Low Frequency Model [2H-8H]

2019年10月25日

The Low Frequency Model is a trend-following system incorporated with a mean-reversion script. Put simply, buys dips in an up-trend and sells failed rallies in a down-trend. To locate the trend, a slow Accelerator ATR is used to filter out short opportunities in an up-trend and vice versa.

It is fundamentally for low frequencies: 2H-4H-8H at current settings (and custom intermediate TFs). Due to regular anomalies that pop up in the historical volatility at very low TFs, it won't be suited for high frequencies. For daily and weekly, the settings may have to be adapted.

Even though there is a lot of stigma around Heiken Ashi candles, HA proves to be a bonus filter. Best used with HA candles.

It goes without saying that it isn't going to get every trade correct. In both the events the trend is approaching to an end and when the mean-reversion script gets it incorrect, it will be an unprofitable trade. No trading system can maintain a perfect hitrate. You need only a 50% hitrate with a basic 2 RRR to be a profitable trader, for example. And I'd give my foot for a system that can guarantee a 50% hitrate.

2019年10月25日

版本注释

Added an option to take profit on longs/short. This also acts as an opportunity for higher risk longs/shorts even though they're trading against the trend. It doesn't always print, however.

2019年10月25日

版本注释

4H BTC

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2H BTC
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4H XRP
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2H XRP
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4H LTC
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2H LTC
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4H ETH
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2H ETH
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4H EOS
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2H EOS
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2019年10月29日

版本注释

Aesthetic change on the labels.

2019年11月10日

版本注释

Introduced signal sensitivity variable

2021年2月15日

版本注释

Label problems