BTC Dip & Top Strategy By Benson
Apply BTC D&T Index by Benson into trading strategy.
Change strategy factors to simulate the trading results. The default setting of the strategy achieves nearly 3000% ROI from 2018/1/1 to 2020/6/5 with 2X leverage at maximum.
Factors you can tweak:
0. initial capital
1. backtest start date
2. pyramiding orders
3. order size
4. trading fee (commission fee)
Change strategy factors to simulate the trading results. The default setting of the strategy achieves nearly 3000% ROI from 2018/1/1 to 2020/6/5 with 2X leverage at maximum.
Factors you can tweak:
0. initial capital
1. backtest start date
2. pyramiding orders
3. order size
4. trading fee (commission fee)
版本注释:
v0.2
fix quarterly future basis bug
fix quarterly future basis bug
版本注释:
fix max_bars_back error caused by Tradingview's bug
版本注释:
replace a data source that is no longer available on Tradingview