Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
描述
⋅
So this model try to find by using regular sar the high and the lows I think it need more work to make it better but it just a concept . so it a hybrid of moddified bollinger with regular SAR the High and Low are highlighted
I like it, Some improvements I made. Changed labels to Buy and Sell from Low/High (Makes more sense to me). Added Line of Code# BBSize = input(80, title="BB Band Size", minval=20, maxval=5000) Changed your code in plotshape() to plotshape(low1 and stddev > BBSize, title="Buy", ETC ETC This change is to not buy or sell when the BB bands are small but rather only when there is a bigger movement so rule out false signals. Changed lookback to 800. Looks good on the 1min, When increasing the timeframe the script is applied to both the BB Band Size need to be increased and the lookback value. For 15min lookback 1500 and BB Size 800 with Normal Candles I converted it to a strategy and backtesting using TP $30 and SL $100 and commission 0.075% for the last two months its 90.91% Profitable, 2.5 Profit Factor so very good really without adding more to the code. When backtesting for longer than 3 months back increasing the SL to $200 is needed to stay in profit.