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: 134.98%
Win Rate: 40.74%
Drawdown: -41.81%

Summary:

The strategy achieved an ROI of 134.98% over the backtesting period, with a win rate of 40.74% and a max drawdown of -41.81 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-09-23	BUY	1870
2015-11-16	SELL	1805
2016-02-18	BUY	1535
2016-04-20	SELL	1900
2016-04-22	BUY	1945
2016-05-26	SELL	1705
2016-06-09	BUY	1845
2016-10-31	SELL	2720
2016-11-14	BUY	3300
2017-01-04	SELL	2720
2017-07-18	BUY	2050
2017-10-04	SELL	2910
2017-10-24	BUY	3030
2017-12-12	SELL	2680
2018-01-02	BUY	3030
2018-03-08	SELL	2970
2018-04-17	BUY	3230
2018-07-06	SELL	4060
2018-07-30	BUY	4660
2018-08-28	SELL	3910
2019-01-10	BUY	3440
2019-03-25	SELL	3410
2019-06-11	BUY	2930
2019-10-01	SELL	3380
2019-12-20	BUY	3570
2020-02-03	SELL	3250
2020-05-04	BUY	2650
2020-06-29	SELL	2800
2020-07-10	BUY	3090
2020-10-08	SELL	3500
2020-10-20	BUY	4130
2021-02-18	SELL	6200
2021-05-17	BUY	5175
2021-06-21	SELL	4310
2021-07-12	BUY	5200
2021-08-27	SELL	4960
2021-10-18	BUY	5125
2021-11-19	SELL	4840
2022-01-21	BUY	5025
2022-05-20	SELL	7975
2022-08-08	BUY	6325
2022-09-15	SELL	6650
2022-10-07	BUY	6800
2023-01-03	SELL	7100
2023-01-17	BUY	7600
2023-02-23	SELL	6600
2023-04-28	BUY	6975
2023-06-12	SELL	6400
2023-07-25	BUY	6650
2023-09-01	SELL	5925
2024-03-13	BUY	4300
2024-06-25	SELL	4010
2024-10-14	BUY	4210
2024-11-11	SELL	3700

inco

Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades