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RSPS - ALTS Tournament
RSPS Tournament System Overview
The RSPS Tournament System is an advanced trading indicator designed to evaluate and rank a selection of 15 assets of your choosing, based on a series of meticulously defined criteria. This system integrates a comprehensive set of indicators and scoring mechanisms to identify the most promising assets for investment.
Indicators and Conditions:
- Beta & Alpha Ranking: Assets are ranked based on their Beta and Alpha values from 1 to 15.
- Dominance: This is assessed using the Z-score of the Rate of Change (ROC), with a specific -
condition set for values between -0.1 and 0.1.
- For Token, BTC, ETH & ETHUP Ratios: Three key indicators are applied:
- Z-score of Token: Evaluated with conditions set for values above and below 0.
- Correlation of BTC and ETH Average: Included as an indicator.
- HMA of Sharpe Ratio: Assessed with conditions for values above and below 0.
- HMA of Omega Z-score: Evaluated with conditions for values above and below 0.
Scoring System:
- Beta & Alpha: Assets ranked 1-6 receive a score of 1, while the rest are scored 0.
- Token and Ratios Indicators: The average of all indicators for each asset is calculated,
scoring 1 if the average is greater than 0.3.
- Correlation of BTC & ETH: Averages of both correlations are calculated, with a score of 1
awarded if the average is greater than 0.7.
- (Sharpe & Omega Ratio) | Dominance | Z-score: A score of 1 indicates a long position.
*Final Scoring & Weighting:
*
The RSPS Tournament System is an advanced trading indicator designed to evaluate and rank a selection of 15 assets of your choosing, based on a series of meticulously defined criteria. This system integrates a comprehensive set of indicators and scoring mechanisms to identify the most promising assets for investment.
Indicators and Conditions:
- Beta & Alpha Ranking: Assets are ranked based on their Beta and Alpha values from 1 to 15.
- Dominance: This is assessed using the Z-score of the Rate of Change (ROC), with a specific -
condition set for values between -0.1 and 0.1.
- For Token, BTC, ETH & ETHUP Ratios: Three key indicators are applied:
- RSI – EMA: A condition where the RSI is greater than both the RSI EMA and 50.
- Kijun Sen Base: Included as a core indicator.
- ROC of RSI: With a condition that ROC must be greater than 0.
- Z-score of Token: Evaluated with conditions set for values above and below 0.
- Correlation of BTC and ETH Average: Included as an indicator.
- HMA of Sharpe Ratio: Assessed with conditions for values above and below 0.
- HMA of Omega Z-score: Evaluated with conditions for values above and below 0.
Scoring System:
- Beta & Alpha: Assets ranked 1-6 receive a score of 1, while the rest are scored 0.
- Token and Ratios Indicators: The average of all indicators for each asset is calculated,
scoring 1 if the average is greater than 0.3.
- Correlation of BTC & ETH: Averages of both correlations are calculated, with a score of 1
awarded if the average is greater than 0.7.
- (Sharpe & Omega Ratio) | Dominance | Z-score: A score of 1 indicates a long position.
*Final Scoring & Weighting:
*
- Assets achieving a score of 8 or more are considered to have passed the tournament, with their weightings equally allocated.
Important Notice:- The system's indicators have been optimized specifically on SOL, chosen for parameters that offer minimal drawdown across most assets.
- All indicators have undergone backtesting with a focus on LONG ONLY strategies.
- The system's indicators have been optimized specifically on SOL, chosen for parameters that offer minimal drawdown across most assets.
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オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。