[Long/Short] Range Filter-ADX-SAR [BACKTEST]

2019年3月31日

Backtest of the same previous script with alerts.
Range Filter + ADX + SAR + Trailing Stop + Take Profit

2019年4月27日

發行說明

Second Trailing Stop, Trailing Stop Delay Time and Stop Loss added

Some Settings but could be still better:

XBTUSD (BITMEX)

Timeframe = 2H
Position Side = BOTH
Source = hl2
Sampling Period = 12
Range Multiplier = 1.0
ADX lenght = 10
ADX Threshold = 19
SAR start = 0.07
SAR inc = 0.04
SAR max = 0.25
% Activation 1st TS = 1.5
1st TS = 0.2
Delay TS = 59
% Activation 2nd TS = 10
1st TS = 0.2
Stop Loss = 3

ETHUSD (BITMEX)

Timeframe = 2H
Position Side = BOTH
Source = hl2
Sampling Period = 14
Range Multiplier = 0.8
ADX lenght = 15
ADX Threshold = 13
SAR start = 0.08
SAR inc = 0.04
SAR max = 0.3
% Activation 1st TS = 1.5
1st TS = 0.2
Delay TS = 59
% Activation 2nd TS = 15
1st TS = 0.2
Stop Loss = 3

BNBUSDT (BINANCE)

Timeframe = 2H
Position Side = LONG
Source = hl2
Sampling Period = 18
Range Multiplier = 1.1
ADX lenght = 17
ADX Threshold = 20
SAR start = 0.05
SAR inc = 0.04
SAR max = 0.2
% Activation 1st TS = 3
1st TS = 0.3
Delay TS = 59
% Activation 2nd TS = 20
1st TS = 0.3
Stop Loss = 3

Your main enemy is the exchange itself. They try to liquidate you with their unforeseen movements. This script catch those movements ...

2019年6月15日

發行說明

(Only for Alert version) New Trailing Stop Delay. It's the same method as the RePaNoCHa script. It take a snapshot every X seconds, if the TS is activated the alert is triggered, otherwise the price keeps fluctuating until a new snapshot.