Squeeze Momentum Strategy SL TP v2
Improved version of my Squeeze Momentum Strategy.
Changes:
Backtesting
Backtested on BTCPERP (FTX). It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.
Strategy doesn't repaint.
Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).
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To access: sign up on FTX using ref link from my signature.
Changes:
- Possible to change source: ohlc4, hl2, hlc3, close
- Enter your stop loss and take profit in %, NOT ticks
- Working and robust even without take profit / stop loss
- Yearly drawdown lower than 20%
Backtesting
Backtested on BTCPERP (FTX). It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.
- Initial Capital: $1000
- Capital per trade: $1000
- Including fee: 0.075% (buy + sell) side, type "taker"
Strategy doesn't repaint.
Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).
----------
To access: sign up on FTX using ref link from my signature.
