MADMEX XBTUSD (1.6 + Hedge)

2019年6月26日

I thought I share some progress on the lastest version of my Madmex XBTUSD trading setup.

The backtest data actually matches 95% with the real live trading of the past few months. This strategy is trading in a real/production environment for a while now and the numbers add up.

Improvements

- Dynamic Position Sizing
- Adaptive ATR Exits and Take Profit Orders
- Adaptive Pyramid Buying based on Liquidity and Bitmex Order Book Data
- Hedging / 1x Short Algorithm

Here the last two trades from the live trading environment:
imgur.com/a/05UGQkx