sell9000

15MEX Momentum Scalper

sell9000 Mis à jour   
Alpha product project in development. Uses a combination of MACD and T3-CCI with tweaked settings to catch directional momentum and scalp a small move. Strategy is quantity of trades over quality of trades to build profits.

Use this strategy for 15-min Bitmex scalping on XBT contracts only. Recommend 100k contract size or less; backtested with 100k contracts.

Market enter, then use post-only limit exits and stop losses.

Setting is pre-optimized for 0.5% tp target and 0.5% sl of entry price. Recommend default 3 bars as basis for confirming recent MACD crossover as well as default 0.618 Fibonacci ratio as the T3-CCI basis.

Default risk level setting is approximately 2-3 trades a day. You can double the amount to 4-5 trades a day by enabling Aggressive mode. This may lead to larger profits and more entries, but with more frequent stop losses.

Future version will include trailing TPs/stops. Still undergoing optimization and refinement.
Notes de version:
Alpha product project in development. Uses a combination of MACD and T3-CCI with tweaked settings to catch directional momentum and scalp a small move. Strategy is quantity of trades over quality of trades to build profits.

Use this strategy for 15-min Bitmex scalping on XBT contracts only. Recommend 100k contract size or less; backtested with 100k contracts.

Market enter, then use post-only limit exits and stop losses.

Setting is pre-optimized for 0.5% tp target and 0.5% sl of entry price. Recommend default 3 bars as basis for confirming recent MACD crossover as well as default 0.618 Fibonacci ratio as the T3-CCI basis.

Default risk level setting is approximately 2-3 trades a day. You can double the amount to 4-5 trades a day by enabling Aggressive mode. This may lead to larger profits and more entries, but with more frequent stop losses.

Future version will include trailing TPs/stops. Still undergoing optimization and refinement.
Notes de version:
Added check to invalidate signals if MACD crosses more than once within the MACD max bars limit+1.

Added check to ensure underlying T3-CCI's previous cycle was distinctly in an opposite momentum cycle instead of a small fakeout signal.

Profits and win rates slightly increased with tweak.
Notes de version:
Removed some further invalid signals.

Added visual projection of TP and SL points.
Notes de version:
Set default to 0.48% TP and SL to have first move advantage against bots who set an even 0.5%.
Notes de version:
Settings updated, including default selections. New modified MACD (Schaff Trend) used to smooth momentum oscillation. Stronger, safer entry signals with increased 64% win rate.

Aggressive mode removed due to incompatibility with Schaff Trend.

Also ran backtesting with 0.05% BitMex fees (0.075 market entry taker fee offset by 0.025 limit entry maker fee) included, still net profitable.
Notes de version:
Accidental typo in code in last update causing short signals to not be printed properly. Updated accordingly now. Re-introduced Aggressive Mode to be based on a +0.5% modifier to the SL and TP settings.
Notes de version:
Minor updates to ensure consistency with main indicator script (5X 15-min Momentum Scalper by SW9K)
Notes de version:
Minor updates optimized for 50X.
Notes de version:
Further minor updates for 50X leverage. Aggressive mode optimized for profitability.
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