NVDL BBW Strategy

167% strategy
performance

-8.40% buy&hold
performance

41% percentage
of winning trades

8.76 reward to
risk ratio

2.68% average
position return

-7.90% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of NVDL, 15 min.

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NVDL BBW Strategy

Chart type the strategy tested at: Bars. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # BB breakout with squeeze
  15min BBANDS(20,2,2,bars),outRealUpperBand Crosses ↗ 15min Chart(close)
  15min MACD(19,39,9,bars),outMACD > 0
  15min Chart(close) > 15min Chart(close) (10 candles ago)
  Any of the following: (within 5 candles) # BBW squeeze in last 5
      All of the following: # BBW at 15-bar low
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (1 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (2 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (3 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (4 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (5 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (6 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (7 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (8 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (9 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (10 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (11 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (12 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (13 candles ago)
          15min BBANDSW(20,2,2),outRealWidth ≤ 15min BBANDSW(20,2,2),outRealWidth (14 candles ago)

Exit Conditions

Stop Loss	Exit if lost more than 2.5% (after candle closes).
Trailing Stop	Trailing stop at 6% (after candle closes).
# Candles Passed	Exit after 50 candles, for any PnL.
# Candles Passed	Exit after 10 candles, only if PnL < 0%.