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: -10.71%
Win Rate: 37.04%
Drawdown: -58.56%

Summary:

The strategy achieved an ROI of -10.71% over the backtesting period, with a win rate of 37.04% and a max drawdown of -58.56 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2015-07-22	BUY	1575
2015-08-06	SELL	1345
2016-02-23	BUY	965
2016-05-19	SELL	985
2016-07-28	BUY	1150
2016-09-14	SELL	1000
2017-03-14	BUY	935
2017-04-19	SELL	900
2017-07-26	BUY	805
2017-09-12	SELL	830
2017-09-15	BUY	830
2017-10-24	SELL	815
2017-12-22	BUY	845
2018-02-21	SELL	860
2018-07-20	BUY	850
2018-08-22	SELL	1075
2018-08-31	BUY	1040
2018-10-01	SELL	1085
2018-10-03	BUY	1075
2018-12-24	SELL	1860
2019-01-07	BUY	1930
2019-03-11	SELL	2010
2019-03-26	BUY	2060
2019-04-25	SELL	1800
2019-06-27	BUY	1600
2019-08-07	SELL	1380
2019-10-30	BUY	1385
2019-12-05	SELL	1190
2020-04-15	BUY	890
2020-06-10	SELL	1050
2020-10-16	BUY	1090
2021-03-09	SELL	1720
2021-07-28	BUY	1810
2021-09-27	SELL	1770
2022-01-06	BUY	1730
2022-02-22	SELL	1675
2022-07-19	BUY	1680
2022-08-24	SELL	1590
2022-11-09	BUY	1505
2022-12-13	SELL	1420
2023-05-03	BUY	1400
2023-06-14	SELL	1220
2023-07-21	BUY	1445
2023-09-27	SELL	1590
2023-10-16	BUY	1615
2023-12-22	SELL	1295
2024-05-14	BUY	1330
2024-06-26	SELL	1095
2024-09-06	BUY	805
2024-10-15	SELL	670
2024-10-25	BUY	780
2024-12-03	SELL	745
2024-12-12	BUY	770
2025-01-21	SELL	750
2025-01-30	BUY	775

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Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades