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: 89.53%
Win Rate: 51.85%
Drawdown: -20.42%

Summary:

The strategy achieved an ROI of 89.53% over the backtesting period, with a win rate of 51.85% and a max drawdown of -20.42 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-10-20	BUY	1932
2015-12-18	SELL	1977
2016-01-14	BUY	2132
2016-03-01	SELL	1945
2016-07-14	BUY	2068
2016-09-16	SELL	2168
2016-09-29	BUY	2223
2016-11-22	SELL	2086
2017-01-03	BUY	2164
2017-03-06	SELL	2173
2017-03-15	BUY	2209
2017-07-19	SELL	2677
2017-08-16	BUY	2773
2017-09-22	SELL	2850
2017-10-20	BUY	2841
2018-03-22	SELL	3336
2018-08-01	BUY	2900
2018-09-12	SELL	2645
2018-11-02	BUY	2982
2019-05-10	SELL	3745
2019-06-11	BUY	3845
2019-08-20	SELL	3727
2019-11-05	BUY	3909
2019-11-29	SELL	3718
2019-12-16	BUY	3936
2020-02-26	SELL	4073
2020-06-08	BUY	3000
2020-08-10	SELL	2845
2020-08-13	BUY	3027
2020-09-30	SELL	2764
2020-11-05	BUY	3173
2021-02-10	SELL	4227
2021-03-01	BUY	4391
2021-03-31	SELL	4000
2021-06-14	BUY	3954
2021-07-09	SELL	3454
2021-08-18	BUY	3700
2021-11-25	SELL	4220
2022-02-14	BUY	4410
2022-05-23	SELL	4330
2022-08-02	BUY	4400
2022-10-05	SELL	4540
2022-11-03	BUY	4650
2023-01-18	SELL	4600
2023-02-10	BUY	4860
2023-06-26	SELL	5450
2023-07-25	BUY	5650
2023-09-04	SELL	5625
2023-11-24	BUY	5400
2024-03-21	SELL	6100
2024-07-05	BUY	4800
2024-08-16	SELL	4830
2024-08-27	BUY	5175
2024-10-21	SELL	4990

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades