Squeeze Momentum Strategy SL TP v2

2020년 4월 18일

Improved version of my Squeeze Momentum Strategy.

Changes:

• Possible to change source: ohlc4, hl2, hlc3, close
  
• Enter your stop loss and take profit in %, NOT ticks
  
• Working and robust even without take profit / stop loss
  
• Yearly drawdown lower than 20%
  

Backtesting

Backtested on BTCPERP (FTX). It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.

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

Strategy doesn't repaint.

Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).

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