Andean Scalping — Strategy by uncleric0
By jason5480
Performance Metrics
- Author: jason5480
- Symbol: FTX:BTCPERP
- Timeframe: 15 minutes
- Net P&L: +25,806.28 USD (+258.06%)
- Win Rate: 65.4%
- Profit Factor: 2.04
- Max Drawdown: 2,312.27 USD (8.52%)
- Total Trades: 162
- Sharpe Ratio: 1.602
Description
Aug 23, 2022Andean Scalping Implementation - BETA- Uses Andean Oscillator: alpaca.markets/learn/andean-oscillator-a-new-technical-indicator-based-on-an-online-algorithm-for-trend-analysis/- Implements a threshold moving average (SMA 1000) on the Andean Signal line at 1.1 factor to filter out small moves- TP/SL using ATR bands at 3x multiplierAug 23, 2022Release NotesAdded input variables for: Andean Signal Threshold Length (default 1000) Andean Signal Threshold Multiplier (default 1.1)Aug 24, 2022Release NotesOptimized parameters for BTCPERP 15m on FTX. Paramaters are probably overfit for BTC, so use with caution: ADX threshold to 39.4 Use trailing take profit set to 0.01 x ATR Aug 24, 2022Release NotesCredit to jason5480 for his strategy template, it's gold: Credit to alexgrover for his Andean Oscillator implementation: tradingview.com/v/x9qYvBYN/