ADX + BB %B + AO + EMA [Luca Massuda] — Strategy by luca.massuda
By luca.massuda
Performance Metrics
- Author: luca.massuda
- Symbol: COINBASE:BTCUSD
- Timeframe: 4 hours
- Net P&L: +5,817,751.00 USD (+58,177.51%)
- Win Rate: 46.1%
- Profit Factor: 1.573
- Max Drawdown: 1,105,986.00 USD (348.30%)
- Total Trades: 156
- Sharpe Ratio: −0.084
Description
Jul 22, 2021This trading strategy combines different indicators:1) ADX, Average Directional Movement: to spot the trend2) BB %B Bollinger Band %B: to spost relative price position to Bollinger Bands3) AO Awesome Oscillator: to spot momentum4) ema 5,ema21, ema50, ema200: to decide long or short positionYou can configure:Take profit % : at which % gains to take profit from the entry priceStop loss % : at which % stop loss from the entry priceBB %B Overbought: At which level you consider Overbought respect to Bollinger Bands (values 0 to 100)BB %B Oversold: At which level you consider Oversold respect to Bollinger Bands (values 0 to 100)Awesome Oscillator: AO level to consider a long or short position +/- 2ADX: ADX value to consider a long or short positionStart Date, Month, Year: Starting point for a backtesting strategyLenght , Source , Standard Deviation: Bollinger Bands valuesADX smoothing, DI Lenght: ADX values Green and purple zones indicate when the strategy can go long or short.Default Long conditions:ema5>ema21 and ema50>ema200 and bb>75% and ao>2 and adx>15Default Short conditions:ema515Aug 7, 2021Release NotesThere was an error on the basic value of the exit strategyOct 29, 2021Release NotesUpdate with BB Squeeze indicated by cross shape