My Ichimoku indicator & Strategy by cyatophilum
By cyatophilum
Performance Metrics
- Author: cyatophilum
- Symbol: BINANCE:BTCUSDT
- Timeframe: 45 minutes
- Net P&L: −2,215.97 EUR (−278.88%)
- Win Rate: 30.6%
- Profit Factor: 0.89
- Max Drawdown: 5,967.44 EUR (198.33%)
- Total Trades: 330
- Sharpe Ratio: −0.119
Description
Mar 13, 2018hello I'm a beginner in trading, but I try to learn how to code strategies.I recoded the Ichimoku indicator, and created my personnal strategy based on it.The backtesting is done from 1/1/2017 to today in 45 min Time Unit for candles, with a 1 000 € equity.The trades are all Long Entries and Exits with no pyramiding, no short trades at all./!\ Exchanges commission fees are not calculated and can in reality easily divide by 2 the total profit (am I right guys?) /!\A buy signal is triggered upon these conditions: - close is above the Kuma (cloud)AND - close crosses over Kijunsen AND Kijunsen is not flat (calculated with rising and falling with input "Kijunsen Lag")OR - Close crosses over ChikouSpan AND there was a sell signal in the last 8 candlesSell signal is the same but reversed.I appreciate your feedback ! Maybe I will update this later if I get better results.Aug 29, 2018Release Notes I added the commmission fees and we can see that this strategy is not profitable anymore. This is a very old script. Please check my more recent scripts!