Boftei's Strategy

2023년 4월 15일

I wrote this strategy about a year ago, but decided to publish it just now. I have not been able to implement this strategy in the market. If you can, then I will be happy for you.

This strategy is based on my "Botvenko Script". (It finds the difference between the logarithms of closing prices from different days.) (Check this script in my profile)

Then the strategy makes trades when the "Botvenko Script" indicator crosses the levels set earlier and manually selected for each currency pair/shares: long/short opening/closing levels, long/short re-entry levels. (They are drawn with horizontal dotted lines.) The names of these lines are: buy/sell level, long/short retry - too low/high, long close up/down, dead - close the short. Manual selection of each of the parameters provides a qualitative entry of the strategy into the deal. However, without restraining mechanisms, the strategy enters into rather controversial deals. In order to avoid going long/short during bear/bull markets, which is unacceptable, I added a fan of EMA lines.

The fan consists of several EMA lines, which are set according to Fibonacci numbers (21, 55, 89, 144). If the lines in the fan are arranged in ascending order (ema_21>ema_55 and ema_55>ema_89 and ema_89>ema_144), then this indicates a bull market, during which I banned shorting. And vice versa: during the bear market (ema_21<ema_55 and ema_55<ema_89 and ema_89<ema_144) I banned long trading. If these two inequalities are not met, then this indicates that the market is flat, and during it it is allowed to enter any transactions, because a flat is a good moment to catch massive movements in the future by entering a transaction. (This is all visualized using semi-transparent thick lines of green, yellow and red colors.)

By default, all parameters are adjusted for the btc/usd (bitstamp) pair. Best of all, the strategy shows itself if 1 candle = 1 day.

At the time of writing, on the pair btcusd (bitstamp) (1d) with pyramiding = 1, the strategy shows a profit of 64728896%. If pyramiding is increased by 1, then the profit will be greater, but I still prefer pyramiding = 1.

There is a possibility that my strategy is doing complete nonsense. I don't vouch for her.

If you select parameters for other pairs of currencies/stocks, then you should not change anything in the fan of lines.

That's all, probably.

2023년 4월 15일

릴리즈 노트

Changed the default values of some parameters to better ones.

2023년 4월 17일

릴리즈 노트

I added another EMA line to determine the direction of the market, corrected some inaccuracies in the code.