GBTrend_Enhanced - Strategy

Strategy script of the GBTrend indicator for backtesting purposes.

Notes de version:

• Added the option for custom backtesting period.
  

Notes de version:

Updated to the 1.09 version of the study script.

Notes de version:

Minor settings update.

Notes de version:

Visual updates.

Notes de version:

Backtesting Report/Strategy Script for the GBTrend_Enhanced indicator. Optimized for BITMEX:XBTUSD on 1h Candlestick Charts. Find the Indicator script here:

The script is written in PineScript V.3, makes no use of the security() function and it does not use the default trailing stop loss function from TradingView. No repainting issue whatsoever.

Notes de version:

Visual update.

Notes de version:

Visual update.

Notes de version:

Optimal settings update.

Bitmex historical price data used from 1/1/2017 - 3/6/2019.

Notes de version:

Optimized settings based on the historical price data from Bitmex from 3/1/2019 - 4/6/2019.

Notes de version:

Updated the strategy script to the latest version.

Notes de version:

Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD 1/4/2019 - 1/7/2019.

June 2019 ROI (Unleveraged) = 94.89%

Notes de version:

*Version 1.15*

• Re-optimized the settings.filters. The algo now use the price history of May, June, July to live trade in August.
  

Notes de version:

Settings update.

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Further settings update.

Notes de version:

Version 1.18

- Re-optimized the settings/filters using the historical price data of BitMEX:XBTUSD from 1/6/2019 to 1/9/2019 for living trading in September.

Notes de version:

Version 1.19

- Improved algorithm. (Volatility Filter)
- Added volatility calibrated Hegde/Add signals + alerts. The sensitivity of the signals can be determined by the user.
- Cleaned the codebase by removing old/unused code.

Notes de version:

Version 1.20

• Optimization udpdate | 01/06/2020 - 21/08/2020
  

Notes de version:

- Settings Update

Notes de version:

Settings update.

Notes de version:

Version 1.23

- Settings update.

Notes de version:

Version 1,24

- Changed the calculation formula for the SSL. No more large spikes. Improved performance.
- Re-optimized settings adjusted to the new SSL calculation formula.
- Long-Only Strategy.

Notes de version:

Version 1.25

- Updated to the latest version.