REAL STRATEGY : Dow_Factor_MFI/RSI_DVOG_Strategy

2019년 10월 8일

I'm actually one of those who think it's more important to extract clues from indicators than strategy, but I wanted to test the data about the probability and dow factor I've shared for a long time.
Usually, Bitcoin is used as an eye stain for strategy success, since the graph has increased significantly from the beginning.
To prevent this, I used a commission and in the last lines of document I shared Bitmex's Bitcoin and Ethereum 1W test results.
I don't think there's a factor to repaint. ( Warn me if u see or observe )
I considered Bitcoin because I found working with liquid parities much more realistic.
Ethereum and Bitmex have been featured as a spot and may soon find a place at the CME , so I've evaluated the Ethereum .
But since the Ethereum Bitmex was also spot new, I deleted results that were less than 10 closed trades.
Since the Dow Theory also looks at the harmony in the indices, just try it in the Cryptocurrency market.
Use as indicator in other markets. Support with channels, trend lines with big periods and other supportive indicators.
And my personal suggestion : Use this script and indicator TF : 4H and above.

Specifications :
Commission. ( % 0.125 )
Switchable Methods ( Relative Strength Index / Money Flow Index )
Alarms. (Buy / Sell )
Position closure when horizontal market rates weighs.
Progressive gradual buy/sell alarms.
Clean code layout that will not cause repaint. (Caution : source = close )
Switchable barcolor option (I / 0 )


*****Test results :*****
drive.google.com/file/d/1XsR1LjhNHwgIBOP3tsRUsW9IBuBnivT-/view

Summary:
It was a realistic test.
It has achieved great success in some markets, but as I mentioned earlier, use it only to gain insight into the price movements of cryptos.
Use as indicator in other markets.

This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository : github.com/user-Noldo

Stay tuned ! Noldo.

2019년 10월 12일

릴리즈 노트

Update : Dow Factor MFI/RSI Strategy v2.0
The index factor in the Dow theory was taken into account .
It now takes into account the effect of volume and index - independent variable, the price(source-close) - dependent variable.
Before starting the analysis, select the relevant market from the menu, the system will set the appropriate index itself.
Factor loads were adjusted.Design changed.

Now it's much more realistic.
Results are given for Brent oil, as it contains more price data.
Suitable for all instruments.
Can be used to get ideas in analysis.