Acceleration / deceleration strategy
As promised, the updated acceleration / deceleration strategy.
Added switchable shorts (for exchanges with no margin) and more understandable settings.
The idea of the strategy is to look for the distance between the fast and slow SMA. When it decreases, there is a slowdown in price growth and a change in trend, and at the moment it predicts well the breakdowns of Bitcoin.
In the settings you can configure length of fast SMA, the length of the slow SMA is calculated as the length of the fast + diff. Usually, I pick up the fast SMA length, and then looking for the optimal diff. TrendChangeCandles indicates how many columns are needed in order to form a signal. 1 - the signal will be at each slow/acceleration event, we need to filter it, otherwise there will be a lot of unnecessary signals.
At the moment I have a bot that works on the default settings on the Bitmex exchange, and it gives good results. However, I think it is possible to find other settings for other pairs or timeframes (at least 15 minutes) that would give good results.
Added switchable shorts (for exchanges with no margin) and more understandable settings.
The idea of the strategy is to look for the distance between the fast and slow SMA. When it decreases, there is a slowdown in price growth and a change in trend, and at the moment it predicts well the breakdowns of Bitcoin.
In the settings you can configure length of fast SMA, the length of the slow SMA is calculated as the length of the fast + diff. Usually, I pick up the fast SMA length, and then looking for the optimal diff. TrendChangeCandles indicates how many columns are needed in order to form a signal. 1 - the signal will be at each slow/acceleration event, we need to filter it, otherwise there will be a lot of unnecessary signals.
At the moment I have a bot that works on the default settings on the Bitmex exchange, and it gives good results. However, I think it is possible to find other settings for other pairs or timeframes (at least 15 minutes) that would give good results.