Apply BTC D&T Index by Benson into trading strategy. Change strategy factors to simulate the trading results. The default setting of the strategy achieves nearly 3000% ROI from 2018/1/1 to 2020/6/5 with 2X leverage at maximum.
Factors you can tweak:
0. initial capital 1. backtest start date 2. pyramiding orders 3. order size 4. trading fee (commission fee)
Release Notes
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v0.2 fix quarterly future basis bug
Release Notes
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fix max_bars_back error caused by Tradingview's bug
Release Notes
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replace a data source that is no longer available on Tradingview
Note: The ROI is calculated by the sum of realized profit and open profit.
umutklc
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Hi, is it possible that you can share script codes?
CalumIp
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When will a signal appear ><!
darrolson
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Can you share the script code for this strategy?
eunbit639
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Is this still working? The latest signal is on 9/6. Maybe there're some settings must be fixed?
alexi4_stoevi4
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seems nice, does it repaint though ? :)
tomes
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Does anyone know what the email alerts look like for short entries?
Longs look like:
D&T Strategy By Benson (2018, 1, 1): order buy @ 0.859323 filled on BTCUSD. New strategy position is 8.378451
And I'm wondering if short entries also use "order buy" but with a negative quantity on the fill, or something else...
If you've been following this strategy for a while and have some examples of the various types of alerts that come through, I'd be stoked to see them!
tomes
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This is really cool! Thanks for sharing it with the community.
iPaperWins
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hello, in the list of trades, there's a initial Long Entry for BTCUSD at 2022-04-22 @ 40536. but i receive a total of 10 alerts throughout the entire day. right now it's saying Long Entry for BTCUSD at 2022-04-22 @ 39764.
so does this mean it repaints?
tomes
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@autovacbot, I think I've seen clarification that this is just meant to be used on the daily candle, so after the alert fires you pick an entry in the following 24 hours.