Hancock - Filtered Volume OBV OSC [Strategy] by ahancock
By ahancock
Performance Metrics
- Author: ahancock
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 45 minutes
- Net P&L: +166,720.94 USD (+15,270.15%)
- Win Rate: 52.9%
- Profit Factor: 3.836
- Max Drawdown: 13,334.19 USD (36.62%)
- Total Trades: 68
- Sharpe Ratio: 1.019
Description
Jan 19, 2020Trading strategy based on Donchain channel price breakouts confirmed by an optionally configurable volume filtered OBV oscillator.Colored diamonds on charts represent signals where top side is buy side and bot side is sell side - green indicates open and red indicates close.Pretty simple but nicely demonstrates the volume filtered OBV oscillator found here.Happy tradingHancockJan 20, 2020Release NotesTweaked parameter default values.Net Profit: 13690% Total Trades: 71Profitability: 52.11%Profit Factor: 2.891Max Drawdown: 38.07%Avg Trade: 192.83%Bars In Trade: 60Fixed bug with opening short positions using wrong channel as confirmation.Fixed bug closing positions where it shouldn't.Jan 25, 2020Release NotesAdded functionality to specify moving average type for the calculation of OBV oscillator.General refactoring and optimizations to leverage positions section, mostly so I can calculate stop loss and trailing take for alerts on this strategy.Performance improvements:Net Profit: 15260%Total Trades: 68Profitability: 52.94%Profit Factor: 3.836Max Drawdown: 36.62%Avg Trade: 224.43%Bars In Trade: 62Happy tradingHancock