KDJ Strategy @ionvolution by ionvolution
By ionvolution
Performance Metrics
- Author: ionvolution
- Symbol: BINANCE:BTCBUSD
- Timeframe: 30 minutes
- Net P&L: +111.97 NONE (+111.97%)
- Win Rate: 28.1%
- Profit Factor: 1.281
- Max Drawdown: 39.90 NONE (15.84%)
- Total Trades: 448
- Sharpe Ratio: 0.527
Description
Jan 27, 2022Buys if there is crossover in J and D and the crossover is above an SMA defined as an input parameterSells if the close is below the SMA or there is a crossunder in J and DThe KDJ calculation is done using ll21LAMBOS21 script. I added start date, end date, stop loss margin and stop profit margin to ease the simulation on diferent conditions of the market.Tested on BTCBUSD pair. Gives good results in 30m candles with K period = 7 and D period = 3, but also works fine with K period = 14 and D period = 8. It works fine when market is bullish and gives false signals in flat markets. I just developed long strategy, as it is developed to operate in SPOT trading.Jan 27, 2022Release NotesDeleted the qty in the strategy.entry call