Slippage = $10 per Order (The algorithm is profitable even with $1050 slippage maximum)
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Fixed an issue when selecting backtesting period.
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Improved the performance of the algorithm.
Backtesting Parameters:
Initial Capital = 100k USD
Percentage of Equity Used per Trade = 100%
Pyramiding Orders = 0
Fees = 0.075% (Bitmex Taker Fee)
Slippage = 25 Ticks per Order (The updated algorithm can handle 824 ticks of slippage before achieving a 10:1 Net Profit to Max Drawdown Ratio.)
The script is written in PineScript V.3, makes no use of the security() function and does not use the Trailing Stop-Loss function from TradingView. No repainting issue whatsoever.
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Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD.
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Version 1.05
- Pushed the latest strategy setup to reflect the changes on the study() script.