Simulated with trades since March 1, 2019, with 100k contract size entries.
- Significant increase in win rate, net profits, and Sharpe ratio, even with Bitmex fees, without reducing too many trades.
- Will now look across higher timeframes to identify whether it is a macro bull or bearish trend. If macro bullish, it will only long. If macro bearish, it will only short. This significantly increases win rate and profits by allowing the logic to ride out underwater positions and close in a gain. This will be the most central focus of this strategy going forward to ensure wins.
- Because of above, logic significant loosens Schaff Trend requirements.
- Aggressive mode modified and has now become the default setting, with the new alternative setting being "Scaredycat" mode, which places a stringency modifier on the Schaff Trend requirements, as well as other minor tweaks.
- Reminder that default is pyramiding (stacked positions) of 3. You can reduce this if you do not want to overexpose your positions.