OPEN-SOURCE SCRIPT

QuarryLake v4

As some of you requested, I will make the code for QuarryLake Open for you all.
I have also updated the script in version 4.

This strategy consists of 3 indicators that I found works quite well together.

Keltner Channel, Waddah Attah Explosion, and Volatility Stop .

KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5

Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown

Works well on BTCUSD XBTUSD , as well as other major liquid Pair.

This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp , feel free to modify it to your needs.

And lastly,

Save Hong Kong, the revolution of our times.
ATRAverage True Range (ATR)BTCBTCUSDcryptoCryptocurrencyKeltner Channels (KC)trendTrend AnalysisxbtXBTUSD

開源腳本

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