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: 83.08%
Win Rate: 36%
Drawdown: -60.02%

Summary:

The strategy achieved an ROI of 83.08% over the backtesting period, with a win rate of 36% and a max drawdown of -60.02 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2016-06-15	BUY	47
2016-07-29	SELL	44
2016-10-24	BUY	52
2016-12-08	SELL	61
2017-01-11	BUY	72
2017-03-08	SELL	83
2017-06-19	BUY	67
2017-07-25	SELL	58
2017-08-23	BUY	60
2017-09-25	SELL	53
2017-11-28	BUY	66
2017-12-29	SELL	58
2018-01-09	BUY	64
2018-02-27	SELL	84
2018-02-28	BUY	85
2018-04-03	SELL	72
2019-01-21	BUY	49
2019-02-25	SELL	44
2019-08-30	BUY	45
2019-10-02	SELL	44
2019-10-31	BUY	47
2019-12-11	SELL	44
2020-09-02	BUY	48
2020-10-22	SELL	44
2020-11-10	BUY	53
2021-02-05	SELL	76
2021-03-25	BUY	83
2021-04-26	SELL	81
2021-04-27	BUY	82
2021-06-17	SELL	84
2021-06-30	BUY	110
2021-08-05	SELL	100
2021-10-15	BUY	94
2022-05-12	SELL	200
2022-06-17	BUY	276
2022-07-22	SELL	238
2022-08-29	BUY	256
2022-09-30	SELL	140
2023-01-25	BUY	197
2023-03-01	SELL	167
2023-07-06	BUY	147
2023-10-17	SELL	194
2023-12-04	BUY	206
2024-01-05	SELL	176
2024-03-14	BUY	162
2024-05-27	SELL	145
2024-07-11	BUY	155
2024-08-20	SELL	159
2024-08-28	BUY	163
2024-12-18	SELL	376

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades