Hophop Volatility Strategy

2019년 11월 12일

Trading strategy based on Volatility of the instrument

Initial version is 40.65 % profitable for XBTUSD between 01/01/2018 and 12/10/2019 with a profit factor of 1.8 and with the drawback of %20 max drawdown overall profit for the same period is 1200%

Next version will reduce the max drawdown

Initial analysis has been done by @cryptowarren / @xryptowarren

2019년 12월 21일

릴리즈 노트

• Upgraded to V4
  
• Added optional momentum filter
  

2020년 3월 9일

릴리즈 노트

• Bugfix
  

2020년 5월 10일

릴리즈 노트

• Reduced the max drawdown without reducing the number of trades
  
• 100+ data points between 1/1/2019 and 10/05/2020 on 1h xbtusd pair
  

PM us to obtain access to the strategy.