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sonnyparlin
4 de Oct. de 2021 20:26

TemaVWAPRSI Strategy 

Ethereum / U. S. DollarKraken

Descripción

Exchange: Kraken
Timeframe: 5m
Pair: ETH/USD

If you use this for any other exchange or pair, you'll have to tweak the settings, most importantly are the trailing stop ticks. This strategy is currently in what I would call beta mode. It uses the volume weighted average price indicator, rate of change, two triple exponential moving averages and the relative strength index to find buy and sell signals.

Notas de prensa

Converted to pinescript v5

Notas de prensa

Simplified things and fixed some unintended behavior. Configured for BTCUSD on BINANCE, 5m candles.

Notas de prensa

Starting capitol is set to $1000.

Notas de prensa

Updated some initial values, added some small changes. Configured for bitcoin on binance, 5m candles.
Comentarios
usefulHunter4435
repaint?
miarmus
sonnyparlin
@usefulHunter4435, The built-in function 'strategy.exit()' only accepts ticks for the trailing stop-loss instead of accepting a price percentage, which would be way more reliable for backtesting. Therefore you cannot trust the backtests for strategies that use ticks for stops / trailing stops. (because pinescript is garbage)
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