Optimized for BITMEX:ETHUSD on 2H Candlestick charts using the historical price data from Bitmex during the period April 1st 2019 - July 1st 2019. The script is written in PineScript V.3, makes no use of the security() function and does not use the Trailing Stop-Loss function from TradingView. No repainting issue whatsoever.
Find the backtesting report/strategy script here:
Find the backtesting report/strategy script here:
Notes de version:
Version 1.02
- Re-optimized the settings.filters. The algo now use the price history of May, June, July to live trade in August.
Notes de version:
Version 1.03
- Re-optimized the settings/filter using the historical price data from 01/06/2019 - 01/09/2019 for live trading in September.
- Re-optimized the settings/filter using the historical price data from 01/06/2019 - 01/09/2019 for live trading in September.
Notes de version:
Version 1.04
- Updated the algorithm with hedge/add signals.
- Updated the algorithm with hedge/add signals.
Notes de version:
Version 1.05
- Updated the Hedge/Add signal algorithm (Multi-Timeframe & faster signals by one or two bars without any added lag)
- Updated the rest of the code.
- Updated the Hedge/Add signal algorithm (Multi-Timeframe & faster signals by one or two bars without any added lag)
- Updated the rest of the code.
Notes de version:
Version 1.06
- Version 1.06 supports both "MTF" Hedge/Add signals and Hedge/Add signals based on the previous logic.
- Automatically switch between "MTF" and "Old" Hedge/Add signals from the settings menu.
- Version 1.06 supports both "MTF" Hedge/Add signals and Hedge/Add signals based on the previous logic.
- Automatically switch between "MTF" and "Old" Hedge/Add signals from the settings menu.
Notes de version:
Version 1.07
- Fixed max_bars_back bug.
Notes de version:
- Just a default settings update.
Notes de version:
Version 1.08
- Settings update.
- Removed unused code.
- Settings update.
- Removed unused code.
Notes de version:
Version 1.09
- Changed the calculation formula for the SSL. No more large spikes. Improved performance.
- Re-optimized settings adjusted to the new SSL calculation formula.
- Changed the calculation formula for the SSL. No more large spikes. Improved performance.
- Re-optimized settings adjusted to the new SSL calculation formula.
Notes de version:
Version 1.10
- Long-Only Strategy optimization.
- Long-Only Strategy optimization.
Notes de version:
Version 1.11
- Auto-reoptimization update.
- Auto-reoptimization update.
Notes de version:
Version 1.12
- Updated settings.
- Updated settings.
Notes de version:
Version 1.13:
- Optimization update.
- Optimization update.
Notes de version:
- Version 1.14: Latest Settings.