inno14

Rainbow Strategy Backtesting

Rainbow Strategy Backtesting base on "Rainbow Moving Average" Strategy as below:
1.Rainbow Moving Average setup
- Source: source of 1st MA
- Type: SMA / EMA
- Period: period of 1st MA
- Displacement: period of 2nd MA to 7th MA with source is previous MA
2.Trend Define
- Up Trend: Main MA moving at the top of Rainbow
- Down Trend: Main MA moving at the bottom of Rainbow
- Sideway: Main MA moving between the top and the bottom of Rainbow
3.Signal
- Buy Signal: When Rainbow change to Up Trend.
- Sell Signal: When Rainbow change to Down Trend.
- Exit: When Rainbow change to Sideway.
4. RSI Filter
- "Enable": Only signals have 1st RSI moving between Overbought and Oversold and 2nd RSI moving outside Middle Channel are accepted.
- The filter may help trader avoid bull trap, bear trap and choppy market.
5.Backtesting Infomation
- Ticker: BTCUSDT
- Timeframe: H1
- Rainbow parameter:
+ Source: hlc3
+ Type: SMA
+ Period: 12
+ Displacement: 3
- RSI Filter parameter:
+ Enable
+ 1st RSI filter: period 12, overbought 65, oversold 35
+ 2nd RSI filter: period 9, upper middle 56, lower middle 44
リリースノート: Add Take profit by ATR
- "Enable": Target of position equal to multiplier x atr(period)
リリースノート: Apply RSI Divergence to pass the signals filtered by Middle Channel
リリースノート: Add Stoploss Option
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コメント

can you add a stop loss? atr or % would be great, thank you
+1 返信
inno14 JulioChamalNavarro
@JulioChamalNavarro, Done, pls check new version. Thanks
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@inno14, ty! i qill check
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szelim inno14
@inno14, Cool!!!
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June 28: Apply RSI Divergence to pass the signals filtered by Middle Channel
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June 24: Add Take profit by ATR
- "Enable": Target of position equal to multiplier x atr(period)
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Nice creative
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inno14 pricechart1336
@pricechart1336, Thank you for your encouragement
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