Time Based Crypto DayTrade Strategy

2022年12月9日

This is a time based strategy, designed to enter and exit within the same day of the week, using different hours for entry and exit.

The script is long only direction, and it has no risk management inside, so use it with caution.

At the same time you can also calculate each individual hour return within a certain day, and make your own idea about the best moments to be enter.

In order to filter a bit from the bad trades, I have applied an ATR filter, to check if that volatility is rising in order to help eliminate some of the bad trades when there is no volatility around.


For this example, on BTC, it seems that for the last years, on tuesday and thursday, enterring at the beginning of the daily candle, 01:00hours and exit at 00:00 hours, seems to give positive results giving the idea that can be converted in some sort of edge into our favor.
However dont take this entirelly for granted and conduct your own searches