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ROBO_Trading
Jun 27, 2020 5:25 PM

Noro's RiskTurtle Strategy 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Description

The idea of ​ this strategy script was taken here:
(PDF-Book, English) bigpicture.typepad.com/comments/files/turtlerules.pdf

Strategy

2 Donchian price channels are being created. Fast and slow. The number of candles for the channels is selected by the user. By default, 20 bars for fast and 50 bars for slow. Blue lines show a slow price channel . And used to enter positions. Using market stop orders. A fast price channel is needed to find out the price for stop-loss. This is the center line of the fast channel. Shown by a red line. The background shows when the positions were opened. Lime background for long positions, and red background for short positions. There is no background if there are no positions.

Risk size

Stop Placement
The Turtles placed their stops based on position risk. No trade could incur more than 2% risk.
Since 1N of price movement represented 1% of Account Equity, the maximum stop
that would allow 2% risk would be 2N of price movement. Turtle stops were set at 2N
below the entry for long positions, and 2N above the entry for short positions.


For
- XBT/USD, BTC /USD, BTC /USDT, ETH/USD, ETH/USDT, etc - need ***/(T)USD(T)
- Timeframes 1h, 2h, 3h, 4h

Release Notes

+ 1 tick

Release Notes

+ profit-filter from book

Release Notes

+ stop-loss type

Release Notes

+ Shift (label)
Comments
Bbiggirl
thanks guy can you made alert version?
gizman
Спасибо за труд) Было бы здорово, если была бы возможность поставить алерты на появление точек входа или соответственно пробоя канала. Если такая возможность есть, то как сделать?
Melnik777
@gizman, жмёшь на звоночек и уже там выбираешь имя стратегии чтоб звонила и всё. цифры никакие вводить не надо, она будет звонить при появлении сигнала на пробой
meoutis
Noro молодец!
ICEKI
Thank You noro; this strategy works so well on trending markets; keep it up bro =D
CUBYC
Love this script really got me some ideas and that label with Drawdon and MaxLoss is really smart calculation, will love if you could add /cash for largest losing trade as for max drawdown I can use strategy.maxdrawdown to show cash but tried a lot and can get it work for largest losing trade to display corect $
CUBYC
@CUBYC, I managed to make it work, thank again for this wonderful script
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