into TradingView’s Pine Editor to run these rules on any chart.

//@version=6
// WMA 13 21 34 Stack — sort.finance. Fills at the signal bar's close, 0.02% fee a side,
// whole account per trade, as the backtest. History and indicator warm-up
// differ from the site's, so expect close to the same trades, not identical.
strategy("WMA 13 21 34 Stack", overlay=true,
     initial_capital=100, default_qty_type=strategy.percent_of_equity,
     default_qty_value=100, commission_type=strategy.commission.percent,
     commission_value=0.02, process_orders_on_close=true, pyramiding=0)

// The bar the current position opened on, and the bar the last one closed on.
var int entryBar = na
var int exitBar = -1

// ── Signals ──────────────────────────────────────────────────────────────
fast = ta.wma(close, 13)
mid = ta.wma(close, 21)
slow = ta.wma(close, 34)
aligned = fast > mid and mid > slow
enterNow = aligned and not aligned[1]
exitNow = fast < mid

// ── Orders ───────────────────────────────────────────────────────────────
// Open on the first bar the entry holds while flat; close on the first
// later bar the exit holds; never reopen on the bar a position closed.
inTrade = strategy.position_size != 0
if inTrade and bar_index > entryBar and exitNow
    strategy.close("Long")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Long", strategy.long)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(fast, "WMA 13", color=#4d8dff)
plot(mid, "WMA 21", color=#e0a03a)
plot(slow, "WMA 34", color=#8a92a0)