Sb_Rate_Of_Change_BB_Band_strategy Version 1.0 by SudeepBisht
By SudeepBisht
Performance Metrics
- Author: SudeepBisht
- Symbol: BITFINEX:BTCUSD
- Timeframe: 30 minutes
- Net P&L: +14,236.00 USD (+14.27%)
- Win Rate: 58.1%
- Profit Factor: 1.534
- Max Drawdown: 6,423.60 USD (5.41%)
- Total Trades: 241
- Sharpe Ratio: 0.29
Description
The strategy couples the concept of rate of change along with the Bollinger bands. Along with it LazyBear's RSI/MFI with Volatility Indicator is also taken to reduce the number of trades and improve efficiency. Strategy (in Layman terms):If in the past 10 candles RSI/MFI with Volatility Indicator has printed a red/green colour and the roc has gone above/below the Bollinger bands then the short/long order is placed respectively.Message if you think of any modifications/ enhancements/ any opportunities. :) Donations/Tips... :) - BTC: 1BjswGcRR6c23pka7qh5t5k56j46cuyyy2 ETH: 0x64fed71c9d6c931639c7ba4671aeb6b05e6b3781 LTC: LKT2ykQ8QSzzfTDB6Tnsf12xwYPjgq95h4