Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Description
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This is the Backtest version of the previous one. It's important to correctly set the "TICKS / PIPS CORRECTION" parameter in each different chart.
Enjoy!
Release Notes
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(New Alerts Version) Confirmed signals improved and added independent alerts for TS.
Release Notes
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Limit orders on TS for better profit & one alert every minute closing X%
Release Notes
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New rebuild optimized for closing the position every minute with X% in every Trailing Stop alert only. Stop Loss Fixed. Now this is the Super-RePaNoCHa script ;-)
An example on a 5 minutes timeframe for XBTUSD (BITMEX)
Position Side = BOTH Source = hlc3 T3 Length = 20 T3 Volume Factor = 0.3 Sampling Period = 30 Range Multiplier = 3.2 ADX lenght = 48 ADX Threshold = 15 SAR start = 0.31 SAR inc = 0.2 SAR max = 0.12 RSI length = 34 RSI Center Line = 50 MACD Fast Length = 7 MACD Fast Length = 19 MACD Signal Length = 13 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.25 Trailing Stop Offset % (when profit=10 %) = 1 Stop Loss = false Tics/Pips Correction = 2 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 % (with post only on TS = 0.025)
Release Notes
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A little improvement with Xlong/Xshort
Release Notes
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New improvement with XConditions
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Reconfigured to be shorter and better. Unconfirmed signals are more stable. Default settings for BINANCE BTC:USDT (Comission_value = 0.04 taker)
Release Notes
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"TICKS/PIPS CORRECTION" is no longer needed: (pips_corection = 1/syminfo.mintick)
The strategy costs a lot of Transaction charges.Thanks~~~
Alperenx1
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I watched live and its repaint.
lordofrings
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Repaint like hell. Take profit does not work correctly, so the trades disappear after the strategy is closed. Alerts sometimes help you not to miss a trade, because the deal will no longer be in the strategy tester, but will remain in the alert log.
cryptofutures2021
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@lordofrings, exatly, tp will appear in chars, once the trade closes, it i will be disappear with only alert log left! repairing!!!!!!
Canundo
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I think the TP's have an error with Tradingview. TP's always exit at the best possible price in the backtest. Can this be fixed?
Guys, the problem with this strategy is not repainting. It is TRAILING STOP. Trailing stop is completely broken in backtests, especially on higher timeframes.
This is because realtime bars are not simulated. MAYBE with Bar Magnifier you can simulate it correctly, but I am not even sure about that.
So that green curve above - it may just be fiction.
MinaiQQ
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I found out that his stop loss keeps changing. Is there a way to fix it?
Dannnnnnny
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Tested this strategy for real automatic trading. Here's some experience:
- Try to increase your Trailing Stop Activation and Trailing Stop Offset. Although the backtest will not have a good result, but this will ensure your chance of maximize your profit and reduce repainting. After that, adjust the other settings to maximize the profit with that Trailing Stop Activation and Trailing Stop Offset.
This guarantee my profit at 1.0% - 1.5% for each trade.
- Setting your stop loss that will not only prevent great loss but also fit your percent profitable, For example: Your percent profitable is at around 80%, meaning your winrate is about 1 loss and 4 wins in a row of 5. And each trade will earn 1.0% - 1.5%. So your stop loss should be around 4% (less than your profit but still able maintain your winrate). So, in the end of day, you'll earn about 1.0% - 1.5% for a row of 5 trades
- Try to reduce the total closed trades, because this strategy will cost a lot of transaction fees
orcgens
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@Dannnnnnny, HI，Are you still using this tactic and how well does it work?