INVITE-ONLY SCRIPT
Stochastic Pop and Drop Signals [Bitduke]
Diupdate
It's a long/short signals for modified Stochastic Pop and Drop strategy.
About
It's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it.
Signals
Strategy flips long / short depending of indicator signals. There can be multiple signals of the same type, for example, 2 longs in a row, only the first of them matters, others you should handle in your websocket script or manually.
Testing
Tested on different sources for data, oscillator periods and different levels in relation to the crypto market.
So, it shows good results with two tight thresholds at 55 and 45 level.
The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars).
Backtesting
Backtested on XBTUSD , BTCPERP ( FTX ) pairs. You may notice it shows good results on 3h timeframe.
Relatively low drawdown
~ 10% (from 2019 to date) FTX
~ 22% (4 years from 2016) Bitmex
Bitmex 3h (2017 - 2020) :
i.imgur.com/IUjS3hj.png
FTX 3h (2019 - 2020):
i.imgur.com/fjujt1h.png
Possible Improvements
- Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries
- As for Risk Management system, it can be improved by adding trailing stop to the strategy.
Link: school.stockcharts.com/doku.php?...
About
It's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it.
Signals
Strategy flips long / short depending of indicator signals. There can be multiple signals of the same type, for example, 2 longs in a row, only the first of them matters, others you should handle in your websocket script or manually.
Testing
Tested on different sources for data, oscillator periods and different levels in relation to the crypto market.
So, it shows good results with two tight thresholds at 55 and 45 level.
The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars).
Backtesting
Backtested on XBTUSD , BTCPERP ( FTX ) pairs. You may notice it shows good results on 3h timeframe.
Relatively low drawdown
~ 10% (from 2019 to date) FTX
~ 22% (4 years from 2016) Bitmex
Bitmex 3h (2017 - 2020) :
i.imgur.com/IUjS3hj.png
FTX 3h (2019 - 2020):
i.imgur.com/fjujt1h.png
Possible Improvements
- Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries
- As for Risk Management system, it can be improved by adding trailing stop to the strategy.
Link: school.stockcharts.com/doku.php?...
Catatan Rilis
Preventing duplicate signals. Now you will get a signal just once.Catatan Rilis
Small fixes.Skrip hanya-undangan
Akses ke skrip ini dibatasi hanya bagi pengguna yang telah diberi otorisasi oleh penulisnya dan biasanya membutuhkan pembayaran untuk dapat menggunakannya. Anda dapat menambahkannya ke favorit anda, tetapi anda hanya akan dapat menggunakannya setelah meminta izin dan mendapatkan aksesnya dari pembuat skripnya. HubungiBitduke untuk informasi lebih lanjut, atau ikuti instruksi penulisnya dibawah ini.
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Instruksi penulis
″
Inggin menggunakan skrip ini pada chart?
Peringatan: harap membaca sebelum meminta akses.
Pernyataan Penyangkalan
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