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uahmad99
Aug 1, 2018 11:02 AM

ETHBTC - High Volume ALT coin strategy 

Ethereum / BitcoinBittrex

Description

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

ETHBTC: (7% return over ~2 months = ~3.5% a month return on investment, 0.24% max drawdown, total of 13 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

Comment

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