My ETH/BTC 5 min Strategy

2018년 3월 20일

Hello, beginner in trading here. Use this at your own risk.
Commission : 0.05%
Time Unit : 5 min
Backtest range : 15 days (looking like that is the maximum in 5 min UT)
Initial capital : 1000€

How it works :
Long entries and exits. That's all, no pyramiding, no shorting.
It takes the first buy signal (green triangle) and the first sell signal (yellow triangle)


The idea is to scalp while in range using stochastic, and to get out / in when a big trend appears (that is what the tunnel is for).

See the code for details.

I think those are pretty good result when we look at hueg negative buy and hold returns of this month of March. What do you think?