BTC 3.0 1D Brick1232

17 thg 12, 2023

Code consist of Qstick, DIP/DIM, ADX and RWI

The main indicators who are doing most of the work are Qstick and DIM/DIP.
For Qstick I created ranges and adapted it to BTC chart. If the Qstick crosses a defined range then it fires.
DIP/DIM fires if they cross each other.
After Qstick and DIP/DIM were created they were married to create a better signal with a AND-Function. But both were very unstable so i had to make them more robust with ADX for longs and additional marriage of DIM/DIP with RWI for shorts.
I noticed that Qstick performed very good in the big bull run so i created a mean-reversion add on to catch better entries and exits with defined ranges. If Qstick will alpha decay in the future then the mean reversion add on would be completely useless.

27 thg 1, 2024

Phát hành các Ghi chú

Code consist of
-Qstick,
-DIP/DIM
-ADX
-RWI

The main indicators who are doing most of the work are Qstick and DIM/DIP.
For Qstick I created ranges and adapted it to BTC chart. If the Qstick crosses a defined range then it fires.
DIP/DIM fires if they cross each other.
After Qstick and DIP/DIM were created they were married to create a better signal with a AND-Function. But both were very unstable so i had to make them more robust with ADX for longs and additional marriage of DIM/DIP with RWI for shorts.
I noticed that Qstick performed very good in the big bull run so i created a mean-reversion add on to catch better entries and exits with defined ranges. If Qstick will alpha decay in the future then the mean reversion add on would be completely useless.