詳細 ⋅ 2021年4月26日午後10時21分 The strategy relies on technical and statistical trend analysis to trade ETH perp contracts and beat buy & hold. The strategy achieves up to 10x returns vs. Buy & Hold, depending on the year, assuming 0.05% fees. The strategy deploys several proprietary indicators and statistical analysis to enter long and short positions. The strategy is designed to pick on small trend moves and quickly exit upon invalidation, sticking to larger moves that produce outsized returns. Message me for access. This is a work in progress and additional versions will be published.
リリースノート ⋅ 2021年4月27日午前6時17分 Updated sample execution parameters to: pyramiding=0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, calc_on_every_tick=false, commission_value=0.05, slippage=0 Start date: 2018/1/1 End date: 2021/5/15 Happy trading!
リリースノート ⋅ 2021年4月28日午後5時55分 Introduced volatility filters to prevent unnecessary entries/exits, slightly reducing overall profit, but increasing profit factor by 0.6.
リリースノート ⋅ 2021年5月4日午前5時41分 Added bottom/top/bearish/bullish pattern recognition applicable to ETH. Updated results to show last 12 months for reference.
リリースノート ⋅ 2021年5月12日午前6時40分 Added logic to avoid entries in ranging chop zones.
リリースノート ⋅ 2021年6月11日午後7時4分 Calibrated parameters for less aggressive profit taking in bear market.
リリースノート ⋅ 2021年6月12日午後11時35分 Further optimized bear market trading conditions by calibrating historical profits / loss factors, achieving additional ~5000% gain since late 2017.
リリースノート ⋅ 2021年6月13日午前5時23分 Improved logic for short entries to be more defensive, achieving an extra 1000% profits in backtests since 2019.
リリースノート ⋅ 2021年7月2日午前10時21分 Major update: Added trailing stop to all positions in bull/bear markets, achieving roughly 2x returns over a backtested 2 year period.
リリースノート ⋅ 2021年7月2日午後5時11分 Reverted last change due to unreliable results calculated by TradingView on the use of Trailing Stops during backtests.
リリースノート ⋅ 2021年7月2日午後11時48分 Introduced logic to try and prevent shorting at support and longing at resistance, in particular during bear markets.
リリースノート ⋅ 2021年7月3日午後8時25分 Updated test parameters. Final update for a while for this version of the script.
リリースノート ⋅ 2021年7月12日午後10時45分 Optimized operations in bear markets to be less aggressive, improving overall profit factor by 1.
リリースノート ⋅ 2021年7月13日午前4時42分 Final calibration of parameters for bear markets
リリースノート ⋅ 2021年7月25日午前7時50分 Reworked bear market mode, increasing profits by roughly a factor of 2x.
リリースノート ⋅ 2021年7月25日午後11時31分 Added volume-based volatility breakout filters. No other change to logic. Overall improvement to profits by a factor of 1.5x.