Hancock - Filtered Volume OBV OSC [Strategy]

2020年1月20日

Trading strategy based on Donchain channel price breakouts confirmed by an optionally configurable volume filtered OBV oscillator.

Colored diamonds on charts represent signals where top side is buy side and bot side is sell side - green indicates open and red indicates close.

Pretty simple but nicely demonstrates the volume filtered OBV oscillator found here.

Happy trading
Hancock

2020年1月21日

版本注释

Tweaked parameter default values.

Net Profit: 13690%
Total Trades: 71
Profitability: 52.11%
Profit Factor: 2.891
Max Drawdown: 38.07%
Avg Trade: 192.83%
Bars In Trade: 60

Fixed bug with opening short positions using wrong channel as confirmation.

Fixed bug closing positions where it shouldn't.

2020年1月25日

版本注释

Added functionality to specify moving average type for the calculation of OBV oscillator.

General refactoring and optimizations to leverage positions section, mostly so I can calculate stop loss and trailing take for alerts on this strategy.

Performance improvements:

Net Profit: 15260%
Total Trades: 68
Profitability: 52.94%
Profit Factor: 3.836
Max Drawdown: 36.62%
Avg Trade: 224.43%
Bars In Trade: 62

Happy trading
Hancock