Companion::Divergent

2020년 12월 4일

Companion::Divergent is a combined indicators strategy optimized for Bitcoin Markets and tested on Bitfinex.


Mainly, it is an Ichimoku based strategy.


Used indicators:

- Ichimoku (displayed on chart): trendline analysis;
- Double Hull MA (displayed on chart): trendline analysis;
- MACD (not displayed): confirmative/momentum detection;
- CCI (not displayed): confirmative/momentum detection;

- ATR: used toghether with Ichimoku to determine Stop Loss/Take Profit levels;

- VWMA: For implementing trailing stop orders based on volumes.


What the script does:

- determines trendlines combining mulitple indicators;
- automaticlally calculates Take profit and Stop Loss levels;
- permits automation generating Autoview signals;
- supports for margin trading. Spot trading will be added in the future.


It can be used on 1D or 1H timeframes but it can be adapted for other time frames tweaking the parameters. I used it a lot on Bitfinex on 1H timeframes. Please check parameters: if you will use the strategy on D or higher timeframes, the "Legacy Chikou analysis" option should be checked.


BACKTESTING

Backtest is not leveraged. Defaults are set as follow:

Capital: 10000
Percent of equity used for trades: 10%
Commission: 0.18% this is Bitfinex commission on orders


Change them accordingly on how you trade to get a more realistic backtest results.

2021년 1월 6일

릴리즈 노트

- Improved Chikou (Lagging Span) analysis;
- Added new date/time input fields for backtest period selection;
- Changed some parameter defaults;

2021년 2월 4일

릴리즈 노트

Changes:

- Added parameter to limit calculated stop loss value;
- Added parameter to hide the Autoview commands on chart. Please note that {{strategy.order.alert_message}} should be used within your alert to get the Autoview command value when "Enable Autoview Signals" is checked;
- Changed some parameter defaults;
- Cosmetic changes.

2021년 2월 16일

릴리즈 노트

Changes:

- Cosmetic fix: candles with a position opened on them are showed with more precision

2021년 3월 8일

릴리즈 노트

Changes:

- Added parameter to set percentage of Equity to trade

2021년 3월 9일

릴리즈 노트

Changes:

- Autoview support for BTC 10x leverage on Bitfinex
- Cosmetic changes

2021년 3월 15일

릴리즈 노트

Changes:

- Added Heartbeat and Status Info option;
- Now Autoview commands and messages are managed using new reliable and transparent Pine Script alert() function.

FYI: please note that every time you update a strategy or change strategy parameters you will need to create a new Alert and delete the old one, otherwise the old Alert will continue to work with the old setup.

2021년 5월 26일

릴리즈 노트

Changes:

- strategy improvements;
- cosmetic changes.