SMA_Cross + RSI — Strategy by clark-jhx
By clark-jhx
Performance Metrics
- Author: clark-jhx
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 day
- Net P&L: +7,635.00 USD (+7.55%)
- Win Rate: 53.3%
- Profit Factor: 1.474
- Max Drawdown: 8,364.00 USD (7.71%)
- Total Trades: 30
- Sharpe Ratio: −0.004
Description
Nov 29, 20191. longa. RSI does not open an order when it is overbought, until the RSI falls below a certain threshold, and then open a positionb. There are already many positions. If the RSI is overbought, it will be profitable. When the RSI falls below a certain threshold, open a long position again until the moving average crossover signal turns short.2. Shorta. RSI does not open an order when it is oversold, and then opens a position after RSI rises to a certain thresholdb. There are already short positions. If the RSI is oversold, it will be profitable to close the short position. When the RSI rises above a certain threshold, open the short position again until there is a reversal of the moving average crossing signal.1. 做多a. RSI在超买区间时不开单，直到RSI回落到某个阈值之下，再开仓b. 已经有多仓，如果RSI超买，则平多获利，当RSI回落到某个阈值之下后，再次开多，直到有均线交叉信号反转做空2. 做空a. RSI在超卖区间时不开单，直到RSI上升到某个阈值之后，再开仓b. 已经有空仓，如果RSI超卖，则平空获利，当RSI上升到某个阈值之上后，再次开空，直到有均线交叉信号反转做多Dec 10, 2019Release NotesSeparate thresholds and fix bugs将阈值参数分开，并修复bug