QuantNomad

QuantNomad - SuperTrend - XBTUSD - 1m

Interesting performance for Super Trend strategy for XBTUSD 1m chart.
Params: ST Mult: 2, ST Period 14.
Performance: 144% profit, 1988 trades, only 41% prof, 2.04% dd , 2.51 Sharpe.

On its own, it might be not a very good strategy, but the big amount of trades allows you to add more filters and improve it.

And remember:
Past performance does not guarantee future results.
オープンソーススクリプト

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チャートでこのスクリプトを利用したいですか?
Courses:
PineScript Programming: https://qntly.com/pineprog
TradingView Essen: https://qntly.com/tve

Access to Pro Indic.: https://qntly.com/proind

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コメント

great strat but please include fees as this is completely useless unless you are trading from arthur's desk
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Hi QuantNomad, If we were to convert this strategy to an alert version, how would u set the alerts? Once per bar or once per bar close ?
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QuantNomad pikachuventures
@pikachuventures, Once per bar should work
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fee?:(((
dont work
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QuantCat Emadex1x
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jmoz QuantCat
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thanks for all your work, I'm not a coder but started experimenting with your strategies, makes life much easier! Sorry for a noob question, could you explain what does the "X" mark represent?
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QuantNomad gurlandia
@gurlandia, HI. there are 2 ways to use this indicator.
1. These Xes represent an actual change in trend. When price closes below super trend. But to fire this signal I need to wait for bar close.
2. I'm using in strategy stop orders. It gives a much better entry price, but sometimes you can see false signals when the price just touching the supertrend line.

There is no right or wrong. 2nd shows bit better performance, but it's easier to execute the 1st.

To use 1st version you can change strategy.entry function to use "crossover( close, st_line)" as when param.
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gurlandia QuantNomad
@QuantNomad, so far two profitable trades on demo account. not fomoing in on every signal though, using additional common indicators to make the final entry/exit decision.
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