capriole_charles

Introducing “Trend King”. The alpha generating strategy built f

capriole_charles Mis à jour   
BITMEX:XBTUSD.P   Bitcoin
Trend King

“Trend King” combines 4 proprietary indicators. It buys and sells based on:
  • Short-term momentum
  • Long-term momentum
  • Volume compression
  • Volatility breakouts

The strategy was built on 2 years of BitMEX data (XBTUSD) and backtested on 9 years of Bitcoin data (BLX). Finally, the strategy was validated on multiple large market cap cryptocurrencies, including Ethereum (ETHUSD), without parameter adjustment.

Strategy backtesting checks include:
  • Used 0.12% fees. 60% more than the actual BitMex/Binance fees of 0.075%.
  • No Heikin-Ashi Candles (to avoid fake results)
  • No Stop-losses (to avoid fake order execution)
  • Market Orders Only (to avoid fake order execution)
The results speak for them self.
See the positive excess return from the “Trend King” strategy returns versus a simple Bitcoin “Buy-and-Hold” strategy. Best functionality on the Daily and 4HR timeframes.

**For Access: Contact me on TradingView or Twitter.


Commentaire:
Below Strategy results are using 4HR timeframe on BitMEX XBTUSD data (2.5 years).

Strategy "Percent Profitable" increases to over 50% using daily data.
Commentaire:
Note the below strategy started with a $10,000 initial capital.

You can't even see the Bitcoin buy-and-hold line because it is so low relative to this strategy's performance.

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