תיאור ⋅ 26 אפר׳ 2021 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.
הערות שחרור ⋅ 27 אפר׳ 2021 06:17 Updated sample execution parameters to:
הערות שחרור ⋅ 28 אפר׳ 2021 17:55 Introduced volatility filters to prevent unnecessary entries/exits, slightly reducing overall profit, but increasing profit factor by 0.6.
הערות שחרור ⋅ 4 מאי 2021 05:41 Added bottom/top/bearish/bullish pattern recognition applicable to ETH. Updated results to show last 12 months for reference.
הערות שחרור ⋅ 12 מאי 2021 06:40 Added logic to avoid entries in ranging chop zones.
הערות שחרור ⋅ 11 יוני 2021 19:04 Calibrated parameters for less aggressive profit taking in bear market.
הערות שחרור ⋅ 12 יוני 2021 23:35 Further optimized bear market trading conditions by calibrating historical profits / loss factors, achieving additional ~5000% gain since late 2017.
הערות שחרור ⋅ 13 יוני 2021 05:23 Improved logic for short entries to be more defensive, achieving an extra 1000% profits in backtests since 2019.
הערות שחרור ⋅ 2 יולי 2021 10:21 Major update: Added trailing stop to all positions in bull/bear markets, achieving roughly 2x returns over a backtested 2 year period.
הערות שחרור ⋅ 2 יולי 2021 17:11 Reverted last change due to unreliable results calculated by TradingView on the use of Trailing Stops during backtests.
הערות שחרור ⋅ 2 יולי 2021 23:48 Introduced logic to try and prevent shorting at support and longing at resistance, in particular during bear markets.
הערות שחרור ⋅ 3 יולי 2021 20:25 Updated test parameters. Final update for a while for this version of the script.
הערות שחרור ⋅ 12 יולי 2021 22:45 Optimized operations in bear markets to be less aggressive, improving overall profit factor by 1.
הערות שחרור ⋅ 13 יולי 2021 04:42 Final calibration of parameters for bear markets
הערות שחרור ⋅ 25 יולי 2021 07:50 Reworked bear market mode, increasing profits by roughly a factor of 2x.
הערות שחרור ⋅ 25 יולי 2021 23:31 Added volume-based volatility breakout filters. No other change to logic. Overall improvement to profits by a factor of 1.5x.