Simple 15min time-frame strategy using 4 technical indicators.
DASHBTC: (20.54% return over ~1.5 months = ~13.69% a month return on investment, 1.04% max drawdown, total of 49 trades = 1+ trade per day)
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.