Post
Topic
Board Trading Discussion
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
by
itod
on 27/12/2013, 07:22:39 UTC
Here is the code I also posted on the cryptotrader forum:

https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8

Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)

It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.

Please review and recommend further improvements!

Nice Ichimoku re-write, interesting.

How much is gained with those Heikin-Ashi candles compared to regular ones, have you intensively back-tested that?