tercanomics' pure alpha

14 באפר׳ 2020

Without considering trends, it’s a strategy which takes either long or short positions based on the volatility changes that happen on price actions.

Instead of being flat, the strategy tries to stay within the price ranges / trends and it keeps trying as long as it predicts that buyers and sellers keep making profit.

The “Take Profit” and “Close” conditions have not been added to the active version and the strategy does not have a static stop point.

Initial version has 63.64% success rate for 1-hour time frame in between the dates 01/01/2019 and 12/04/2020 for BitMEX: XBTUSD. Beside of the 5.894 Profit Factor, >1 Sharpe Ratio and 11.39% Max Drawdown, it has made 1156.82% Net Profit.

The backtest equations have been calculated with an assumption of the use of 100% of the equity and depending on the chosen exchange to trade, there will be market fee (commission) needed.

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31 במרץ 2021

הערות שחרור

no longer available for public use.