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: -50.4%
Win Rate: 0%
Drawdown: -50.4%

Summary:

The strategy achieved an ROI of -50.4% over the backtesting period, with a win rate of 0% and a max drawdown of -50.4 %. Dividend is not included in this calculation.

List of Trades

Date	Action	Price
2023-04-12	BUY	640
2023-05-23	SELL	535
2023-06-12	BUY	710
2023-07-21	SELL	560
2023-09-29	BUY	575
2023-11-02	SELL	482
2024-10-10	BUY	390
2024-11-18	SELL	350

wine

Algorithmic Trading Strategy

Algo Trading

Backtesting Result

Summary:

List of Trades