Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Mô tả
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Pivot reversal strategy almost always works pretty good for crypto. Here is setup with 4 left, 4 right bars for pivot points for XBTUSD 1h chart. It shows a pretty nice performance of 350% with only 10% dd, Sharpe is 1.16. If you're interested in using this strategy in my scripts you can find alerts for it and a version with added backtesting range.
And remember: Past performance does not guarantee future results.
Hi @QuantNomad, thank you for the script. Can you explain what does this part "(le[1] and high > hprice ? false : le[1])" on line 24 mean? Thank you in advance!
aslamusman
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Thanks, quant...it seems there is some repainting, I left the chart open for a while and noticed entries disappeared after refresh
QuantNomad
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@aslamusman, Can you send me screenshots for that?
aslamusman
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@QuantNomad, sure I'll send them over on telegram. Thanks though keep up the great work
JuniorStaffy
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Thank you very much for your script.
Could you please explain in more detail how the indicator works?
- When and why does the entry appear in long / short?
- When should I open a position?
- When should I close it?
- Can you set up alerts to notify us of an entry?
Thank you very much and great job!
QuantNomad
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@JuniorStaffy, hi, published a video about pivot points: youtu.be/aqulu594F_c You can use the following script to understand pivot points a bit better (there is more stuff plotted) and also create alerts.
- When should I open a position?
You can open it on Alert
- When should I close it?
There is no position management in this strategy, you can try to have static PT/SL or trailing SL, something might work pretty good.
JuniorStaffy
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@QuantNomad, Thank you very much for answering!!!! I have been doing a backtest in H1 adding a WMA of 150 periods. The strategy is to open a position when the indicator alerts you to a possible trade in favor of the WMA trend. The scores are very good!!! :)
I have not been able to add any alerts for when the signal of the indicator appears. Is it possible to add alerts?
Thank you so much for everything!!!