BTC Daily Strategy BF by bennef
By CredibleHulk
Performance Metrics
- Author: CredibleHulk
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 day
- Net P&L: +1,138,829.36 USD (+11,388.29%)
- Win Rate: 36.6%
- Profit Factor: 3.337
- Max Drawdown: 80,127.48 USD (27.91%)
- Total Trades: 112
- Sharpe Ratio: 0.597
Description
Strategy based on code by CredibleHulk so thanks for that.This is a strategy for the Daily Bitcoin chart which uses the MACD, RSI, Stochastic RSI and a moving average.The conditions for long or short signals depend on the indicators above crossing user-defined thresholds. Long signal = (Stochastic RSI k value is below Stochastic Sell Threshold) AND EITHER (MACD delta crosses above MACD Threshold OR RSI crosses above RSI Threshold)Short signal = (MACD delta crosses below 0) AND EITHER (Close Price - an SMA of the ohlc4 values crosses below the DMA threshold OR Stochastic RSI k value is above Stochastic Sell Threshold)INSTRUCTIONSGreen background = go longRed background = go shortYou can adjust stop loss values for long or short signals in settings as well as all parameters for the indicators.