Squeeze Momentum Strategy Signals [Bitduke]

2020년 4월 21일

Description:

Signals based on transformed Momentum Indicator (leading indicator measuring a security's rate-of-change) with risk management system and ability and custom backtesting.

Usage:

Strategy flips long / short depending of indicator signals. There can be multiple signals of the same type, for example, 2 longs in a row, only the first of them must be taken into account.

Features:

• Possible to change source: ohlc4, hl2 , hlc3, close
  
• Enter your stop loss and take profit in %, NOT ticks
  
• Working and robust even without take profit / stop loss
  
• Yearly drawdown lower than 20%
  

Backtesting:

Backtested on BTCPERP ( FTX ).

It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.


Strategy doesn't repaint.

2020년 5월 21일

릴리즈 노트

Preventing duplicate signals. Now you will get a signal just once.