Proprietary High Timeframe Algo - GB | Strategy

Strategy version of the Study script of the same indicator. Find the Study script here -

Backtesting Parameters:

• Initial Capital = 100k USD
  
• Percentage of Equity Used per Trade = 100%
  
• Pyramiding Orders = 0
  
• Fees = 0.075% (Bitmex Taker Fee)
  
• Slippage = $10 per Order (The algorithm is profitable even with $1050 slippage maximum)
  

リリースノート:

Fixed an issue when selecting backtesting period.

リリースノート:

Improved the performance of the algorithm.

Backtesting Parameters:

• Initial Capital = 100k USD
  
• Percentage of Equity Used per Trade = 100%
  
• Pyramiding Orders = 0
  
• Fees = 0.075% (Bitmex Taker Fee)
  
• Slippage = 25 Ticks per Order (The updated algorithm can handle 824 ticks of slippage before achieving a 10:1 Net Profit to Max Drawdown Ratio.)
  

The script is written in PineScript V.3, makes no use of the security() function and does not use the Trailing Stop-Loss function from TradingView. No repainting issue whatsoever.

リリースノート:

Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD.

リリースノート:

Version 1.05

- Pushed the latest strategy setup to reflect the changes on the study() script.