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ChannelSlicer
This is an EMA-channel strategy designed to be profitable in both the long and short directions. It may underperform buy-and-hold in strong bull markets, but unlike buy-and-hold it is profitable in any market structure. In a sideways market with medium to high volatility, it should perform very well.
In general, the optimal settings will be for the fast channel to be several periods shorter than the slow channel and the fast HMA (hull moving average) to be a few periods shorter than the fast channel.
The two main source of unprofitable trades in this strategy are betting against the trend and during rapid pumps/dumps. It is therefore designed with parameters to detect these conditions and refrain from entering positions during them (trendSensitivity and Rate of Change cutoff.)
This strategy can offer large swings in profitability with relatively small parameter changes, so I recommend you cross-validate any set of parameters across multiple exchanges and across multiple tickers. The goal should be to find a sweet spot where small changes to parameters do not make the strategy unprofitable.
In general, the optimal settings will be for the fast channel to be several periods shorter than the slow channel and the fast HMA (hull moving average) to be a few periods shorter than the fast channel.
The two main source of unprofitable trades in this strategy are betting against the trend and during rapid pumps/dumps. It is therefore designed with parameters to detect these conditions and refrain from entering positions during them (trendSensitivity and Rate of Change cutoff.)
This strategy can offer large swings in profitability with relatively small parameter changes, so I recommend you cross-validate any set of parameters across multiple exchanges and across multiple tickers. The goal should be to find a sweet spot where small changes to parameters do not make the strategy unprofitable.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, anda dapat menggunakannya secara bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, anda dapat menggunakannya secara bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.