mnuryga

Smart Money - Oscillator and Volume Strategy

mnuryga Updated   
Overview

This is a no-repaint strategy that is highly optimized for ETHUSDT.P 30m, normal candles. It is a long/short strategy that is based on CMF, ADX/DMI, Keltner Channels, and other oscillators to identify smart money.

The overall idea of the strategy is to effectively capture the beginnings and ends of trends in price action, and go long/short accordingly. To achieve this, potential entry points are identified with various oscillators and these are then filtered using a variety of moving averages and strength/momentum indicators.

Short and sell inflections are found when ADX, DMI, and/or CMF oscillate below a specified threshold, and Keltner Channels are also used to indicate potential trades.

The indicator will continue to be updated and optimized for current and future market conditions.
If purchased, access to the indicator will be available within 24 hours.


Backtest Results
Parameters:
- 2021-01-01 to present (19 months)
- 100% equity order size
- 0.04% commission fees
- No leverage

17,089% net profit through 296 trades with 60.47% of trades being profitable.
Profit factor of 2.862, Sharpe Ratio of 1.158


Parameters:
- 2021-01-01 to present (19 months)
- $1,000 initial capital
- $1,000 order size
- 0.04% commission fees
- No leverage

584% net profit through 296 trades with 60.47% of trades being profitable.


Parameters:
- 2021-01-01 to present (19 months)
- 500% equity order size
- 0.04% commission fees
- 5x leverage

8,587,557% net profit through 299 trades with 59.87% of trades being profitable.
Release Notes:
Optimized parameters for current market conditions.
Release Notes:
Updated graphs.
Release Notes:
Added toggle for "Aggressive Mode" - works well with small or no leverage, but takes slightly higher-risk, higher-profit trades. Strategy now also considers several more candlestick patterns when finding long/short opportunities.
Release Notes:
Updated charts.
Release Notes:
Refined candlestick patterns.
Release Notes:
Removed unneeded code and added support for alerts and autotrading.

Backtesting update:
From 2021-01-01 to 2022-08-01, net profit is 19112% with no leverage.
Release Notes:
Improved support for autotrading/bots.

Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact mnuryga for more information, or follow the author's instructions below.

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Disclaimer

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Author's instructions

The author of this script can no longer grant access to it. Please don't request access.

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