Описание ⋅ 26 апр 2021 г., 22:21 The strategy relies on technical and statistical trend analysis to trade ETH perp contracts and beat buy & hold. The strategy achieves up to 10x returns vs. Buy & Hold, depending on the year, assuming 0.05% fees. The strategy deploys several proprietary indicators and statistical analysis to enter long and short positions. The strategy is designed to pick on small trend moves and quickly exit upon invalidation, sticking to larger moves that produce outsized returns.
Информация о релизе ⋅ 27 апр 2021 г., 06:17 Updated sample execution parameters to:
Информация о релизе ⋅ 28 апр 2021 г., 17:55 Introduced volatility filters to prevent unnecessary entries/exits, slightly reducing overall profit, but increasing profit factor by 0.6.
Информация о релизе ⋅ 4 мая 2021 г., 05:41 Added bottom/top/bearish/bullish pattern recognition applicable to ETH. Updated results to show last 12 months for reference.
Информация о релизе ⋅ 12 мая 2021 г., 06:40 Added logic to avoid entries in ranging chop zones.
Информация о релизе ⋅ 11 июня 2021 г., 19:04 Calibrated parameters for less aggressive profit taking in bear market.
Информация о релизе ⋅ 12 июня 2021 г., 23:35 Further optimized bear market trading conditions by calibrating historical profits / loss factors, achieving additional ~5000% gain since late 2017.
Информация о релизе ⋅ 13 июня 2021 г., 05:23 Improved logic for short entries to be more defensive, achieving an extra 1000% profits in backtests since 2019.
Информация о релизе ⋅ 2 июля 2021 г., 10:21 Major update: Added trailing stop to all positions in bull/bear markets, achieving roughly 2x returns over a backtested 2 year period.
Информация о релизе ⋅ 2 июля 2021 г., 17:11 Reverted last change due to unreliable results calculated by TradingView on the use of Trailing Stops during backtests.
Информация о релизе ⋅ 2 июля 2021 г., 23:48 Introduced logic to try and prevent shorting at support and longing at resistance, in particular during bear markets.
Информация о релизе ⋅ 3 июля 2021 г., 20:25 Updated test parameters. Final update for a while for this version of the script.
Информация о релизе ⋅ 12 июля 2021 г., 22:45 Optimized operations in bear markets to be less aggressive, improving overall profit factor by 1.
Информация о релизе ⋅ 13 июля 2021 г., 04:42 Final calibration of parameters for bear markets
Информация о релизе ⋅ 25 июля 2021 г., 07:50 Reworked bear market mode, increasing profits by roughly a factor of 2x.
Информация о релизе ⋅ 25 июля 2021 г., 23:31 Added volume-based volatility breakout filters. No other change to logic. Overall improvement to profits by a factor of 1.5x.