[KL] BOLL + MACD Strategy v2 (published) by DojiEmoji
By DojiEmoji
Performance Metrics
- Author: DojiEmoji
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +260.14 USD (+0.26%)
- Win Rate: 50.0%
- Profit Factor: 2.336
- Max Drawdown: 41.77 USD (0.04%)
- Total Trades: 74
- Sharpe Ratio: −17.561
Description
Mar 18, 2021This strategy will look for opportunities when price touches the lower Bollinger band, then enters Long when it anticipates a MACD crossover signal.Setup: on 1-day chart intervalExits when either (a) hitting trailing stop loss, or (b) meeting risk-to-reward, if defined by user.Mar 20, 2021Release NotesAmended entry conditionMar 20, 2021Release NotesChanged the way how TSL is plotted when position size is zeroMar 28, 2021Release NotesAdded feature allowing users to define the end-time of the timeframe for backtests (previously will only test up to most recent candle). The "end-date" can be defined in the config. window and toggled on/off.Mar 28, 2021Release NotesFixed a bugMar 31, 2021Release Notesv4.1: modified script to allow pyramidingApr 3, 2021Release NotesFixed a bugApr 27, 2021Release Notes- added alert to notify when price is near the lower band- additional exit setup