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dimkud
15 Jan 2023 pukul 21.13

Channels Strategy [Dimkud] 

1INCH / TetherUS PERPETUAL CONTRACTBinance

Deskripsi

Channels trading Strategy. Based on "Channels Strategy" by JoseMetal.

To the original strategy added additional options and filters : Static SL/TP in percents (%), time delay between orders, ATR Filter, second Keltner Channel (Multi TimeFrame).
Interface translated to English.

Were good backtest results on many crypto tokens on 15m - 45m - 1h periods.
Mostly with configuration: Keltner Channel (optimise parameters for every token) + Static SL/TP (optimise values for every token) + "Enter Condition" = "Wick out of band".
The better is to optimise paramaters separately for Short and Long trading. And run two separate bots (in settings enable only Long or only Short.)

Tested on real automated trading on few online bot platforms. (3comm, revenuebot, veles).
Later I will make tutorial how to connect strategy to these platforms or contact me if you need help.

Catatan Rilis

- Fixed some small bugs.
- Fixed multiple orders on same bar (on big pums/dumps)
- Added RSI TF filter (you can use two RSIs with different TF or settings)
- Added MFI TF filter
- Added CCI TF filter
- Updated ATR volatility filer
- Added option to Enable/Disable visualisation of TP/SL on chart

Article with main settings for this strategy is added to my site (see link below).

Catatan Rilis

- Removed default setting "use_bar_magnifier". (Caused error messages for some users)
Komentar
HotCooler
TNX, i want to test it, but dont show anything... "no data" . How to run it?
dimkud
@HotCooler, Maybe this issue , in the Settings -> Properties disable checkbox "use_bar_magnifier".
It's enabled by default, but don't work for non-Premium users.
If it not help - try to change all settings in the strategy, maybe you will find what not work for you.
cyber2868monster
Sometimes multiple buy/sell signals may appear on the same candlestick chart, but there is no corresponding trade for these signals in the chart and backtesting data.
dimkud
@cyber2868monster, I have made protection, so strategy not make new order - if on same bar was closed previous order. (or started previous order, not remember)
"and ((strategy.closedtrades == 0) or (bar_index != strategy.closedtrades.entry_bar_index(strategy.closedtrades - 1)))"
cyber2868monster
Thank you, this is the best free strategy I have seen so far, I am testing it now, hope the results will be as good as the backtest data.
Toniqhz
why did you use calc_on_order_fills=true ?
dimkud
@Toniqhz, If I disable "calc_on_order_fills" then backtester didn't check SL conditions on the same starting bar.
So even if price go to SL price in 1-2 minutes - Tester don't see it and show not real results. It only show SL on next bar..
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