Momentum Strategy, rev.2

Bitcoin / DollarBitfinex

Descrizione

⋅ 16 set 2018 07:21

This is a revised version of the Momentum strategy listed in the built-ins.
For more information check out this resource:
forexstrategiesresources.com/binary-options-trading-strategies/22-binary-options-strategy-60-min-bollineger-bands-and-momentum/

Commenti

alter.daemon

⋅ 17 set 2018 08:17

add slippage, commission and see what happens.

capissimo

⋅ 17 set 2018 08:26

@ALTER.daemon, look for Inverse Fisher RSI-MTF2 strat here (with profitability 80-90%) and do the same.
Slippage, is a good thing for demotivation, but with no great use in practice, imho.

alter.daemon

⋅ 19 set 2018 07:20

@capissimo, without slippage simulation in backtesting you are only lying to yourself - it won't work in a real world. just give it a try and you'll see.

capissimo

⋅ 25 set 2018 03:13

@ALTER.daemon, I agree, somewhat. But used in conjunction with some indicator, say, atr, which shows active periods during the day, it proves to be viable.

capissimo

⋅ 16 set 2018 08:01

UPD: for better performance use smaller lookback (2-7) and replace sma function with the one that gives a smaller lag. This will allow to raise the performance statistics to over 60%.

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