Ichimoku Cloud Strategy Long Only [Bitduke]

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.
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.
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免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。