Strategy using BB and Stoch for entry, trailing for exit. ------- IDEA ------- * If price move to reach upper BB and pull back and cross down middle line, and stoch is on OB zone, it will enter short. * If price move to reach lower BB and pull back and cross up middle line, and stoch is on OS zone, it will enter long. * Stoch help filter out the bad entry from BB logic, helping with high win trade % * I smooth out stoch by using 30 length and found out it give better profit%
============================================= Test Data Detail =============================================
Exchange : OKEX Coin : BTCUSD3M Timeframe : 1H Date range : 2018/1/1 - 2019/1 For : Trailing with bot ( If you have one :P )
Config Trade % = 20 ( You can increase trade size of your total port but it will get you into more risky trade. ( but yes, more profit ) ... u can increase trade size if you have enough profit Trailing Start = 20 ( If you can write bot, it will start trailing when the profit % reach this value ) Trailing Stop = 5 (If you can write bot, it will take profit if the profit drop below this value from trailing start.) Take Profit = 100 (It will set fixed TP for whipsaw case ( rarely reach this target ) ) Stop % = 50 ( so this trade is RR = 2 nice! ) Leverage = 20 ( so we can withstand the price fluctuation and not get liquidated, if you trade spot, please choose 1 also, please adjust TP and stop accordingly eg. leverage 1 / TP = 20 / SL = 10 ) Trade Direction = Both ( for margin market, if you want to trade spot like Binance you can choose long only )
Stoch Oversold Zone = 30 ( if stoch stay below or equal this value, it is oversold ) Stoch Overbought Zone = 50 ( if stoch stay above or equal this value, it is overbought ) Stoch Length = 30 ( the more length, the more smooth out of Stoch ) SmoothK1 = 1 ( the smoothness of K )
Информация о релизе
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v.1.1 : 17/11/2018 : Change calculation from close to open
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v.1.2 - Update long/short entry logic from cross to crossover/under to make sure that price come from the right direction ( not any )
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v.1.2.1 : 20/11/2018 - Adjust long/short entry logic ( using crossover/under instead of just cross). and change back to "close" because can't use open, wrong logic - change middle line of BB from sma to ema / change stdev cal to close ( from open )
Awesome Strategy, would you mind sharing the code?
Shane500
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And also it gives same bar trades where it says it bought at the bottom and sold at the top. Everything that seems too good to be true usually is
Real_inwCoin
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@Shane500, This backtest is scripted base on trailing start/stop to take profit. But yeah, after I run backtest with fixed profit it's kinda not that good. I tried to delete my outdate script but it seem tradingview not allow to delete it haha. So, just ignore this one :D
Shane500
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It says long but doesn't give a close long signal help..