Senkou Span Cross Strategy [Krypt] by fskrypt
By fskrypt
Performance Metrics
- Author: fskrypt
- Symbol: BITFLYER:BTCJPY
- Timeframe: 45 minutes
- Net P&L: +2,919,773.81 JPY (+2,837.16%)
- Win Rate: 47.2%
- Profit Factor: 5.941
- Max Drawdown: 666,478.00 JPY (46.60%)
- Total Trades: 161
- Sharpe Ratio: 1.126
Description
Dec 8, 2017A simple trading strategy oriented towards cryptocurrencies that uses log-space Ichimoku cloudsLong position: when Senkou Span A crosses over Senkou Span BShort position: when Senkou Span A crosses under Senkou Span BThe indicator used in this strategy is available as a standalone script: Dec 11, 2017Release Notesadd optional stop lossDec 13, 2017Release Notesstrategy now starts earlier in price historyDec 13, 2017Release NotesUpdate title and use BTC-JPY chartDec 27, 2017Release NotesChange titleDec 27, 2017Release Notesupdate labelsDec 30, 2017Release Notesmake log scaling optional (conflicts with stop loss?) and allow user to specify how many candles should be dropped from the beginning of price history