DT_1602 (ver. 2) Running

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This strategy is trying to catch a trend and enters in a position on pullbacks. The direction of the trend is determined on the basis of the exponential moving average (EMA) and expected depth of the pullback on the Stochastic indicator. To determine the trend I choose the EMA indicator because it smoothes the price movement, eliminates local fluctuations and places greatest weight on the most recent data. The stochastic indicator is a momentum oscillator which shows overbought (values above 80) and oversold areas (values below 20). When the trend is going up (EMA is going up) the strategy buys in a oversold areas and when the trend is going down it sells in overbought areas. I was testing different settings and statistically I find that in the one month period time to open more than 20 position (about 20-50) 15 minutes timeframe is the best choose. Further test shows that EMA 90, Stochastic 5,3,3 gives nice results. Of course it depends on the liquidity and market conditions. Max SL is 155 pips and TP 80 pips but the strategy leads opened position according to Stochastic and closing it earlier when Stochastic indicator reaches overbought (for longs) or oversold (for shorts) areas. The strategy is using a constant trade volume 6M.

Cumulative Profit/Loss dynamics

Selected period: 01.09.2020 - 30.09.2020

Full Stats

Standings (points): 16 (261)
Performance, $ (points): 236,48K$ (190)
Drawdown, % (points): 28.94% (36)
Bonuses: 35
Average Profit Trade: 14,28K$
Average Loss Trade: -16418.73$
Profit factor: 0,00K
Number of trades: 29
Traded volume: 555,44M$
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