Intraday Trend Following Algorithm [Bitduke]


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.


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.


Risk management: Stop loss/Take profit in %

Strategy doesn't repaint.


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How can you make maxdrawdown 6.61%?
excellent! MR.Bitduke.
+1 Reply
Bitduke deitydoll
@deitydoll, It depends on the backtesting period. if we take the backtest calculation from a random month of 2018, let's say March, drawdown could be slightly higher - 12.23%
Yep, I think it very good drawdown for such revenue, i.e we don't have 1000% in a couple of months but also there are no drawdowns of 60%+ of the initial deposit
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