QuarryLake v4 — Strategy by Lancelot_Augur
By Lancelot_Augur
Performance Metrics
- Author: Lancelot_Augur
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +552,718.25 USD (+5,527.18%)
- Win Rate: 50.0%
- Profit Factor: 6.153
- Max Drawdown: 36,630.31 USD (8.92%)
- Total Trades: 48
- Sharpe Ratio: 0.181
Description
As some of you requested, I will make the code for QuarryLake Open for you all.I have also updated the script in version 4.This strategy consists of 3 indicators that I found works quite well together.Keltner Channel, Waddah Attah Explosion, and Volatility Stop .KC Period = 200KCATR = 5Vstop Period = 3Vstop Mult = 1.5Long when close > KC, close > Vstop, WAE trendUpShort when close < KC, close < Vstop, WAE trendDownWorks well on BTCUSD XBTUSD , as well as other major liquid Pair.This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp , feel free to modify it to your needs.And lastly,Save Hong Kong, the revolution of our times.