[Joy] Aladdin Long Trading Strategy 1.0.0 Alpha

2021년 8월 2일

Aladdin's Long trading strategy is to test out Aladdin for long trades only

This strategy is mainly used to test whether Aladdin is suitable for a coin/stocks/futures or for any trading. The profitability, average drawdown, average profits, etc are used by me to decide whether to use it for trading.

What is Aladdin and what does it do?

Using the volume and gradual flow of non-interrupted data (wicks and body of the candles), it tries to detect the macro condition of the market so that one may know in which direction the market is flowing.

* Bearish / Sell sign: On the candle's close, I open a short position
* Bullish sign: On the candle's close, I open a long position
* I take at least 50% profit when the indicator indicates to do so. One can configure that value as desired from the configuration depending on one's risk/money management. I might even convert some portion of the position into stable coins.

FAQ
Q: Does it use some EMA /MA/etc.? Does it use any indicator with tweaked settings?
Answer: No.

Q: What does it mostly depend on?
Answer: Volume and gradual flow of non-interrupted data. The logic depends purely on volume , price bars and the wicks.

Q: Does it work with all coins, stocks, futures, instruments?
Answer: I prefer to use the exchange with the best possible data. Then backtest out to find the best possible timeframe, stop loss and target all derived from this script data.

Q: Can you make it free or make it open source?
Answer: There is no free lunch in this world. I will never reveal or share the source code!

Q: Do you provide ongoing support for the indicator?
Answer: Yes, as long as I can, I will continue updating the indicator

Q: Are the bullish /buy & the bearish/sell markers automatic?
Answer: I have no control over the markers. It is driven purely by logic from the script.

Q: Is this financial advice?
Answer: This is not financial advice. I do not guarantee any profit or loss. I am not responsible for any of your losses or profits. My indicators do not assure profit or loss. It also does not auto-open or auto-close a trade.


Assumptions:

• Only long trades are opened and closed. No short trades.
  
• Starting Capital: $20,000
  
• Order Size: 20% of Capital
  
• Data used: Whatever data is available from 2011 till today on Trading view
  

Findings:

• INDEX: BTCUSD 83% profitability using 2day tf
  
• 54 closed trades
  
• Profit factor: 16
  
• Sortino Ratio: 5.2
  
• Average Winning Trade: 30%
  
• Average Losing Trade: 9.12%
  
• Largest Winning Trade: 1218%
  
• Largest Losing Trade: 20.25%
  

Below are the profitability rate for the timeframe and the coins listed as found by running the trading strategy over the following as of today (Aug 1st 2021 12:40 pm Sydney Time).
⚜️ INDEX:BTCUSD 83% using 2day tf
⚜️INDEX:ETHUSD 80% using 1day tf
⚜️FTTUSD 81% using 2day tf
⚜️SRMUSD 71% using 1day tf
⚜️ADAUSDT 81% using 2day tf
⚜️ALGOUSD > 90% using 2day tf
⚜️ALTPERP 81% using 2day tf
⚜️AVAXUSDT 75% using 1day tf
⚜️BANDUSD > 90% using 2day tf
⚜️BCHUSD 82% using 2day tf
⚜️BNBUSD 79% using 1day tf
⚜️BNBUSD 85% using 2day tf
⚜️CHZUSD 71% using 1day tf
⚜️COMPUSD 81% using 1day tf
⚜️DOGEUSD 77% using 1day tf
⚜️EXCHPERP 83% using 1day tf
⚜️FILUSD > 90% using 1day tf
⚜️FTMUSD 70% using 2day tf
⚜️HTUSDT 75% using 2day tf
⚜️KINUSD >90% using 2day tf
⚜️LINKPERP 85% using 2day tf
⚜️LTCUSD 80% using 2day tf
⚜️MATICUSD 77% using 2day tf
⚜️NEOUSD 80% using 1day tf
⚜️NEXOUSD > 90% using 1day tf
⚜️OKBUSD 71% using 1day tf
⚜️OMGUSD 75% using 1day tf
⚜️RSRUSD 87% using 1day tf
⚜️RUNEUSD > 90% using 1day tf
⚜️SHITPERP > 90% using 1day tf
⚜️SOLUSD 84% using 1day tf
⚜️SUSHIUSD 71% using 1day tf
⚜️THETAUSD > 90% using 2day tf
⚜️UNIPERP 83% using 1day tf
⚜️VERTPERP > 90% using 1day tf
⚜️XAUUSD 63% using 2day tf
⚜️XTZUSD 83% using 2day tf
⚜️ZECUSD 72% using 2day tf


Disclaimer:
No one knows what will happen in the future. DYOR and decide on your own conditions. Do realize that neither I nor my indicator can guarantee any profit or loss. And there is no assurance that any trade will ever result in any profit. It is not financial advice.