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: -54.8%
Win Rate: 23.08%
Drawdown: -73.85%

Summary:

The strategy achieved an ROI of -54.8% over the backtesting period, with a win rate of 23.08% and a max drawdown of -73.85 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-12-11	BUY	1110
2016-01-20	SELL	1000
2016-03-15	BUY	1100
2016-05-04	SELL	1100
2016-06-07	BUY	1215
2016-11-09	SELL	1410
2017-07-14	BUY	1550
2017-09-19	SELL	2350
2017-10-17	BUY	2670
2017-11-27	SELL	2510
2018-02-23	BUY	2720
2018-04-03	SELL	2280
2018-04-25	BUY	2580
2018-06-25	SELL	2670
2019-02-11	BUY	2400
2019-03-14	SELL	2360
2019-03-20	BUY	2400
2019-04-19	SELL	2030
2019-06-06	BUY	2030
2019-07-05	SELL	1730
2019-09-27	BUY	1860
2019-11-08	SELL	1810
2019-11-14	BUY	1850
2019-12-20	SELL	1835
2020-01-24	BUY	1880
2020-03-26	SELL	1795
2020-06-19	BUY	1500
2020-07-21	SELL	1270
2020-08-24	BUY	1560
2020-09-30	SELL	1410
2020-12-08	BUY	1755
2021-01-19	SELL	1645
2021-05-21	BUY	2270
2021-06-23	SELL	1630
2021-08-13	BUY	1800
2022-01-31	SELL	3290
2022-04-14	BUY	4410
2022-06-10	SELL	3710
2022-09-19	BUY	5475
2022-10-18	SELL	4480
2022-12-12	BUY	4660
2023-01-17	SELL	4000
2023-03-02	BUY	4140
2023-04-06	SELL	4020
2023-04-26	BUY	4060
2023-05-26	SELL	3690
2023-07-24	BUY	3870
2023-10-11	SELL	4110
2024-04-16	BUY	3820
2024-10-01	SELL	4650
2025-01-03	BUY	4530
2025-02-12	SELL	4280
2025-05-16	BUY	4380
2025-06-26	SELL	3910

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades