Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
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Modified RSI strategy with entry and exit points. I have allowed for High and Low risk for anyone interested in using it (NO GUARANTEES. DO YOUR OWN RESEARCH). I will later consider incorporating the standard RSI for exit points. I am sure returns will increase based on current test runs :) Returns look good based on the strategy result.
AH... looked good wasn't able to reproduce...
Until I noticed it's on HA candles... Oh boy, creating scripts on HA gives polluted results...
Once you have it working on normal candles, post again.
aaahopper
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hi @alexgrover,
Thank you for your great help and I will re-run with the amended script.
I appreciate all your scripts as they are very functional and easy to use.
alexgrover
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Hi @aaahopper , strategies backtested using heikin-ashi/renko/kagi price return biased results, always backtest using candlestick/bar line charts using close price or define the true close price in your strategy code with :
t = tickerid(syminfo.prefix, ticker)
data = security(t, period, close)
The code look good and i appreciate that you are using the edge-preserving filter. Thanks for your contribution :)
Until I noticed it's on HA candles... Oh boy, creating scripts on HA gives polluted results...
Once you have it working on normal candles, post again.