Algo Trading

Algorithmic Trading Strategy

This strategy utilizes multiple technical indicators to identify potential trade opportunities:

Buy Conditions: Based on trend direction, momentum strength, and volatility levels.
Sell Conditions: Triggered by sustained trend reversals.

Play around and adjust your parameters below to get maximum profit!

Shorterm SMA Period:

Longterm SMA Period:

RSI Period:

MACD Fast Period:

MACD Slow Period:

MACD Signal Period:

Bollinger Band Period:

Backtesting Result

Return on Investment: 108.45%
Win Rate: 30%
Drawdown: -47.58%

Summary:

The strategy achieved an ROI of 108.45% over the backtesting period, with a win rate of 30% and a max drawdown of -47.58 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2016-03-18	BUY	1070
2016-04-29	SELL	1035
2016-06-10	BUY	1140
2016-08-30	SELL	1390
2017-02-02	BUY	1150
2017-03-15	SELL	1050
2017-03-30	BUY	1190
2017-05-17	SELL	1060
2017-07-03	BUY	1110
2017-08-07	SELL	1065
2018-02-07	BUY	940
2018-03-21	SELL	920
2018-09-20	BUY	980
2018-10-23	SELL	900
2018-11-20	BUY	960
2018-12-25	SELL	925
2019-01-31	BUY	1070
2019-03-11	SELL	1050
2019-03-22	BUY	1110
2019-05-08	SELL	1050
2019-06-18	BUY	1075
2019-08-16	SELL	1070
2019-09-11	BUY	1160
2019-10-14	SELL	1055
2019-11-11	BUY	1105
2019-12-05	SELL	1020
2020-05-05	BUY	800
2020-07-06	SELL	850
2020-07-24	BUY	900
2020-09-30	SELL	1125
2020-10-13	BUY	1220
2021-01-20	SELL	1590
2021-01-26	BUY	1785
2021-04-20	SELL	1670
2021-06-02	BUY	1940
2021-09-23	SELL	2760
2021-11-16	BUY	2730
2022-02-15	SELL	3650
2022-02-16	BUY	3690
2022-03-31	SELL	3680
2022-06-09	BUY	6000
2022-07-28	SELL	6275
2022-09-01	BUY	6875
2022-10-14	SELL	7025
2022-11-11	BUY	7350
2022-12-29	SELL	7125
2023-01-30	BUY	7425
2023-03-09	SELL	6975
2023-04-06	BUY	7450
2023-09-07	SELL	10875
2024-02-22	BUY	10600
2024-04-03	SELL	9575
2024-05-07	BUY	10300
2024-06-21	SELL	9900
2024-07-01	BUY	10450
2024-08-01	SELL	10100
2024-09-26	BUY	10375
2024-11-26	SELL	9750
2025-02-05	BUY	9500
2025-03-25	SELL	9075
2025-04-15	BUY	9750