Safe and profitable universal strategy for crypto

2020년 11월 18일

The originality of this strategy is that it does not use any kind of moving average. It is based on the method of dividing the chart into parts and analysis of the resulting parts under a number of conditions, such as finding local stagnating volatility, price exceeding a certain level and improved with some filters, like volume filter and risk_factor filter. In other words, it can be characterized as getting the price fractal and working with it.

If this strategy is used for futures (where short positions are available), it becomes even more effective because it uses an extended algorithm for short positions. It is divided into two parts. The first one is for very abrupt price changes and is focused on quick profit taking, and the second one is designed by analogy for long positions and uses the same methods, but in a wider price deviation range. Also in the strategy there are mechanisms of trailing stop and partial profit fixation.Almost all starting parameters can be set manually, but presets for popular trading pairs and timeframes are also available.


Built-in presets:
"ETHUSDT 1h", "BTCUSDTPERP 1h", "BTCUSDTPERP 5m", "BTCUSDT 1h", "OANDA:SPX500USD 1h"


"ETHUSDTPERP 1h" - This algorithm works best on this trading pair, as there is quite high liquidity, huge volatility and it is possible to use short positions here.




"BTCUSDTPERP 5m" - It's best for traders who want to get maximum profit in a short period of time. I tested this preset on a local machine with an extended history until September 2019 and it showed good results. But it is the most risky preset of all provided.



"BTCUSDT 1h", "ETHUSDT 1h" - These presets for the spot market.




"OANDA:SPX500USD 1h" - Yes, it works well on Forex too.




Manual settings description:

"length" and "height" - The most important parameters. You can set the width and deviation of the price fractal. For large timeframes, "length" values from 4 to 12 work well, and for example, values from 50 and above already work for "5m" timeframe. General rule, the smaller the timeframe, the greater the value to be set to achieve better results.
The value of "height" is also highly dependent on the volatility and liquidity of the trading pair. For example, for Bitcoin, the best value is "1", but for Ethereum it is "3". Also, if you want to play with a large number of altcoins, this value can reach 16.

"sensitivity" - most important parameter. As a rule, if "lenght" and "height" have been successfully selected, the quality of trades increases when the value of this parameter is increased, but their number decreases.

"risk factor" - decreasing this parameter usually allows avoiding too risky trades

"timeout" - maximum number of candlesticks in position



Notice!
1)The algorithm may not be in a trade for some time if it considers that the market does not meet certain conditions at the moment. This usually occurs in times of market uncertainty. In most cases, it helps to avoid unnecessary and unprofitable transactions.
2)You cannot use presets and parameter editing simultaneously. Switching is achieved by turning on the "manual settings" parameter. The initial parameters are quite well suited for most trading pairs in the hourly timeframe.
3)I am trying to create the safest trading strategy possible, but you should be aware that trading in the market involves risks and should reasonably set the size of positions, carefully use margin trading and observe other risks associated with trading.



- No repaint
This algo dont use any "moving average". This gives that, the algorithm has a very low dependence on the previous history and provides accurate results.

- Classical candles used for backtest
Eliminates the possibility of cheating in order to show inflated results

- Safety:
Loss reduction system is able to adjust the stop line during the transaction and if something goes wrong, algorithm will close the losing trade as soon as possible and save your deposit.

- "Extra Short algorhitm"
This algorithm allows you to earn when the market becomes stable "bearish"



For main backtest each transaction uses only 10% of capital
0.1 % exchange comission included
and 5 ticks slippage


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