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DT_1602 (ver. 2) Not running

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This strategy aims to capture a trend and enter positions on pullbacks. The direction of the trend is determined based on the exponential moving average (EMA) and the expected depth of the pullback using the Stochastic indicator. To determine the trend, I use the EMA indicator because it smooths the price movement, eliminates local fluctuations, and places the greatest weight on the most recent data. The Stochastic indicator is a momentum oscillator that shows overbought (values above 80) and oversold (values below 20) conditions. When the trend is upward (EMA is rising), the strategy buys in oversold areas. Conversely, when the trend is downward (EMA is falling), it sells in overbought areas. I tested various settings and found that, statistically, over a one-month period, opening more than 20 positions (about 20-50) on a 15-minute timeframe is optimal. Further testing shows that an EMA period of 90 and Stochastic settings of 5, 3, 3 yield good results. Of course, this depends on liquidity and market conditions. The maximum stop loss is 155 pips, and the take profit is 40 pips, but the strategy adjusts open positions according to the Stochastic indicator and may close them earlier when the Stochastic reaches overbought (for long positions) or oversold (for short positions) areas. The strategy uses a constant trade volume 6M.

Cumulative Profit/Loss dynamics

Selected period: 01.10.2024 - 31.10.2024

Full Stats

Standings (points): 117 (122)
Performance, $ (points): 6,43K$ (84)
Drawdown, % (points): 95.3% (2)
Bonuses: 36
Average Profit Trade: 2,75K$
Average Loss Trade: -14541.62$
Profit factor: 0,00K
Number of trades: 24
Traded volume: 136,88M$
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