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: 26.63%
Win Rate: 38.46%
Drawdown: -33.25%

Summary:

The strategy achieved an ROI of 26.63% over the backtesting period, with a win rate of 38.46% and a max drawdown of -33.25 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-10-08	BUY	929
2015-12-18	SELL	1352
2015-12-21	BUY	1381
2016-02-05	SELL	1277
2016-05-27	BUY	1377
2016-09-16	SELL	1555
2017-02-03	BUY	1380
2017-03-17	SELL	1260
2017-07-05	BUY	1195
2017-08-09	SELL	1190
2017-08-18	BUY	1215
2017-09-22	SELL	1155
2017-10-24	BUY	1215
2017-12-05	SELL	1180
2018-01-25	BUY	1250
2018-03-08	SELL	1250
2018-06-25	BUY	1150
2018-07-17	SELL	1000
2018-10-19	BUY	870
2019-01-04	SELL	1040
2019-03-21	BUY	980
2019-05-22	SELL	900
2019-06-13	BUY	1075
2019-08-30	SELL	1095
2019-10-22	BUY	1180
2019-11-25	SELL	1030
2020-06-04	BUY	660
2020-07-16	SELL	655
2020-08-18	BUY	715
2020-10-01	SELL	675
2020-10-14	BUY	760
2021-02-15	SELL	1090
2021-02-19	BUY	1175
2021-04-12	SELL	1070
2021-09-06	BUY	950
2021-12-08	SELL	1065
2022-02-18	BUY	1010
2022-04-26	SELL	1060
2022-07-29	BUY	925
2022-10-20	SELL	965
2022-11-24	BUY	1015
2023-01-05	SELL	880
2023-01-31	BUY	975
2023-03-09	SELL	970
2023-05-05	BUY	1015
2023-07-18	SELL	1085
2023-08-24	BUY	1150
2023-09-26	SELL	995
2023-10-31	BUY	1110
2024-02-12	SELL	1265
2024-03-01	BUY	1320
2024-04-30	SELL	1205
2024-07-17	BUY	1245
2024-11-18	SELL	1065
2025-04-25	BUY	925

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades