설명 ⋅ 2021년 4월 26일 오후 10시 21분 The strategy relies on technical and statistical trend analysis to trade ETH perp contracts and beat buy & hold. The strategy achieves up to 10x returns vs. Buy & Hold, depending on the year, assuming 0.05% fees. The strategy deploys several proprietary indicators and statistical analysis to enter long and short positions. The strategy is designed to pick on small trend moves and quickly exit upon invalidation, sticking to larger moves that produce outsized returns. Message me for access. This is a work in progress and additional versions will be published.
릴리즈 노트 ⋅ 2021년 4월 27일 오전 6시 17분 Updated sample execution parameters to: pyramiding=0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, calc_on_every_tick=false, commission_value=0.05, slippage=0 Start date: 2018/1/1 End date: 2021/5/15 Happy trading!
릴리즈 노트 ⋅ 2021년 4월 28일 오후 5시 55분 Introduced volatility filters to prevent unnecessary entries/exits, slightly reducing overall profit, but increasing profit factor by 0.6.
릴리즈 노트 ⋅ 2021년 5월 4일 오전 5시 41분 Added bottom/top/bearish/bullish pattern recognition applicable to ETH. Updated results to show last 12 months for reference.
릴리즈 노트 ⋅ 2021년 5월 12일 오전 6시 40분 Added logic to avoid entries in ranging chop zones.
릴리즈 노트 ⋅ 2021년 6월 11일 오후 7시 4분 Calibrated parameters for less aggressive profit taking in bear market.
릴리즈 노트 ⋅ 2021년 6월 12일 오후 11시 35분 Further optimized bear market trading conditions by calibrating historical profits / loss factors, achieving additional ~5000% gain since late 2017.
릴리즈 노트 ⋅ 2021년 6월 13일 오전 5시 23분 Improved logic for short entries to be more defensive, achieving an extra 1000% profits in backtests since 2019.
릴리즈 노트 ⋅ 2021년 7월 2일 오전 10시 21분 Major update: Added trailing stop to all positions in bull/bear markets, achieving roughly 2x returns over a backtested 2 year period.
릴리즈 노트 ⋅ 2021년 7월 2일 오후 5시 11분 Reverted last change due to unreliable results calculated by TradingView on the use of Trailing Stops during backtests.
릴리즈 노트 ⋅ 2021년 7월 2일 오후 11시 48분 Introduced logic to try and prevent shorting at support and longing at resistance, in particular during bear markets.
릴리즈 노트 ⋅ 2021년 7월 3일 오후 8시 25분 Updated test parameters. Final update for a while for this version of the script.
릴리즈 노트 ⋅ 2021년 7월 12일 오후 10시 45분 Optimized operations in bear markets to be less aggressive, improving overall profit factor by 1.
릴리즈 노트 ⋅ 2021년 7월 13일 오전 4시 42분 Final calibration of parameters for bear markets
릴리즈 노트 ⋅ 2021년 7월 25일 오전 7시 50분 Reworked bear market mode, increasing profits by roughly a factor of 2x.
릴리즈 노트 ⋅ 2021년 7월 25일 오후 11시 31분 Added volume-based volatility breakout filters. No other change to logic. Overall improvement to profits by a factor of 1.5x.