Chanu Delta Strategy

15 thg 8, 2021

This strategy is built on the Chanu Delta Indicator, which indicates the strength of the Bitcoin market. When the Chanu Delta Indicator hits “Delta_bull” and “Delta_bear” and closes the candle, long and short signals are triggered respectively. The example shown on the screen is a default setting optimized for a 4-hour candlestick strategy based on the Bybit BTCUSDT futures market. For the 15-minute candle, "Delta_bull=32", "Delta_bear=-31", "Source=hlc3" are best. You can use it by adjusting the setting value and modifying it to suit you.

[Note] If you use this strategy in conjunction with the Chanu Delta Indicator, it is convenient to anticipate alert signals in advance. Since the Chanu Delta Indicator represents the price difference based on the Bybit BTCUSDT futures market, backtesting is possible from March 2020.

28 thg 8, 2021

Phát hành các Ghi chú

Compared to the previous version, Stop Loss and Take Profit functions were added, and the input type of Delta Bull and Delta Bear was changed to float to enable finer backtesting to maximize the profit. In addition, the background color is added to improve readability and visibility.
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이전 버전 대비 Stop Loss와 Take Profit 기능을 추가했고, Delta Bull과 Delta Bear의 input type을 float으로 변경하여 좀 더 미세하게 백테스팅이 가능하여 수익률을 극대화하였습니다. 또한, 배경 색을 표시하여 가독성 및 시각성을 향상시켰습니다.

29 thg 8, 2021

Phát hành các Ghi chú

Minor revision
- color.new() function is applied for deprecated 'transp'.
- Changed background color and column color for better visibility.

5 thg 9, 2021

Phát hành các Ghi chú

Minor revision
- change the style of delta plot : plotcandle() and plot.style.line

5 thg 9, 2021

Phát hành các Ghi chú

- SL/TP input float % is available for maximizing profits.
- Default value is changed.

11 thg 9, 2021

Phát hành các Ghi chú

Optimization
- Changed from candle plot to column plot of the previous version
- Changed default values based on hlc3

▶ Recommended setting based on ohlc4
- Delta bull: 18.7
- Delta bear: -17.9
- Source: ohlc4
- Resolution: same as chart (4hr)
- Stop Loss (%): 22
- Take Profit (%): 21.5

▶ Recommended setting based on hlc3
- Delta bull: 14.9
- Delta bear: -17.2
- Source: hlc3
- Resolution: same as chart (4hr)
- Stop Loss (%): 16.3
- Take Profit (%): 11.9

▶ Recommended setting based on close
- Delta bull: 18.7
- Delta bear: -17.9
- Source: close
- Resolution: 45min
- Stop Loss (%): 17.2
- Take Profit (%): 24.7

21 thg 9, 2021

Phát hành các Ghi chú

* Improvement of the SL/TP Function
- Improved SL/TP function based on the actual entry price of the position.
- Application of SL/TP function can be turned on/off.
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* Recommended settings at new version
1. based on ohlc4
- Delta bull: 18.7
- Delta bear: -17.9
- Source: ohlc4
- Resolution: same as chart (4hr)
- Take Profit (%): 27.1
2. based on hlc3
- Delta bull: 14.9
- Delta bear: -17.2
- Source: hlc3
- Resolution: same as chart (4hr)
- Take Profit (%): 15.6