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DCA Average Arbitrage - The Quant Science

DCA Average Arbitrage - The Quant Science™ is a quantitative algorithm based on a DCA model that uses averaging to create a statistical arbitrage system.

DESCRIPTION
The algorithm can be set long or short.
1. Long algorithm: opens long positions with 100% of the capital every time the price deviates negatively for a certain percentage distance from the average.
2. Short algorithm: opens short positions with 100% of capital every time the price deviates positively for a certain percentage distance from the average.

The closing of positions depends on the parameters activated by the user. The user can set the closing on the reverse condition and/or add functions such as stop loss, take profit and closing after a certain bar period.

USER INTERFACE SETTING
The user chooses the long or short direction and sets the parameters for average as length, source and percent distance.

AUTO TRADING COMPLIANT
With the user interface, the trader can easily set up this algorithm for automatic trading. Automating it is very simple, activate the alert functions and enter the links generated by your broker.

BACKTESTING INCLUDED
With the user interface, the trader can adjust the backtesting period of the strategy before putting it live. You can analyze large periods such as years or months or focus on short-term periods.

NO LIMIT TIMEFRAME
This algorithm can be used on all timeframes and is ideal for lower timeframes.

GENERAL FEATURES
Multi-strategy: the algorithm can apply either the long strategy or the short strategy.
Built-in alerts: the algorithm contains alerts that can be customized from the user interface.
Integrated indicator: the quantity indicator is included.
Backtesting included: automatic backtesting of the strategy is generated based on the values set.
Auto-trading compliant: functions for auto trading are included.

ABOUT THE BACKTEST
Backtesting refers to the period 1 January 2022 - today, ticker: ICP/USDT, timeframe 5 minutes.
Initial capital: $1000.00
Commission per trade: 0.03%
cryptotradingDCAdca-botsMoving AveragesstatisticalarbritragestatisticsstrategytradingstrategiestradingsystemTrend Analysis

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作者的說明

You can unlock this algorithm from our website. For any information or questions about this script contact us on Trading View.

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