Triple SSMA Strategy by fskrypt
By sentineli
Performance Metrics
- Author: sentineli
- Symbol: BITFLYER:BTCJPY
- Timeframe: 30 minutes
- Net P&L: +2,180,203.57 JPY (+2,096.24%)
- Win Rate: 47.1%
- Profit Factor: 4.122
- Max Drawdown: 707,098.04 JPY (36.53%)
- Total Trades: 121
- Sharpe Ratio: 1.163
Description
Nov 19, 2017A simple trading strategy based on an idea by sentineli Nov 19, 2017Release Notesadd commentNov 19, 2017Release Notesmake period lengths user-definableNov 20, 2017Release Notesupdate SSMA formulaNov 20, 2017Release Notesadd option to show curves on the chartNov 20, 2017Release NotesAdd optional smoothing and ensure momentum is in the right direction Nov 21, 2017Release Notesdrop EMA smoothing optionNov 21, 2017Release Notesdrop 1st candle for stability in the beginningDec 26, 2017Release Noteschange strategy to only use slow SMMA for momentum information, also add optional stop lossDec 26, 2017Release Notesfix strategy to original spec