Buy and Sell Signals (With Stops and TP) - No Repaint

15 thg 1, 2021

This strategy is primarily based on the MACD-indicator, but signals are filtered with the 200 ema.
This indicator gives you for every trade a stopp loss and take profit line.
As with every other strategy risk management is key. The trades taken have all 1.5:1 risk ratios, so when you lose one trade and win one you are still in profit.
This will only work if you calculate your position size accordingly when actually trading!

Without leverage:
position_size = (portfolio * loss_per_trade) / (stop_loss_in_percent )

Leverage:
position_size = (portfolio * loss_per_trade) / (stop_loss_in_percent * leverage)

For example:
portfolio = 100000
loss_per_trade = 0.01 | I only want to lose 1% per trade
stop_loss_in_percent = 0.04 | The stoploss is 4% away from our entry

(100000 * 0.01) / 0.04 = 2500 => if this trade hits my stop, I will only lose 1 % of my portfolio.

This strategy works well with:
BTCUSD 30m
BANDUSDTPERP 5m
EUR DOLLAR 15m

Of course it can be applied to anything, but you should firstly validate the strategy via backtest for the according trading pair and timeframe as it can perform differenlty in various timeframes.

This script does not repaint.

If you are interested in this strategy dm me.

Good luck on your trades!

31 thg 7, 2021

Phát hành các Ghi chú

Added an additional risk management strategy to the options to backtest the strategy itself with. The option "Increase Risk with loss streak" increases the risk taken by one percent with every lost trade.

Also on another note: This strategy works best in 30m charts. Even though sometimes the backtesting results give good performance in shorter timeframes, I dont consider these timeframes "consistent" enough to use this strategy on.

31 thg 7, 2021

Phát hành các Ghi chú

Minor code cleanup + updating the backtesting performance chart with more data.