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: 26.38%
Win Rate: 48%
Drawdown: -37.05%

Summary:

The strategy achieved an ROI of 26.38% over the backtesting period, with a win rate of 48% and a max drawdown of -37.05 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-12-11	BUY	74
2016-01-12	SELL	67
2016-05-17	BUY	73
2016-06-29	SELL	69
2016-07-29	BUY	73
2016-09-14	SELL	70
2016-11-10	BUY	76
2017-01-06	SELL	77
2017-02-16	BUY	82
2017-04-17	SELL	85
2017-06-29	BUY	88
2017-10-02	SELL	92
2017-10-26	BUY	104
2017-11-27	SELL	87
2018-06-05	BUY	97
2018-07-17	SELL	95
2018-10-18	BUY	100
2018-12-18	SELL	97
2019-08-15	BUY	109
2019-09-24	SELL	101
2019-10-24	BUY	109
2019-11-28	SELL	104
2020-01-14	BUY	109
2020-02-26	SELL	118
2020-04-13	BUY	121
2020-07-07	SELL	133
2020-11-12	BUY	142
2021-02-08	SELL	180
2021-03-01	BUY	220
2021-04-22	SELL	189
2021-08-02	BUY	188
2021-09-13	SELL	197
2021-09-14	BUY	209
2021-10-29	SELL	204
2022-01-04	BUY	225
2022-02-07	SELL	198
2022-03-23	BUY	206
2022-06-02	SELL	204
2022-08-19	BUY	218
2022-12-29	SELL	282
2023-01-31	BUY	336
2023-03-20	SELL	351
2023-05-23	BUY	360
2023-09-06	SELL	456
2023-09-14	BUY	466
2023-11-10	SELL	478
2024-02-22	BUY	452
2024-04-03	SELL	394
2024-07-15	BUY	410
2024-10-18	SELL	464

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades