Full Crypto Swing Strategy ALMA Cross with MACD by exlux
By exlux
Performance Metrics
- Author: exlux
- Symbol: BINANCE:BNBUSDT
- Timeframe: 4 hours
- Net P&L: +12,259.23 NONE (+1,233,665.11%)
- Win Rate: 57.5%
- Profit Factor: 3.836
- Max Drawdown: 1,327.02 NONE (36.65%)
- Total Trades: 240
- Sharpe Ratio: 0.316
Description
This is a full crypto swing strategy designed. From my testing it looks like it perform the best on timeframes 4h +.The below example has been adapted to BNB/USDT, using the entire period since 2017 until present day, with a comission of 0.03% ( which is the comission for the futures on binance).Its components are :ALMA FastALMA SlowMACD HistogramRules for entry For long, we have a crossover of the fast alma with the slow one and the histogram is ascending.For short, we have a crossunder of the fast alma with the slow one and the histogram is descending.Rules for exitWe exit based on a risk management system for TP and SL, or when we receive an opposite condition than the initial one.Regarding risk management0.05 = 5% movement2 = 200% movement0.001 = 0.1% movementIf you have any questions, let me know !