Deviation between Quantity and Price - Event Contract

7 天前

Quantitative strategy is a strategy developed based on trading volume and price behavior, mainly to capture the deviation between trading volume strength and price behavior in the short term, and set it as a unique fixed position of two K-lines. Therefore, this strategy is only applicable to event contract trading!!!

Note: The indicators and parameters of this strategy are specifically selected for the 5-minute cycle of ETH contracts, so they are not applicable to other varieties and cycles!

This strategy combines multiple technical indicators, quantitative analysis, and market trend filters to identify high probability trading opportunities and support both long and short trades.

Its core features include:
Quantitative analysis: Focus on the surge in trading volume, and confirm market momentum through indicators such as net trading volume (OBV) and cash flow (CMF).

Price behavior: Analyze the K-line pattern (such as long/short breaks) and its entity to full range ratio to ensure the reliability of price movements.

Trend filtering: Use exponential moving averages (EMA), average trend indices (ADX), and custom benchmark moving averages (Base MA) to confirm trend direction and strength.

External market environment: Introduce Bitcoin (BTC/USDT) trend data to align with broader market sentiment.

Risk management: Manage risks through controlling position size, trading direction, and cooling off periods after losses.

Performance tracking: Provide a detailed statistical panel to monitor transaction frequency, win rate, and continuous profit/loss records.

Those who need a strategy can contact me for authorization.

7 天前

發行說明

Note: This strategy is specific to event contracts, which only care about the outcome and win rate, and do not need to consider profit or loss ratios, fees, slippage, trading risks, etc. Therefore, I did not add a take profit and stop loss module to control risks in the code, nor did I add a series of codes such as fund management, fees, slippage, etc.

Please be aware that this strategy should not be used for contract trading as it may result in losses.

7 天前

發行說明

Fully English the user interface of the script

7 天前

發行說明

Real time performance has been turned off
Ensure that calc_on_every_tick=false

4 天前

發行說明

Add opening logic to increase order frequency while maintaining win rate

4 天前

發行說明

Delete opening labels, remove unnecessary symbols, and tidy up charts