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: -19.07%
Win Rate: 66.67%
Drawdown: -32.69%

Summary:

The strategy achieved an ROI of -19.07% over the backtesting period, with a win rate of 66.67% and a max drawdown of -32.69 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2023-11-16	BUY	100
2024-01-30	SELL	119
2024-06-12	BUY	191
2024-08-05	SELL	193
2024-09-10	BUY	208
2024-10-23	SELL	140

gria

Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades