Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Mô tả
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Super Trend is based on volatility and attempts to show the overall greater trend of a market. Thanks to everget for the idea of improving the Super Trend code. Thanks to kiasaki for ROC code.
The idea here is to enter a trade upon trend reversal (unless we have a white background - this indicates choppy/sideways market).
INSTRUCTIONS Follow the background color for signals of a trend reversal.
Bright green = long
Bright red = short
White = no trade
We use a fixed stop loss here of 6% but I have included the option to apply an ATR based stop loss in Settings. No take profit. No re-entering until we get an opposing signal.
I use a Rate of Change function to detect when we should stay out due to choppy sideways price action.
This strategy was optimised for XBT/USD on Bitmex 1 day chart, ideal settings for other pairs will differ.
Phát hà nh các Ghi chú
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Added a switch for Longs and Shorts in settings. If you want only longs, turn off shorts. Vice versa.
strategy fire. WOW. Thank you. I want to note that there are almost no redraws. I tested BTC / USDT Bitfinex 2014-2019, change the recommendation of RoC% Change to 2. I will test and put it on a monthly basis. I can not help but notice + that the strategy gives more than the natural growth of bitcoin !!!!!!! And the ratio - profit - drawdown is very good. Of the minuses, the fact that the 2014 drawdown at a loss still leaves. 24% percent, against natural 80% on the 14-year-old charts. At the moment, I can say that this is one of the best strategies I tested for a trade view, and it is amazingly stable. It would be interesting to test it with turning off the short and stop of the Los. Thanks to the author for the work!
bennef
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@kirillkiselev82, Thank you for your kind words. If you want to try it with no stop loss, just set the fixed stop loss to 100% I would be interested to know how exactly it redraws since I would like to eliminate this entirely if possible.
bennef
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@kirillkiselev82, I added a setting for you to try.
Do I need to use black background? Seems the signal doesn't appear
KirillNET
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cloud.mail.ru/public/4DSq/4frXh6hNN - Exel analysis
Just finished the analysis. Thanks to the author for adding short and long. In fact, we have 2 strategies, 1st goes short, 2nd goes long. I tested 1 + 2 and selected (previously adequate values ​​for both) from 2014-2019, you can see a comparison with 2 strategies with the natural Bitcoin index and the previous V1 strategy. It turned out Great. If it will be possible for the author bennef to give the opportunity to manually (separately) set parameters for long and short, and not in the same strategy as now. Thank you very much colleague.
Here are the parameters with which I tested:
Short - /Super Trend - Atr Period 3,ART Multiplier 1.3/Rate of Change -Длинна ROC 76,ATR Multiplier 1.3,/Stop Loss- Stop Lose Type: ATR,ATR Stop Period 20,Atr Stop Multiplier 1.5
Long - /Super Trend - Atr Period 2,ART Multiplier 1.5/Rate of Change -Длинна ROC 30,ATR Multiplier 1.5,/Stop Loss- Stop Lose Type: Fixed,Fixed Stop Loss % 6.
KirillNET
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@kirillkiselev82,
This is the data of the emulator and not the recalculation of trade view. Commission 0.1
Gornidah
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@bennef Thank you for this Strategy, like @kirillkiselev82 asked, it's possible to turn of short's and use only longs?
Gornidah
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@bennef , I've commented the short entries in code, but this way, strategy never gets profitable :(
bennef
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@Gornidah, I added a setting since you both asked. Enjoy.