GBTrend_Enhanced - Strategy
Strategy script of the GBTrend indicator for backtesting purposes.
版本注释:
- Added the option for custom backtesting period.
版本注释:
Updated to the 1.09 version of the study script.
版本注释:
Minor settings update.
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Visual updates.
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Backtesting Report/Strategy Script for the GBTrend_Enhanced indicator. Optimized for BITMEX:XBTUSD on 1h Candlestick Charts. Find the Indicator script here:
The script is written in PineScript V.3, makes no use of the security() function and it does not use the default trailing stop loss function from TradingView. No repainting issue whatsoever.
The script is written in PineScript V.3, makes no use of the security() function and it does not use the default trailing stop loss function from TradingView. No repainting issue whatsoever.
版本注释:
Visual update.
版本注释:
Visual update.
版本注释:
Optimal settings update.
Bitmex historical price data used from 1/1/2017 - 3/6/2019.
Bitmex historical price data used from 1/1/2017 - 3/6/2019.
版本注释:
Optimized settings based on the historical price data from Bitmex from 3/1/2019 - 4/6/2019.
版本注释:
Updated the strategy script to the latest version.
版本注释:
Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD 1/4/2019 - 1/7/2019.
June 2019 ROI (Unleveraged) = 94.89%
June 2019 ROI (Unleveraged) = 94.89%
版本注释:
*Version 1.15*
- Re-optimized the settings.filters. The algo now use the price history of May, June, July to live trade in August.
版本注释:
Settings update.
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Further settings update.
版本注释:
Version 1.18
- Re-optimized the settings/filters using the historical price data of BitMEX:XBTUSD from 1/6/2019 to 1/9/2019 for living trading in September.
- Re-optimized the settings/filters using the historical price data of BitMEX:XBTUSD from 1/6/2019 to 1/9/2019 for living trading in September.
版本注释:
Version 1.19
- Improved algorithm. (Volatility Filter)
- Added volatility calibrated Hegde/Add signals + alerts. The sensitivity of the signals can be determined by the user.
- Cleaned the codebase by removing old/unused code.
- Improved algorithm. (Volatility Filter)
- Added volatility calibrated Hegde/Add signals + alerts. The sensitivity of the signals can be determined by the user.
- Cleaned the codebase by removing old/unused code.
版本注释:
Version 1.20
- Optimization udpdate | 01/06/2020 - 21/08/2020
版本注释:
- Settings Update
版本注释:
Settings update.
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Version 1.23
- Settings update.
- Settings update.
版本注释:
Version 1,24
- Changed the calculation formula for the SSL. No more large spikes. Improved performance.
- Re-optimized settings adjusted to the new SSL calculation formula.
- Long-Only Strategy.
- Changed the calculation formula for the SSL. No more large spikes. Improved performance.
- Re-optimized settings adjusted to the new SSL calculation formula.
- Long-Only Strategy.
版本注释:
Version 1.25
- Updated to the latest version.
- Updated to the latest version.