Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
描述
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Its a break-out strategy with simple rules and strict money management (every trade risk 1% of the equity) Entry happens on breakout of significant swing points. Initial stop loss is on the opposite swingpoint and will be trailed by multiple factors including a maximum distance to the current price.
Works best on BTCUSD on H4. Also good results on higher timeframes. also cross checked other pairs. works on IOTUSD and EOSUSD . Seems to have some troubles (in default params) with LTC and XRP.
feel free to leave a comment and please tell me if you find a reason why this shouldn't make you rich :D
發布通知
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Made it more correct and predictable by trailing the stop to the new entry-stop as soon as a new entry signal appears (otherwise TV has problems with correct executions). Also entry signals need to be active for at least 1 bar before being considered now. this also adds to the results being more realistic when being traded manually.
reduced the overall return but increased the profitfactor and reduced max drawdown.