KDS_mz
Kaufdrucksystem (buying pressure system) after F.Held, coded by O.P and M.Z.
A combination of 5 adjusted conventional indicators and corresponding treshholds to generate a trend ranking between 0 and 5.
At crossover/under of KDS with buy/sell_border (2.5) a BUY and SELL signal is generated, respectivley.
Tested on indizes, ETFs and stocks for time frames from hours to weeks.
KDS 2.5 outperformed standard MACD and RSI approaches for stocks like TSLA, BOEING,WIRECARD.
KDS 0.5 outperformed standard approaches for SP500 and Nasdaq.
Backtesting was performed with 10% of equity of a 100000 $ depot ( slipage 1 Tick, 0.1% commision) on Lyxor DAX ETF from 2000 to September 2020.
A combination of 5 adjusted conventional indicators and corresponding treshholds to generate a trend ranking between 0 and 5.
At crossover/under of KDS with buy/sell_border (2.5) a BUY and SELL signal is generated, respectivley.
Tested on indizes, ETFs and stocks for time frames from hours to weeks.
KDS 2.5 outperformed standard MACD and RSI approaches for stocks like TSLA, BOEING,WIRECARD.
KDS 0.5 outperformed standard approaches for SP500 and Nasdaq.
Backtesting was performed with 10% of equity of a 100000 $ depot ( slipage 1 Tick, 0.1% commision) on Lyxor DAX ETF from 2000 to September 2020.
Notas de Lançamento:
added comission and slip
Notas de Lançamento:
made depot only 20000 $
Notas de Lançamento:
removed some unused options
added kds_sma option which generates a dynamic border for buy and sell given by sma of kds and smallen input
added kds_sma option which generates a dynamic border for buy and sell given by sma of kds and smallen input
Notas de Lançamento:
added sma of kds, wrong signals can now be filtered by incresing kds_sma_len larger than 1
I also added the profit (green line)
I also added the profit (green line)
Notas de Lançamento:
strategy runs till 2030 as standard
Notas de Lançamento:
added option to plot or remove the profit curve (green)
Notas de Lançamento:
added option to plot profit curve ( green line ) or not