Stochastic & MACD Strategy Ver 1.0 by Unc1efrog
By Unc1efrog
Performance Metrics
- Author: Unc1efrog
- Symbol: HKEX:2800
- Timeframe: 15 minutes
- Net P&L: +67,456.17 HKD (+67.53%)
- Win Rate: 43.8%
- Profit Factor: 2.082
- Max Drawdown: 12,155.24 HKD (7.68%)
- Total Trades: 162
- Sharpe Ratio: 0.687
Description
This strategy is inspired by ChartArt and jasonluk28. The following input changes from the initial ChartArt version to achieve higher stability and profit:Fast MA Len:11Slow MA len: 24Stoch Len: 20No difference is found in minor changes (+-10) lv. of overbought/oversoldIt works above 40% winning rate in Heng Heng Index, Shanghai Composite, Dow Jones Industrial Averge, S&P 500 NASDAQ, VT (World Total Market) and in 15 mins chartProfit: above ~10 to 30% in less than 1year backtest for most major indice of China and US and ~62% in Heng Seng Index (Hong Kong) & 40.5% in SZSE Composite (Shen Zhen)P.S. Profit: 700 (Tencent) +150.5%, 939 (CCB) +66.5%, 1299 (AIA) +45%, 2628 (CLIC) +41%, 1 (CK Hutchison) +31%NFLX +82.5%, BABA +55.5%, AMZN +44%, GOOG +38%, MCD +24.5%However, Loss in FB -19% , AMD -38.5% Not suitable for stocks with great influences in News or Events ???