High Low Cloud Strategy Backtesting

2020年2月8日

High Low Cloud Strategy Backtesting: this is a breakout and reversal previous trend strategy

A. Indicator: row 6 to row 17
1. Fast Cloud
Upper line = ema of High with 60 periods
Lower line = ema of Low with 60 periods

1. Slow Cloud
Upper line = ema of High with 240 periods
Lower line = ema of Low with 240 periods

B. Strategy Backtesting
1. Chart IDC, Time frame: M30

2. Long condition: row 20 to row 34
a. Entry =
* Upper line of Fast Cloud below Lower line of Slow Cloud
* Price crossover Upper line of Slow Cloud

b. Stoploss =
* Price crossunder bottom of 240 periods (~ bottom of 5 days)

c. Takeprofit =
* Lower line of Fast Cloud above Upper line of Slow Cloud
* Price crossunder Lower line of Fast Cloud

3. Short condition: row 37 to row 49
a. Entry =
* Lower line of Fast Cloud above Upper line of Slow Cloud
* Price crossunder Lower line of Slow Cloud

b. Stoploss =
* Price crossover peak of 240 periods (~ bottom of 5 days)

c. Takeprofit =
* Upper line of Fast Cloud below Lower line of Slow Cloud
* Price crossover Upper line of Fast Cloud