Important Notes for Backtest Results
Studies
Directional Indicator Oscillator (DIOSC)
The Directional Indicator (DI) is a component of the Average Directional Index (ADX) and is used to measure the presence of a trend. The ADX is designed to show trend direction as well as trend strength. The directional movement oscillator converts the two lines of the DMI (Directional Movement Index) into a single oscillator that fluctuates above and below zero. A directional movement oscillator (DIOSC) is calculated by subtracting the -DI from the +DI.
When the Positive Directional Indicator (+DI) is moving up, and above the Negative Directional Indicator (-DI), then the price uptrend is strengthening. When the +DI is moving down, and below the -DI, then the price downtrend is strengthening. Crossovers between the +DI and -DI are sometimes used as trade signals as the crossover indicates the possibility of a new trend emerging.
The Directional Indicator Oscillator (DIOSC) is showing the uptrend or downtrend of any calculated trend and using for deciding the movement directions.
Center of Gravity (COG)
The Center of Gravity indicator (COG) is an oscillator based on an article by John F. Ehlers on page 20 of the May 2002 issue of Stocks and Commodities Magazine. COG has essentially zero lag and enables clear identification of turning points. COG is a tool that helps to identify support and resistance levels. The classic form of the indicator is as an oscillator, formed by means of a weighted moving average. On the basis of this classic form, the center of the price is calculated, and price corridors define the price movement into the channels.
We use Center of Gravity (COG) as a basis of our trading strategy and make some linear regression calculations to define the trigger and signal points for buying or selling areas.
Keltner Channel
The Keltner Channel was first introduced by Chester Keltner in the 1960s. The original formula used simple moving averages (SMA) and the high-low price range to calculate the bands. In the 1980s, a new formula was introduced that used average true range (ATR). The ATR method is commonly used today.
The Keltner Channel is a volatility-based technical indicator composed of three separate lines. The middle line is an exponential moving average (EMA) of the price. Additional lines are placed above and below the EMA. The upper band is typically set two times the ATR above the EMA, and the lower band is typically set two times the ATR below the EMA. The bands expand and contract as volatility (measured by ATR) expands and contracts.
Keltner Channels are volatility-based bands that are placed on either side of an asset's price and can aid in determining the direction of a trend.
The angle of the Keltner Channel also aids in identifying the trend direction. The price may also oscillate between the upper and lower Keltner Channel bands, which can be interpreted as resistance and support levels.
Theoretically, if the price is reaching the upper Keltner Channel band, then the trend is bullish, while reaching the lower band, then the trend is bearish.
Bollinger Bands
Bollinger Bands were developed and copyrighted by famous technical trader John Bollinger, designed to discover opportunities that give investors a higher probability of properly identifying when an asset is oversold or overbought.
A Bollinger Band is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.
The purpose of Bollinger Bands is to provide a relative definition of high and low prices of a market. By definition, prices are high at the upper band and low at the lower band. This definition can aid in rigorous pattern recognition and is useful in comparing price action to the action of indicators to arrive at systematic trading decisions.
Auto Pause
Auto Pause is an important feature that focuses on suspending all trades within a certain period of time, taking into account the possible decrease in volume during the day in any parity. Especially in parities operating 24/7, these volume decreases reach the highest level on Sundays. Therefore, Auto Pause prevents trading strategy from being executed on Sundays. Auto Pause also assumes serious activity on Fridays of each week and suspends trading for a specific timeframe to avoid potential large losses.
When the Auto Pause feature is activated, it significantly reduces the percentage and amount of loss on the trading strategy. Therefore, while the total accuracy and profit factor increase, the probability of loss decreases.
Auto Pause is an ultimate blocks of codes for real time trading and created by Monsterader as an unique feature. Auto Pause is one of the most important and useful trading strategy features ever developed by Monsterader.
Auto Pause is a Patent-Pending trading strategy feature.
RSI Entry Limit
Relative Strength Index (RSI) Entry Limit is a feature developed entirely by the Monsterader team that decides where to entry any buy or sell signal along with other parameters it works with. RSI Entry Limit is basically based on not making trades that will cause losses from overbought or oversold points by using the RSI channel ranges.
RSI Entry Limit feature is an important feature that increases the stability of a trading strategy and prevents unnecessary trading losses. Moreover, it is equipped with parametric features that the user of the trading strategy can customize according to her/his own wishes.
Trade Series
Trade Series focuses on the average of a particular winning series, taking into account the previous trades of a trading strategy.
Accordingly, in order for a Trade Series to occur, at least 1 unsuccessful trade must occur after profitable trades. For example, let's assume that a Trade Series makes a total of 1000 buy or sell transactions in 1 year. And let's say that trading strategy has made an average of 10 successful buys or sells in a row. Let's exemplify that successful trades in the current trade series also came in at the previous average of 10.
In this case, Trade Series will reduce the total number of contracts entered into the trade, assuming that the next trades in the trading strategy are more risky, and will open trades with higher leverage and lower number of contracts according to the parameters to be selected. While Trade Series protects the total amount in the safe against the risk of possible loss, it also increases the possibility of providing higher returns in this risky transaction as it increases the leverage.
There are dozens of parameters waiting to be configured under 4 main headings in the Trade Series parameters. There are definitions of all these parameters under the parameter options title.
Trade Series is an ultimate blocks of codes for real time trading and created by Monsterader as an unique feature. Trade Series is one of the most important and useful trading strategy features ever developed by Monsterader.
Trade Series is a Patent-Pending trading strategy feature.
Trading Strategy Badge
Feature
This trading strategy uses lots of features and was created with an algorithm that works in Dynamic Plus mode. Dynamic Plus Mode trading strategies allow to change the start and end dates of Safe and Crazy modes offered in Dynamic mode. Thus, you can change the working dates of the modes in Dynamic Plus according to parity, centralized exchanges or trading pairs.
Signal Management
Signal management works on a two-layer architecture. Accordingly, when the triggering conditions occur, the decisions to buy-sell or close the position and open another position are automatically evaluated through these layers.
Signal management always waits for the candlestick close time to take a trade position and enter the position with the incoming buy or sell signal. For this reason, position entry transactions are made not at the moment the signal is given, but when that candlestick is closed and a new candlestick begins and if the signal still exists. Take profit or stop loss signals are executed as soon as signal is given, without waiting for the candlestick close time.
Although there are more than one triggering factor on the same candle, it may not be possible to buy-sell or close a position on that candle. Decision moments are evaluated by looking at more than one parameter on the back and a decision is made as a result of this evaluation. Basically, until an open position is closed, another position cannot be opened.
This feature has been developed to prevent the possibility of exponentially increased and possible reversed positioning. Thus, all transactions can be carried out in accordance with real-time trading.
Just to give you an idea!
You can see some of the best results that came out of these tests with several timeframes and few pairs as follows.
Backtest Scenario 1
Important Notes
- TradingView "Use Bar Magnifier" feature was used in backtest results for more accurate and realistic results. If this feature is not changed by TradingView in the future, it is currently described only for premium users. Non -premium users may see different results when they add Script to the chart. There may only be different results on past data, but this is not a problem for real-time signals and alarm triggers.
- This trading strategy has been tested on multiple parities, multiple centralized exchanges, multiple timeframes based on transactions between 2021-01-01 and 2022-10-31.
- There are multiple parametric algorithms behind this trading strategy, and the content, number, behavior and outputs of these parametric algorithms are the main factors in determining the trading strategy.
- This trading strategy organized with parametric algorithms, there are areas for TradingView users to change and customize according to their own decisions.
- You can use this trading strategy to trade with any parity, any exchange or platform, any timeframe. This backtest results are only shown as examples and capabilities of trading strategy.
Studies
Directional Indicator Oscillator (DIOSC)
The Directional Indicator (DI) is a component of the Average Directional Index (ADX) and is used to measure the presence of a trend. The ADX is designed to show trend direction as well as trend strength. The directional movement oscillator converts the two lines of the DMI (Directional Movement Index) into a single oscillator that fluctuates above and below zero. A directional movement oscillator (DIOSC) is calculated by subtracting the -DI from the +DI.
When the Positive Directional Indicator (+DI) is moving up, and above the Negative Directional Indicator (-DI), then the price uptrend is strengthening. When the +DI is moving down, and below the -DI, then the price downtrend is strengthening. Crossovers between the +DI and -DI are sometimes used as trade signals as the crossover indicates the possibility of a new trend emerging.
The Directional Indicator Oscillator (DIOSC) is showing the uptrend or downtrend of any calculated trend and using for deciding the movement directions.
Center of Gravity (COG)
The Center of Gravity indicator (COG) is an oscillator based on an article by John F. Ehlers on page 20 of the May 2002 issue of Stocks and Commodities Magazine. COG has essentially zero lag and enables clear identification of turning points. COG is a tool that helps to identify support and resistance levels. The classic form of the indicator is as an oscillator, formed by means of a weighted moving average. On the basis of this classic form, the center of the price is calculated, and price corridors define the price movement into the channels.
We use Center of Gravity (COG) as a basis of our trading strategy and make some linear regression calculations to define the trigger and signal points for buying or selling areas.
Keltner Channel
The Keltner Channel was first introduced by Chester Keltner in the 1960s. The original formula used simple moving averages (SMA) and the high-low price range to calculate the bands. In the 1980s, a new formula was introduced that used average true range (ATR). The ATR method is commonly used today.
The Keltner Channel is a volatility-based technical indicator composed of three separate lines. The middle line is an exponential moving average (EMA) of the price. Additional lines are placed above and below the EMA. The upper band is typically set two times the ATR above the EMA, and the lower band is typically set two times the ATR below the EMA. The bands expand and contract as volatility (measured by ATR) expands and contracts.
Keltner Channels are volatility-based bands that are placed on either side of an asset's price and can aid in determining the direction of a trend.
The angle of the Keltner Channel also aids in identifying the trend direction. The price may also oscillate between the upper and lower Keltner Channel bands, which can be interpreted as resistance and support levels.
Theoretically, if the price is reaching the upper Keltner Channel band, then the trend is bullish, while reaching the lower band, then the trend is bearish.
Bollinger Bands
Bollinger Bands were developed and copyrighted by famous technical trader John Bollinger, designed to discover opportunities that give investors a higher probability of properly identifying when an asset is oversold or overbought.
A Bollinger Band is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.
The purpose of Bollinger Bands is to provide a relative definition of high and low prices of a market. By definition, prices are high at the upper band and low at the lower band. This definition can aid in rigorous pattern recognition and is useful in comparing price action to the action of indicators to arrive at systematic trading decisions.
Auto Pause
Auto Pause is an important feature that focuses on suspending all trades within a certain period of time, taking into account the possible decrease in volume during the day in any parity. Especially in parities operating 24/7, these volume decreases reach the highest level on Sundays. Therefore, Auto Pause prevents trading strategy from being executed on Sundays. Auto Pause also assumes serious activity on Fridays of each week and suspends trading for a specific timeframe to avoid potential large losses.
When the Auto Pause feature is activated, it significantly reduces the percentage and amount of loss on the trading strategy. Therefore, while the total accuracy and profit factor increase, the probability of loss decreases.
Auto Pause is an ultimate blocks of codes for real time trading and created by Monsterader as an unique feature. Auto Pause is one of the most important and useful trading strategy features ever developed by Monsterader.
Auto Pause is a Patent-Pending trading strategy feature.
RSI Entry Limit
Relative Strength Index (RSI) Entry Limit is a feature developed entirely by the Monsterader team that decides where to entry any buy or sell signal along with other parameters it works with. RSI Entry Limit is basically based on not making trades that will cause losses from overbought or oversold points by using the RSI channel ranges.
RSI Entry Limit feature is an important feature that increases the stability of a trading strategy and prevents unnecessary trading losses. Moreover, it is equipped with parametric features that the user of the trading strategy can customize according to her/his own wishes.
Trade Series
Trade Series focuses on the average of a particular winning series, taking into account the previous trades of a trading strategy.
Accordingly, in order for a Trade Series to occur, at least 1 unsuccessful trade must occur after profitable trades. For example, let's assume that a Trade Series makes a total of 1000 buy or sell transactions in 1 year. And let's say that trading strategy has made an average of 10 successful buys or sells in a row. Let's exemplify that successful trades in the current trade series also came in at the previous average of 10.
In this case, Trade Series will reduce the total number of contracts entered into the trade, assuming that the next trades in the trading strategy are more risky, and will open trades with higher leverage and lower number of contracts according to the parameters to be selected. While Trade Series protects the total amount in the safe against the risk of possible loss, it also increases the possibility of providing higher returns in this risky transaction as it increases the leverage.
There are dozens of parameters waiting to be configured under 4 main headings in the Trade Series parameters. There are definitions of all these parameters under the parameter options title.
Trade Series is an ultimate blocks of codes for real time trading and created by Monsterader as an unique feature. Trade Series is one of the most important and useful trading strategy features ever developed by Monsterader.
Trade Series is a Patent-Pending trading strategy feature.
Trading Strategy Badge
- Short Code: MTGDZ2-B
- Title: MT Golem Basic
Feature
This trading strategy uses lots of features and was created with an algorithm that works in Dynamic Plus mode. Dynamic Plus Mode trading strategies allow to change the start and end dates of Safe and Crazy modes offered in Dynamic mode. Thus, you can change the working dates of the modes in Dynamic Plus according to parity, centralized exchanges or trading pairs.
Signal Management
Signal management works on a two-layer architecture. Accordingly, when the triggering conditions occur, the decisions to buy-sell or close the position and open another position are automatically evaluated through these layers.
Signal management always waits for the candlestick close time to take a trade position and enter the position with the incoming buy or sell signal. For this reason, position entry transactions are made not at the moment the signal is given, but when that candlestick is closed and a new candlestick begins and if the signal still exists. Take profit or stop loss signals are executed as soon as signal is given, without waiting for the candlestick close time.
Although there are more than one triggering factor on the same candle, it may not be possible to buy-sell or close a position on that candle. Decision moments are evaluated by looking at more than one parameter on the back and a decision is made as a result of this evaluation. Basically, until an open position is closed, another position cannot be opened.
This feature has been developed to prevent the possibility of exponentially increased and possible reversed positioning. Thus, all transactions can be carried out in accordance with real-time trading.
Just to give you an idea!
You can see some of the best results that came out of these tests with several timeframes and few pairs as follows.
Backtest Scenario 1
- Parity: BTCUSDTPERP
- Net Profit: 380x
- Accuracy: 99%
- Timeframe: 4H
- Parity: AAPLUSD
- Net Profit: 2.33x
- Accuracy: 96%
- Timeframe: 4H
- Parity: ETHUSDTPERP
- Net Profit: 186x
- Accuracy: 97%
- Timeframe: 4H
Important Notes
- The results of real-time trading may change depending on the timeframe, parameters, parities and leveraged exchanges.
- The commission rate realized in real-time trading transactions is accepted as 0.04. The commission rate can be adjusted from the strategy parameters according to the platform on which the transactions will be executed.
- Real-time trade data can also be observed in the transactions.
- This trading strategy is closed-source, Invite-only and NOT free.
- Permission will be automatically granted in 24 hours for who subscribed for this trading strategy with related strategy short code from our website.
發布通知:
- Net volume added.
- Chart updated.
Monsterader creates trading algorithms that can be used in automated or manual trading operations via Tradingview.
Visit the website to get more detailed information about Monsterader trading strategies and to review the details.
Visit the website to get more detailed information about Monsterader trading strategies and to review the details.