INVITE-ONLY SCRIPT
已更新 tercanomics' pure alpha
Without considering trends, it’s a strategy which takes either long or short positions based on the volatility changes that happen on price actions.
Instead of being flat, the strategy tries to stay within the price ranges / trends and it keeps trying as long as it predicts that buyers and sellers keep making profit.
The “Take Profit” and “Close” conditions have not been added to the active version and the strategy does not have a static stop point.
Initial version has 63.64% success rate for 1-hour time frame in between the dates 01/01/2019 and 12/04/2020 for BitMEX: XBTUSD. Beside of the 5.894 Profit Factor, >1 Sharpe Ratio and 11.39% Max Drawdown, it has made 1156.82% Net Profit.
The backtest equations have been calculated with an assumption of the use of 100% of the equity and depending on the chosen exchange to trade, there will be market fee (commission) needed.
PM us to obtain access.
Instead of being flat, the strategy tries to stay within the price ranges / trends and it keeps trying as long as it predicts that buyers and sellers keep making profit.
The “Take Profit” and “Close” conditions have not been added to the active version and the strategy does not have a static stop point.
Initial version has 63.64% success rate for 1-hour time frame in between the dates 01/01/2019 and 12/04/2020 for BitMEX: XBTUSD. Beside of the 5.894 Profit Factor, >1 Sharpe Ratio and 11.39% Max Drawdown, it has made 1156.82% Net Profit.
The backtest equations have been calculated with an assumption of the use of 100% of the equity and depending on the chosen exchange to trade, there will be market fee (commission) needed.
PM us to obtain access.
版本注释
no longer available for public use.仅限邀请脚本
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作者的说明
na
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系tercanomics。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
na
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。