D7R

TH_Delta Strategy (Multi-Options TH Strategy Tester)


Strategy Tester is based on TH_RSI Delta, TH_RSIMACD, and a combo of Hull Moving Averages. You will also able to activate include Ichimoku Cloud or a Simple Moving Average .
It also applies colored bars and signals based on overbought/oversold states and RSI crossings.

The tester/signals is disabled by default. You need to activate it in options and then tune the initial capital, % equity options and fees for testing different approaches.

To switch between different tests you just change the number of strategy type and results on screen will be updated accordingly.

You can also define the period of time you need the test to perform on. Default start is Jan 2017 to Jan 2021. Change this as fit.

Remember that the market change pace and volatility . Some timeframes will show you better results with different strat approaches. The same for different kinds of markets/securities.

Dec 04
Release Notes: Removed simple Hull Strategies
Added Hull vs Hull2 as entry-close-entry approach (instead of flip)
Standard Hull settings changed to 55 and 34. On W and above is recommended change to 13 and 8 respectively.
Added fills to Hull vs Signal and Hull2. When price get inside the cloud suggest closing of previous position (or adjust stop losses to be super tight). Also indicator of flat/neutral bias waiting for further entry once price get out of the cloud.
Dec 04
Release Notes: corrected small bug in options dialog.
Dec 04
Release Notes: Several cosmetic changes and options in format dialog readjusted.
Strategy is now ON by default.
Default Settings optimized for Bitcoin Daily chart based on BLX data since 2010.
Dec 05
Release Notes: Added flags under/over candles without Strategy Test Active.
This approach will be more sensitive and give you warning one candle before the original test. The difference is that it doesn't measure performance.
The strategy test is now Inactive by default (you turn it on in options).
Of if you don't want the flags visible just choose Strategy Type = 0.NONE
Dec 06
Release Notes: Several code improvements re some unecessarly warnings/close prev entries.

Be aware that strategy will always throw signal one candle after when the signal actually occurs. It is advisable to have strategy inactive and only run it when you need to run tests with specific settings in order to identify better signals depending on timeframe and security.
Dec 08
Release Notes: Reverse the colors of Hull Cloud to Green/Uptrend Trend and Red/Bearish Trend.
This free script now only show the strategy backtest signals.
The non-test signals that throw the signal one candle earlier than the strategy-test can now be acquired via Delta Map strategy
The Delta Map requires a 0.01 BTC fee that also unlocks the RSI Delta Indicator.
Dec 08
Release Notes: Stripped all code just to become a fast strategy tester.
Jan 17
Release Notes: Simplified strategy and only show results for best 3. (Hull Strat, RSI vs Emas and RSI Delta Histogram)
All these strategies are based on Premium Delta Map (which throws simple signals one candle earlier without performance clutter) and the RSI Delta oscillator.
Jan 17
Release Notes: Made changes to according to new Delta Map Indicator and RSI Delta Oscillator.
Jan 22
Release Notes: Update to reflect recent changes of PREMIUM Indicators which WILL THROW these signals ONE CANDLE EARLIER and have other utility:
RSI Delta
Delta Map
Feb 02
Release Notes: strategy update
May 11
Release Notes: Strategy Simplified. The Full Premium Indicator is available at


AND

May 11
Release Notes: .
Nov 30
Release Notes: • Changed MA to 21 and 55
• Removed RSI MA setting.
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Comments

Useless due to awry closes.
0.2% taker fees included? )
+1 Reply
Impressive? Sure, it shows 365% profit with out any change to setting. First RED FLAG!
Then I made one tiny change - I added 0.1% commission (I think most exchanges like to see 250K turnover per month (?) to grant you that)
Guess what happened? Total wipe out happened. -94% loss.


Next please...
Reply
D7R alskdj
@alskdj, lol you totally don't understand backtests or technical studies. Good day noob.
Reply
First, I like the design - you have good eye for colours.

> @alskdj, lol you totally don't understand backtests or technical studies. Good day noob.

@D7R, if you say so. The fact remains, your magic script wont perform in real life conditions or market we got in past 3 months)

I changes start date to 2019.01.01. Why? Because this is the current market - same happens -35% loss (BTCUSDT)
Reply
D7R alskdj
@alskdj, ok ;)
Reply
The last updated contain several simplifications and is optimized for Bitcoin Daily and 4H. With some manual change for 4H Hull settings you can get even better performance. So play with it.
Reply
How do I get an alert?
Reply
Thanks! Interesting, having a little trouble figuring out why TH RSI Delta does not appear at the bottom.
Reply
D7R CarbiArbittrage
@CarbiArbittrage, that's another separate indicator which is also available. This one is on chart. To activate the tester and choose the type of test you need to choose in script options. You can also disable lines or layers you don't need on-chart.
+1 Reply
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