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[Trading Strategy] Stoch + Trima

Posted: Tue Jan 16, 2018 1:38 am
by Syllogistic
Tested on ETH/BTC

Trima
- Interval: 30m
- Short length: 5
- Long length: 35

Pshai's Full Stochastic (Normal Stoch + RSI works also)
- Interval: 15m
- Fast %K: 22
- Slow %K: 9
- Slow %D: 9

-- Back Tests -- Only a 1% difference with Spread vs Closing

1 Week:
Profit:0.00220170 BTC
Fee Cost:-0.00007305
BTCGain:0.00212865
BTCTrade Amount:0.00942700
BTCConverted Trade Amount:0.10000000
ETHReturn On Investment:22.5804 %

2 Weeks:
Profit:0.00403060
BTCFee Cost:-0.00013593
BTCGain:0.00389467
BTCTrade Amount:0.00940690
BTCConverted Trade Amount:0.10000000
ETHReturn On Investment:41.4023 %

Re: [Trading Strategy] Stoch + Trima

Posted: Thu Jan 18, 2018 1:51 pm
by Bonga
Thnx! Will try this for myself :)

Re: [Trading Strategy] Stoch + Trima

Posted: Wed Jan 24, 2018 7:12 am
by dltc
Syllogistic wrote:Tested on ETH/BTC

Trima
- Interval: 30m
- Short length: 5
- Long length: 35

Pshai's Full Stochastic (Normal Stoch + RSI works also)
- Interval: 15m
- Fast %K: 22
- Slow %K: 9
- Slow %D: 9

-- Back Tests -- Only a 1% difference with Spread vs Closing

1 Week:
Profit:0.00220170 BTC
Fee Cost:-0.00007305
BTCGain:0.00212865
BTCTrade Amount:0.00942700
BTCConverted Trade Amount:0.10000000
ETHReturn On Investment:22.5804 %

2 Weeks:
Profit:0.00403060
BTCFee Cost:-0.00013593
BTCGain:0.00389467
BTCTrade Amount:0.00940690
BTCConverted Trade Amount:0.10000000
ETHReturn On Investment:41.4023 %


Is there anything else in your setup? I tried replicating the above and on 1 and 2 week backtests they look like this:


Total Profit:-0.00109285 BTC
Total Fee Cost:0.00435517 BTC
Total Gain:-0.00544802 BTC
Return On Investment:-5.9941%