inwCoin BB+Stoch Strategy

17 thg 11, 2018

Strategy using BB and Stoch for entry, trailing for exit.
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IDEA
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* If price move to reach upper BB and pull back and cross down middle line, and stoch is on OB zone, it will enter short.
* If price move to reach lower BB and pull back and cross up middle line, and stoch is on OS zone, it will enter long.
* Stoch help filter out the bad entry from BB logic, helping with high win trade %
* I smooth out stoch by using 30 length and found out it give better profit%

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Test Data Detail
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Exchange : OKEX
Coin : BTCUSD3M
Timeframe : 1H
Date range : 2018/1/1 - 2019/1
For : Trailing with bot ( If you have one :P )

Config
Trade % = 20 ( You can increase trade size of your total port but it will get you into more risky trade. ( but yes, more profit ) ... u can increase trade size if you have enough profit
Trailing Start = 20 ( If you can write bot, it will start trailing when the profit % reach this value )
Trailing Stop = 5 (If you can write bot, it will take profit if the profit drop below this value from trailing start.)
Take Profit = 100 (It will set fixed TP for whipsaw case ( rarely reach this target ) )
Stop % = 50 ( so this trade is RR = 2 nice! )
Leverage = 20 ( so we can withstand the price fluctuation and not get liquidated, if you trade spot, please choose 1 also, please adjust TP and stop accordingly eg. leverage 1 / TP = 20 / SL = 10 )
Trade Direction = Both ( for margin market, if you want to trade spot like Binance you can choose long only )

Stoch Oversold Zone = 30 ( if stoch stay below or equal this value, it is oversold )
Stoch Overbought Zone = 50 ( if stoch stay above or equal this value, it is overbought )
Stoch Length = 30 ( the more length, the more smooth out of Stoch )
SmoothK1 = 1 ( the smoothness of K )

17 thg 11, 2018

Phát hành các Ghi chú

v.1.1 : 17/11/2018 : Change calculation from close to open

20 thg 11, 2018

Phát hành các Ghi chú

v.1.2
- Update long/short entry logic from cross to crossover/under to make sure that price come from the right direction ( not any )

20 thg 11, 2018

Phát hành các Ghi chú

v.1.2.1 : 20/11/2018
- Adjust long/short entry logic ( using crossover/under instead of just cross). and change back to "close" because can't use open, wrong logic
- change middle line of BB from sma to ema / change stdev cal to close ( from open )