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CryptoKiller

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CryptoKiller is a trend following trading system. It provides entry and exit points, a money management system and a trade management system.

The entry points (fuchsia line) are determined by CryptoKiller Oscillator (see other published script to understand how the oscillator works).

The trade management system provides the exit points in profit and in loss. This script works with multiple take profits (green lines), the initial position is liquidated little by little as the trend reaches the profit targets. Trade management also provides trailing stop exits to save the remaining profits.
Stop loss (red line) take into account the recent past of the chart to be determined, while take profits are fixed and have been calculated based on historical volatility.

The money management system is very simple, it plans to enter a position with a fixed percentage with respect to equity.

CryptoKiller, during an operation, also draws supports and resistances on the chart - determined by the oscillator (orange lines) these supports and resistances are used as a filter to understand where there is the greatest probability of trend development (some entry points provided by the oscillator will therefore not be considered by CryptoKiller as entry points, as in disagreement with the traced supports / resistances).

We know that an error appears in the backtest calculation, where the script is said to suffer from a bias, so the backtest calculation may not be accurate. Actually this happens in high times like H4 or daily, but CryptoKiller is not designed for these timeframes. it is a short-term strategy.

For more information read the author's instructions to contact us, we will send a PDF file with a more complete explanation of the strategy accompanied by screenshots.

Access to this script is granted along with access to CryptoKiller Oscillator.

リリースノート
improved stability
リリースノート
Code improvements
リリースノート
Take profits have been changed from the previous version. The percentage of profitable trades goes from 78% to 76% (the only negative data), the net profit goes from 1100% to 1670% and the profit factor from 1.72 to 1.86.
リリースノート
new dedicated strategies: ETHUSDTPERP 30 min (stats in the backtest of the script), BTCUSDTPERP 30 min (stats 07/08/21: net profit 626%, percent profitable 79.89%, profit factor 1.985, DD 7.22%)

A custom strategy has also been added, with which it is possible to vary the TPs and the oscillator parameters for the input signal.
リリースノート
improved code syntax
リリースノート
Move to Pine V5
Custom alerts for autotrade
リリースノート
Quick fix
リリースノート
Added RANDOMWALKER strategy for ETHUSDT, BTCUSDT, XRPUSDT spot markets. The strategy therefore operates exclusively long, there are no predetermined take profits and stop losses like futures strategies, it is highly recommended to use alerts for automatic trading.

Through yield distributions that also use CK futures strategies, this strategy intends to beat the Buy and Hold yield by taking advantage of random price movements.
Its main strength is to abandon ship before large red candles, to then buy back, thus optimizing the yield of the hold.

Note: the warning that the backtest can suffer from look-ahead bias is incorrect, it refers to the backtest of futures strategies, which, as explained, make mistakes if used in inappropriate times (high tf like 4h +).

to use it:
-> input -> pair -> RANDOMWALKER (BTC, ETH, XRP SPOT) 3H
then go to -> properties -> recalculate -> deactivate after the order is filled
also go to properties -> change commissions (default are commissions for futures markets 0.025, must be increased for the spot market, in backtest 0.075)


Explanation: Futures strategies have the first take profit close to the entry price, without recalculating the strategy after the order has been executed, a mistake would be made if one or more take profits were reached in the same opening candle as the position; in the RANDOMWALKER strategy the entries and exits are exclusively on condition at the end of the candle, so the strategy to work correctly must be calculated at each candle (it is also the reason why the backtest does not suffer from look-ahead bias, the entry/exit condition is present or not present at the close of the candle, it cannot be otherwise).
リリースノート
after the update, the image represents the strategy on the spot market; Here then the functioning of the strategy in the futures markets:
スナップショット
リリースノート
- add custom alert messages for each action (entry, close, SL and so on). Just add the {{strategy.order.alert_message}} string in the alert message box to pop-up your custom message when alert triggered

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