Its a combination of EMA50Diff (the difference between spot and EMA50) and MACD. Buy signal if (EMA50Diff) < -(EMADiffThreshold), (MACD bearish crossunder), (MACD) < -(MACDThreshold), (EMA50Diff) > (EMA50Diff 1 candle ago), (EMA50Diff 1 candle ago) < (EMA50Diff 2 candles ago)
Initial capital is set to 100k and its currently going all-in on every trade but im looking for a better way to handle position sizes already.. Also i included slippage of 30 ticks and exchange commission of 0.15% (e.g. 2x BitMEX market taker fee)
Works best on 15m on bitfinex, bitstamp and gdax and i'm still trying to optimize it for bitmex too, will update when i got there..
so u put a buy order when the vertical green line comes on indicator? im sorry just trying to understand
kggi
⋅
@edigeorge, yes exactly. this script only buys on the first occurence if multiple signals happen but im still trying to find an efficient way to increase the position in steps on each following signal to the same direction.. building currently a bot for this strategy in python and use it just for backtesting.