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QuantNomad
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Kozlod - Simple BB Strategy - XBTUSD - 1 minute 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

الوصف

Really nice performance for simple BB on XBTUSD Bitmex 1 minute chart.
BB length = 55, BB mult = 4.
No SL or PT used.

Amazingly performance for the last week, 92% profitable. Tested on entire May percent profitable become 80%, still not bad.

And remember:
Past performance does not guarantee future results.

ملاحظات الأخبار

Cleaning the code
التعليقات
foudid
Thanks for this strategy : )

We can change this to a study like this :

buyEntry = crossover(source, lower)
sellEntry = crossunder(source, upper)

plotshape(sellEntry, title="SHORT", style=shape.triangledown,location=location.abovebar,size=size.small, color=red)
plotshape(buyEntry, title="LONG", style=shape.triangleup, location=location.belowbar,size=size.small, color=green)

alertcondition(buyEntry, title='Buy Signal', message='Buy Signal Alert')
alertcondition(sellEntry, title='Sell Signal', message='Sell Signal Alert')

Is that correct ? I have more signal on study with the same config than the strategy. Maybe I need to specify something to cancel or stop like in your if

Thanks for your help
QuantNomad
@foudid, Hi, yep, but you need probably to filter out consecutive signals of the same type.
foudid
@QuantNomad, okay it's done : ) thanks for the information about the filter

MB_Trades
@foudid, hi can you share study version full code.thanks
Odin82
@QuantNomad, @foudid, What code you guys used to filter out those consecutive signals?
edizyikar3307
When to buy and sell? (Price touches upper or lower bands?)
Radecek123
Hello,nice strategy.Possibble to adjust somehow so that I could get separate buy/sell orders,pls?Maybe you coul have time to do a favor :) I am not experienced in it.Thank you for your work ,all the best.Thank you!
Azazel2017
How u deal with commisions??
QuantNomad
@Azazel2017, There is not commitions in this strategy. You can add it yourself in strategy parameters
txnemo
Any thought of adding a stop in case the trade goes against you?
المزيد