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: -6.68%
Win Rate: 33.33%
Drawdown: -14.08%

Summary:

The strategy achieved an ROI of -6.68% over the backtesting period, with a win rate of 33.33% and a max drawdown of -14.08 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2023-12-22	BUY	53
2024-03-21	SELL	50
2024-04-23	BUY	56
2024-06-19	SELL	51
2024-07-05	BUY	58
2024-08-26	SELL	63

bsbk

Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades