ZRXETH - High Volume ALT coin strategy

1 авг. 2018 г.

Simple 15min time-frame strategy which works well with so far XMRETH , ETHBTC, LTCBTC , DASHETH
Does not work well with FX, Commods, BTCUSD , XMRBTC

ZRXETH: (14% return over ~3 months = ~4.67% a month return on investment, 1.98% max drawdown, total of 19 trades = ~ 1 trade every 4-5 days)

Uses:

1. Nested bollingers (multiple lengths)
2. MACD
3. Fibo retracement
4. RSI

IF:
#1 (i.e. all bollingers are crossed) and;
#2 (i.e. macd crosses) and;
#3 (i.e. high/low fib lines are crossed) and;
#4 (i.e. RSI bands are crossed)

THEN: BUY/SELL

1 авг. 2018 г.

Заметка

The following is applied to the back testing:
0.25% commission
5000 ticks slippage
Recalculate after every tick
Recalculate after order filled.