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Bitduke
21 apr 2020 18:16

Squeeze Momentum Strategy Signals [Bitduke] 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Beskrivning

Description:

Signals based on transformed Momentum Indicator (leading indicator measuring a security's rate-of-change) with risk management system and ability and custom backtesting.

Usage:

Strategy flips long / short depending of indicator signals. There can be multiple signals of the same type, for example, 2 longs in a row, only the first of them must be taken into account.

Features:

  • Possible to change source: ohlc4, hl2 , hlc3, close
  • Enter your stop loss and take profit in %, NOT ticks
  • Working and robust even without take profit / stop loss
  • Yearly drawdown lower than 20%


Backtesting:

Backtested on BTCPERP ( FTX ).

It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.


Strategy doesn't repaint.

Versionsinformation

Preventing duplicate signals. Now you will get a signal just once.
Kommentarer
x3-pa3
any chances to test your script?
Bitduke
@x3-pa3, sign up with ftx ref link for access

Or you can check the previous version, below:

tradingview.com/script/5tuGpzpd-Squeeze-Momentum-Strategy-based-on-Indicator-LazyBear-Bitduke/
x3-pa3
@Bitduke, ok, 10x
Bitduke
@x3-pa3, added
kevin700
GRANT ACCESS PLEASE.
Mer