Simple 15min time-frame strategy which works well with so far XMRETH , ETHBTC, LTCBTC , DASHETH .
Does not work well with FX, Commods, BTCUSD , XMRBTC
ETCETH: (11.73% return over ~2 months = ~5.87% a month return on investment, 3.14% max drawdown, total of 25 trades = ~ 1 trade every 2-3 days)
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
8 hours ago
Comment: The following is applied to the back testing:
0.25% commission
5000 ticks slippage
Recalculate after every tick
Recalculate after order filled.