Aggregate BTC Volume + EMA Strat — Strategy by tweakerID
By tweakerID
Performance Metrics
- Author: tweakerID
- Symbol: BINANCE:BTCUSDT
- Timeframe: 5 minutes
- Net P&L: +2,844.89 NONE (+28.45%)
- Win Rate: 43.2%
- Profit Factor: 1.385
- Max Drawdown: 1,039.88 NONE (8.21%)
- Total Trades: 118
- Sharpe Ratio: 0.265
Description
Jul 15, 2021// This strategy buys when the price crosses the Fast EMA. It can go long only // when the price is above the slow EMA and short when is below. The exit // is determined by volume spikes, when the volume is greater than the Volume// MA multiplied by the assigned input multiplier. Thanks to MartinShkreli // for the Aggregated BTC volume. There is also a Maximum Loss filter which // should be modified depending on the traded market.Jul 15, 2021Release NotesChanged Initial Capital amountJul 15, 2021Release NotesAdded EMAs to the chart