OPEN-SOURCE SCRIPT

Buy The Dip - Does It Work?

已更新
Buying the dip has become a meme in crypto, but does it actually work?

Using this script you can find out.
The dip is defined here as the average true range multiplied by a number of your choosing (dipness input) and subtracted from the low.
When price crosses under the dip level, a long is initiated. The long is then closed using a timestop (default value 20 bars), no fancy exits here.

A general rule for buying the dip should be to be more passive in a bull market and aggressive in a bear market.
Same goes for all counter trend trading.

Heres a few other examples of dip buying statistics using the H4 timeframe:

50% profitable, 1.692 Profit Factor
PIVXBTC
快照

56.52% profitable, 1.254 Profit Factor
KMDBTC
快照

27.27% Profitable, 0.257 Profit Factor... yikes!
BINANCE:BTSBTC
快照

73.33% Profitable, 13.627 Profit Factor... o.O
MANABTC
快照
版本注释
Had accidentally hard coded the forward looking number.
Bitcoin (Cryptocurrency)BTCbtfdcryptostatstradingVolatility

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?

免责声明