Introducing “Trend King”. The alpha generating strategy built f

3 thg 11, 2019

Trend King

“Trend King” combines 4 proprietary indicators. It buys and sells based on:

• Short-term momentum
  
• Long-term momentum
  
• Volume compression
  
• Volatility breakouts
  

The strategy was built on 2 years of BitMEX data (XBTUSD) and backtested on 9 years of Bitcoin data (BLX). Finally, the strategy was validated on multiple large market cap cryptocurrencies, including Ethereum (ETHUSD), without parameter adjustment.

Strategy backtesting checks include:

• Used 0.12% fees. 60% more than the actual BitMex/Binance fees of 0.075%.
  
• No Heikin-Ashi Candles (to avoid fake results)
  
• No Stop-losses (to avoid fake order execution)
  
• Market Orders Only (to avoid fake order execution)
  

The results speak for them self.
See the positive excess return from the “Trend King” strategy returns versus a simple Bitcoin “Buy-and-Hold” strategy. Best functionality on the Daily and 4HR timeframes.

**For Access: Contact me on TradingView or Twitter.

3 thg 11, 2019

Ghi chú

Below Strategy results are using 4HR timeframe on BitMEX XBTUSD data (2.5 years).

Strategy "Percent Profitable" increases to over 50% using daily data.

5 thg 11, 2019

Ghi chú

Note the below strategy started with a $10,000 initial capital.

You can't even see the Bitcoin buy-and-hold line because it is so low relative to this strategy's performance.