MACD 50x Leveraged Short Strategy with Real Equity by Noldo
By Noldo
Performance Metrics
- Author: Noldo
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: −439.00 USD (−439.00%)
- Win Rate: 28.3%
- Profit Factor: 0.99
- Max Drawdown: 12,947.00 USD (2,924.88%)
- Total Trades: 385
- Sharpe Ratio: 0.103
Description
Dec 13, 2020Hello there ,Short version of the Macd Long strategy.MACD Long strategy:Adding margin: Forbidden or not specified. (Add Margin : No)Position size: (for each trade) 1%Stop-Loss: (2% Above Entry Level)Long: macd crossunderExit: macd crossoverOr ofc touching the stop-Loss value as predicted.These strategies are just examples.The goal is to observe true equity and equity change.Warning: This strategy simulation is for Short direction only.Regards.Feb 15, 2021Release NotesUpdate : Net capital bug fixed.Mar 28, 2021Release NotesWe forgot to add principal position size if we win. (Line 92)The previous version was wrong.Because this algorithm saw the starting position size as a loss. ( It was only taking into account the profit on position size.)I also designed the percentage profit calculation much simpler.I will do this update when I have enough time.NOTE : My last script needs same update and its a bit complicated. It is easy but i want my codes to be simple and understandable.Both the percentage profit command I specified and the place that is wrong and fixed in these two scripts will be fixed in the duplex macd system.I'll update him when I have time.My last script : Mar 29, 2021Release NotesApology!The old version was correct.Because change (strategy.position size) is used.There is no need to add principal position size again.