Intraday Trend Following Algorithm [Bitduke]

2020년 4월 18일

Description:

Trend following strategy that constantly adjusts to volatility and avoids of most whipsaws; rapidly moves up or down according to a quickly changing market. Great strategy for high volatile markets, like crypto market.
Based on a couple of special moving averages with integrated smoother which helps to avoid whipsaws.


Backtesting

Backtested on BTCPERP ( FTX ). It shows much better results on 4h timeframe (more than 222% YTD) and relatively low drawdown which allows you to use up to x3 leverage without a fear of huge losses. I.e if we have 5% drawdown for this strategy and using x3 leverage then to be prepared to 15% drawdown maximum in this case.

Initial Capital: $1000
Capital per trade: $1000
Including fee: 0.075% (buy + sell) side, type "taker"

When we get a signal (green/red column on chart) algo opens a trade by the next candle open price.

Others:

Risk management: Stop loss/Take profit in %


Strategy doesn't repaint.

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To access: sign up on FTX using ref link from my signature.