🎯 this is a optimized version based on ATR_RSI_Strategy with no-repaint. Sharpe ratio: 1.4, trade times: 116 , trade symbol: BTCUSDTPERP 15M you can get same backtesting result with the correct settings.
🎲 Strategy Logic
🎯 the core logic is quite simple, use ATR and RSI and SMA 1. when price is in high volatility ( atr_value > atr_ma); 2. wait for a break signal (rsi_value > rsi_buy or rsi_value < rsi_sell); 3. entry Long or Short,use trailing stop-loss to max security and percent TP to keep profit.
🎲 Settings
🎯 there are 7 input properties in script, but I only finetune 4 of them (bold field below), you may change other parameter to get better result by yourself.
atr_length: length to get atr value
atr_ma_length: length of smoothing atr value
atr_ma_norm_min: atr_ma normalized min value, filter high volatility ranges
atr_ma_norm_max: atr_ma normalized max value, filter high volatility ranges
rsi_length: length to get rsi value
rsi_entry: 50 +/- rsi_entry to get entry threshold
trailing_percent: trailing stop-loss percent
🎲 Usage
🎯 the commission set to 0.05%, part of exchange the commission is less than 0.05% in reality, but I will still use 0.05% in my next script.
🎯 this script use 50% of equity to size positions follow general script position, you can adjust the value to fix size or 100% of equity to compare result with other strategy, but I still suggest you use 5-10% of equity for each strategy in reality.
🎯any questions please comment below. if there are any words violate House Rule, please tell me below and i will revise immediately don't want be hiddened again 😂😂
Additionally, I plan to publish 20 profitable strategies in 2023; let‘s witness it together!
Hope this strategy will be usefull for you :)
enjoy! 🚀🚀🚀
הערות שחרור
update Order size from 50% to 10% of equity, is usually more realistic for each strategy.
הערות שחרור
update script format and remarks for properties.
הערות שחרור
add alert. 1. when in living trading, Enter after freq_once_per_bar_close 2. when in living trading, SL and TP should use freq_once_per_bar 3. you can compare with trade_list of backtest result thx for @jeroenderouw92 feedback. 🚀
ברוח TradingView אמיתית, מחבר הסקריפט הזה פרסם אותו בקוד פתוח, כך שסוחרים יוכלו להבין ולאמת אותו. כל הכבוד למחבר! אתה יכול להשתמש בו בחינם, אבל השימוש החוזר בקוד זה בפרסום כפוף לכללי הבית. אתה יכול להכניס אותו למועדפים כדי להשתמש בו בגרף.
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.