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CryptOutsider's Strategy

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Dear Tradingview user,

The present script is a BTC strategy backtest tool based on a proprietary algorithm. The performance calculated (blue on the graph) is compared to a "Buy and Hold" position (red on the graph). You can also compare it with other published strategies or even your own one !

It works with buy/sell signals of an oscillator calculated with both price and volume, evaluating accumulation and distribution over a period. 

Please use the ticker COINBASE:BTCUSD, on a 4h resolution (or it won't work).

By default the following conditions used are : 
  • Relative part of equity invested per trade : 10 %
  • Initial capital : 100 $
  • Leverage : x10
  • Commission fees : 0,1%
  • Slippage : 5 ticks

Feel free to change it in order to reflect your commission or slippage conditions on the strategy's panel (double click on the equity curve or the configuration button). Conditions can also be changed in order to improve performance while seeking a bearable drawdown (speaking of which, a relative part equity could be increased up to 30% with an acceptable drawdown).

Starting and finishing dates for the backtest can also be changed in the panel. 

All the best using the strategy !

CryptOutsider

Remark : The backtesting timeframe is partial as the very last week is not available.
發行說明
  • Strategy improved on stop-losses
  • Possibility to choose "long and short part of equity" separetely

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