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Diupdate Gap Trading Strategy: CME Bitcoin
I created a strategy which finds gaps on CME Futures market for Bitcoin, 
BTC1! and opens a long or short position on the crypto exchange depending on what kind of gap was found (up or down) on CME.
Up gap: today open price > previous day high price
Down gap: today open price < previous day low price
Two lines below the main chart show when gaps appear. The green line represents the size of up gaps, when it crosses zero it gives a long signal. The red line - represents the size of down gaps, when it crosses zero - short signal.
Instead of having to look between multiple charts, this simply overlays the past weeks open and close should a gap appear.
Usage:
Strategy flips long / short depending of indicator signals. It could cut the position by stop loss or take profit.
Features:
Backtesting:
Backtested onBTCPERP ( FTX ) and XBTUSD (Bitmex).
It shows a low drawdown, a small number of trades and 50% of profit for the 2020.
For example, I set high delta for down gaps to filter small ones
Strategy doesn't repaint.
BTC1! and opens a long or short position on the crypto exchange depending on what kind of gap was found (up or down) on CME.Up gap: today open price > previous day high price
Down gap: today open price < previous day low price
Two lines below the main chart show when gaps appear. The green line represents the size of up gaps, when it crosses zero it gives a long signal. The red line - represents the size of down gaps, when it crosses zero - short signal.
Instead of having to look between multiple charts, this simply overlays the past weeks open and close should a gap appear.
Usage:
Strategy flips long / short depending of indicator signals. It could cut the position by stop loss or take profit.
Features:
- ability to set stop loss and take profit in %
- ability to set delta for gaps (if you want to filter small ones)
- ability to choose strategy type. Standart: Long Up/Short Down || Inverse: Short Up/Long Down.
Backtesting:
Backtested on
BTCPERP ( FTX ) and XBTUSD (Bitmex).It shows a low drawdown, a small number of trades and 50% of profit for the 2020.
For example, I set high delta for down gaps to filter small ones
Strategy doesn't repaint.
Catatan Rilis
> Added ability to choose timeframe for BTC1! values. Available options: 120min, 240min, Day, WeekSkrip 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.