Since 2022 Sort Finance

WMA 20 50 200 Short 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 over 20, 50 and 200 bars: the same trio as the long stack, read from the other side.
  2. Sell short when they stack bearishly: fast below mid below slow. The 200-bar anchor means the short is only taken once the downtrend is established on every horizon.
  3. Buy back (cover) when the fast average climbs back above the mid.

Example Strategy

Pine Script

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

//@version=6
// WMA 20 50 200 Short 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 20 50 200 Short 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, 20)
mid = ta.wma(close, 50)
slow = ta.wma(close, 200)
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("Short")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Short", strategy.short)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(fast, "WMA 20", color=#4d8dff)
plot(mid, "WMA 50", color=#e0a03a)
plot(slow, "WMA 200", color=#8a92a0)