OPEN-SOURCE SCRIPT
EMA50Diff & MACD Strategy

One of my attempts to create a strategy for BTC.
Its a combination of EMA50Diff (the difference between spot and EMA50) and MACD.
Buy signal if (EMA50Diff) < -(EMADiffThreshold),
(MACD bearish crossunder),
(MACD) < -(MACDThreshold),
(EMA50Diff) > (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) < (EMA50Diff 2 candles ago)
Sell signal if (EMA50Diff) > (EMADiffThreshold),
(MACD bullish crossover),
(MACD) > (MACDThreshold),
(EMA50Diff) < (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) > (EMA50Diff 2 candles ago)
Exit either when target or stoploss get reached.
Initial capital is set to 100k and its currently going all-in on every trade but im looking for a better way to handle position sizes already..
Also i included slippage of 30 ticks and exchange commission of 0.15% (e.g. 2x BitMEX market taker fee)
Works best on 15m on bitfinex, bitstamp and gdax and i'm still trying to optimize it for bitmex too, will update when i got there..
Its a combination of EMA50Diff (the difference between spot and EMA50) and MACD.
Buy signal if (EMA50Diff) < -(EMADiffThreshold),
(MACD bearish crossunder),
(MACD) < -(MACDThreshold),
(EMA50Diff) > (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) < (EMA50Diff 2 candles ago)
Sell signal if (EMA50Diff) > (EMADiffThreshold),
(MACD bullish crossover),
(MACD) > (MACDThreshold),
(EMA50Diff) < (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) > (EMA50Diff 2 candles ago)
Exit either when target or stoploss get reached.
Initial capital is set to 100k and its currently going all-in on every trade but im looking for a better way to handle position sizes already..
Also i included slippage of 30 ticks and exchange commission of 0.15% (e.g. 2x BitMEX market taker fee)
Works best on 15m on bitfinex, bitstamp and gdax and i'm still trying to optimize it for bitmex too, will update when i got there..
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开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。