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: -32.82%
Win Rate: 35.71%
Drawdown: -64.23%

Summary:

The strategy achieved an ROI of -32.82% over the backtesting period, with a win rate of 35.71% and a max drawdown of -64.23 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-10-01	BUY	569
2015-12-14	SELL	597
2016-01-06	BUY	659
2016-02-04	SELL	538
2016-03-18	BUY	619
2016-06-21	SELL	666
2016-12-23	BUY	552
2017-03-07	SELL	556
2017-11-29	BUY	452
2018-03-08	SELL	540
2018-03-14	BUY	570
2018-04-16	SELL	544
2018-11-26	BUY	375
2019-01-11	SELL	390
2019-01-22	BUY	400
2019-02-21	SELL	364
2019-04-29	BUY	356
2019-05-30	SELL	309
2019-06-12	BUY	338
2019-07-17	SELL	300
2019-10-24	BUY	265
2019-12-12	SELL	280
2019-12-16	BUY	288
2020-02-21	SELL	250
2020-05-27	BUY	188
2020-09-03	SELL	239
2020-10-09	BUY	251
2021-02-11	SELL	424
2021-06-07	BUY	337
2021-08-23	SELL	386
2021-09-14	BUY	432
2021-10-22	SELL	428
2022-03-30	BUY	294
2022-05-13	SELL	246
2022-08-04	BUY	252
2022-09-12	SELL	224
2022-10-25	BUY	228
2022-12-20	SELL	214
2023-01-26	BUY	232
2023-03-08	SELL	214
2023-07-04	BUY	171
2023-08-14	SELL	153
2023-09-11	BUY	160
2023-10-24	SELL	155
2023-11-27	BUY	161
2024-01-04	SELL	155
2024-01-11	BUY	163
2024-02-20	SELL	148
2024-05-31	BUY	150
2024-07-02	SELL	141
2024-07-11	BUY	149
2024-08-13	SELL	127
2024-10-09	BUY	131
2024-11-26	SELL	121
2024-12-16	BUY	178
2025-03-12	SELL	192

scma

Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades