Low volatility Buy w/ TP & SL (Coinrule)

2020年10月22日

The compression of volatility usually leads to expansion. When the breakout comes, it can ignite strong trends. One way to catch a coin trading in an accumulation area is to spot three moving averages with values close to each other. The strategy uses a combination of Moving Averages to spot the best time to buy a coin before its breakout.


Buy Condition

• The MA200 is greater than the MA100
  The MA50 is greater than the MA100
  

According to backtesting results, the 1-hour time frame is the best to run this strategy.


Sell Condition



*Take Profit: the price increases 8% from the entry price
Stop Loss: the price drops 4% from the entry price


The strategy has a profitability of 40-60% (depending on the market conditions). Having a ratio of two between Take profit and Stop Loss helps keeping the strategy profitable in the long term.

2020年11月3日

版本注释

The compression of volatility usually leads to expansion. When the breakout comes, it can ignite strong trends. One way to catch a coin trading in an accumulation area is to spot three moving averages with values close to each other. The strategy uses a combination of Moving Averages to spot the best time to buy a coin before its breakout.

This setup helps catching also early reversals at the end of downtrends.


Buy Condition

- The MA200 is greater than the MA100
- The MA50 is greater than the MA100

According to backtesting results, the 1-hour time frame is the best to run this strategy.


Sell Condition



Take Profit: the price increases 8% from the entry price
Stop Loss: the price drops 4% from the entry price


The strategy has a profitability of 40-60% (depending on the market conditions). Having a ratio of two between Take profit and Stop Loss helps keeping the strategy profitable in the long term.

2020年12月22日

版本注释

The new Script adds the commission to the trades. Now a trading fee of 0.1% is taken into account.

The strategy in the new version trades only with 30% of capital to make the results more aligned to a real-use case.

After backtesting different setups, the take-profit and stop-loss percentages are revised to increase the average return and reduce the standard deviation or the results.