Ichimoku Cloud Strategy Long Only [Bitduke]

SOL / TetherUSBinance

الوصف

⋅ ٢٩ حزيران يونيو ٢٠٢١ ١٠:٥٠

Slightly modificated and optimized for Pine Script 4.0, Ichimoku Cloud Strategy which, suddenly, good suitable for the several crypto assets.

Details:

Enter position when conversion line crosses base line up, and close it when the opposite happens.

Additional condition for open / close the trade is lagging span, it should be higher than cloud to open position and below - to close it.

Backtesting:

Backtested on SOLUSDT ( FTX, Binance )

+150% for 2021 year, 8% dd
+191% for all time, 32% dd

Disadvantages:

- Small number of trades
- Need to vary parameters for different coins (not very robust)

Should be tested carefully for other coins / stock market. Different parameters could be needed or even algo modifications.

Strategy doesn't repaint.

التعليقات

yoonmh190

⋅ ١٣ تشرين الثاني نوفمبر ٢٠٢١ ١٢:٤٧

Hello, thank you for the nice strategy.
Can you please advise what 'Delta' parameter is for?
I was just curious because nothing happened when I adjusted the value of Delta from crypto market.

المزيد