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: 33.36%
Win Rate: 32%
Drawdown: -39.97%

Summary:

The strategy achieved an ROI of 33.36% over the backtesting period, with a win rate of 32% and a max drawdown of -39.97 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-10-12	BUY	74
2015-11-18	SELL	70
2015-12-11	BUY	75
2016-01-20	SELL	67
2016-03-02	BUY	78
2016-04-25	SELL	99
2016-04-26	BUY	100
2016-06-24	SELL	96
2016-07-14	BUY	124
2016-09-21	SELL	112
2016-10-14	BUY	125
2016-11-30	SELL	136
2016-12-23	BUY	141
2017-03-17	SELL	157
2017-05-29	BUY	164
2017-07-28	SELL	171
2018-02-27	BUY	140
2018-04-05	SELL	130
2019-01-08	BUY	92
2019-03-15	SELL	93
2019-05-21	BUY	102
2019-07-12	SELL	101
2019-07-26	BUY	106
2019-10-02	SELL	100
2019-11-14	BUY	102
2019-12-12	SELL	96
2020-04-14	BUY	64
2020-07-10	SELL	74
2020-08-12	BUY	84
2020-09-28	SELL	89
2020-10-19	BUY	92
2020-11-26	SELL	90
2020-12-10	BUY	91
2021-02-15	SELL	174
2021-05-03	BUY	181
2021-06-18	SELL	160
2021-08-18	BUY	166
2021-10-12	SELL	162
2021-11-10	BUY	176
2021-12-27	SELL	174
2022-04-14	BUY	166
2022-05-27	SELL	158
2022-07-26	BUY	166
2022-09-01	SELL	159
2022-11-10	BUY	164
2022-12-15	SELL	149
2023-12-14	BUY	150
2024-02-01	SELL	138
2024-06-05	BUY	144
2024-08-01	SELL	133

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades