This is a very long script and adjusting the settings can be a bit slow so I share some settings. (these may be even better) It has no security() and no Heikin Ashi so no repaint and Backtest is real. It's important to adjust correctly the tics/pips correction. All timeframes but good results at 2H Default settings for BITMEX:ETHUSD 2H Alerts version coming soon...
Enjoy!!!
"Este script es la repanocha"
XBTUSD (BITMEX)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 8 T3 Volume Factor = 0.9 Range Filter+ADX == true Sampling Period = 16 Range Multiplier = 1.3 Flat Market Trades == true ADX lenght = 10 ADX Threshold = 20 Parabolic SAR == true SAR start = 0.03 SAR inc = 0.02 SAR max = 0.3 Pyramiding = 15 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.2 Trailing Stop Offset % (when profit=10 %) = 1.2 Stop Loss = 3.2 Tics/Pips Correction = 10 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 %
ETHUSD (BITMEX)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 6 T3 Volume Factor = 0.7 Range Filter+ADX == true Sampling Period = 10 Range Multiplier = 0.9 Flat Market Trades == true ADX lenght = 11 ADX Threshold = 19 Parabolic SAR == true SAR start = 0.06 SAR inc = 0.07 SAR max = 0.15 Pyramiding = 15 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.25 Trailing Stop Offset % (when profit=10 %) = 1.5 Stop Loss = 3.2 Tics/Pips Correction = 100 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 %
BNBUSDT (BINANCE)
Timeframe = 2H Position Side = LONG Source = hlc3 T3 == true T3 Length = 6 T3 Volume Factor = 0.7 Range Filter+ADX == true Sampling Period = 17 Range Multiplier = 1.3 Flat Market Trades == true ADX lenght = 5 ADX Threshold = 18 Parabolic SAR == true SAR start = 0.04 SAR inc = 0.03 SAR max = 0.25 Pyramiding = 15 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.25 Trailing Stop Offset % (when profit=10 %) = 1.5 Stop Loss == false Tics/Pips Correction = 10000 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 %
LTCUSDT (BINANCE)
Timeframe = 2H Position Side = LONG Source = hlc3 T3 == true T3 Length = 3 T3 Volume Factor = 1 Range Filter+ADX == true Sampling Period = 11 Range Multiplier = 1.1 Flat Market Trades == true ADX lenght = 6 ADX Threshold = 22 Parabolic SAR == true SAR start = 0.07 SAR inc = 0.04 SAR max = 0.15 Pyramiding = 15 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.25 Trailing Stop Offset % (when profit=10 %) = 1.5 Stop Loss == false Tics/Pips Correction = 100 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 %
TRXUSDT (BINANCE)
Timeframe = 2H Position Side = LONG Source = hlc3 T3 == true T3 Length = 7 T3 Volume Factor = 1 Range Filter+ADX == true Sampling Period = 8 Range Multiplier = 1.1 Flat Market Trades == true ADX lenght = 4 ADX Threshold = 22 Parabolic SAR == true SAR start = 0.07 SAR inc = 0.04 SAR max = 0.15 Pyramiding = 15 Trailing Stop Activation % = 0.5 Trailing Stop Offset % (when profit=0.5 %) = 0.25 Trailing Stop Offset % (when profit=10 %) = 1.5 Stop Loss == false Tics/Pips Correction = 100000 Initial Capital = 1000 Quantity = 100 % Commission value = 0.075 %
NAS100 (OANDA)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 3 T3 Volume Factor = 1 Range Filter+ADX == true Sampling Period = 12 Range Multiplier = 1.3 Flat Market Trades == true ADX lenght = 18 ADX Threshold = 21 Parabolic SAR == true SAR start = 0.08 SAR inc = 0.06 SAR max = 0.25 Pyramiding = 15 Trailing Stop Activation % = 0.2 Trailing Stop Offset % (when profit=0.5 %) = 0.15 Trailing Stop Offset % (when profit=10 %) = 1 Stop Loss == false Tics/Pips Correction = 10 Initial Capital = 1000 Quantity = 3 contracts Commission value = 0.2 USD per contract
NATGAS(OANDA)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 3 T3 Volume Factor = 1 Range Filter+ADX == true Sampling Period = 15 Range Multiplier = 1.3 Flat Market Trades == true ADX lenght = 12 ADX Threshold = 21 Parabolic SAR == true SAR start = 0.08 SAR inc = 0.06 SAR max = 0.4 Pyramiding = 15 Trailing Stop Activation % = 0.2 Trailing Stop Offset % (when profit=0.5 %) = 0.15 Trailing Stop Offset % (when profit=10 %) = 1 Stop Loss == false Tics/Pips Correction = 1000 Initial Capital = 1000 Quantity = 4500 contracts Commission value = 0.002 USD per contract
SPX500 (OANDA)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 4 T3 Volume Factor = 0.8 Range Filter+ADX == true Sampling Period = 14 Range Multiplier = 1.3 Flat Market Trades == true ADX lenght = 12 ADX Threshold = 17 Parabolic SAR == true SAR start = 0.09 SAR inc = 0.04 SAR max = 0.2 Pyramiding = 15 Trailing Stop Activation % = 0.15 Trailing Stop Offset % (when profit=0.5 %) = 0.1 Trailing Stop Offset % (when profit=10 %) = 0.5 Stop Loss = 1.5 Tics/Pips Correction = 10 Initial Capital = 1000 Quantity = 8 contracts Commission value = 0.2 USD per contract
US30 (OANDA)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 4 T3 Volume Factor = 0.9 Range Filter+ADX == true Sampling Period = 11 Range Multiplier = 1.1 Flat Market Trades == true ADX lenght = 16 ADX Threshold = 24 Parabolic SAR == true SAR start = 0.08 SAR inc = 0.03 SAR max = 0.05 Pyramiding = 15 Trailing Stop Activation % = 0.15 Trailing Stop Offset % (when profit=0.5 %) = 0.075 Trailing Stop Offset % (when profit=10 %) = 0.5 Stop Loss = 1.5 Tics/Pips Correction = 10 Initial Capital = 1000 Quantity = 1 contracts Commission value = 1.5 USD per contract
WHEAT (OANDA)
Timeframe = 2H Position Side = BOTH Source = hlc3 T3 == true T3 Length = 3 T3 Volume Factor = 1.1 Range Filter+ADX == true Sampling Period = 12 Range Multiplier = 0.9 Flat Market Trades == true ADX lenght = 13 ADX Threshold = 21 Parabolic SAR == true SAR start = 0.1 SAR inc = 0.05 SAR max = 0.15 Pyramiding = 15 Trailing Stop Activation % = 0.2 Trailing Stop Offset % (when profit=0.5 %) = 0.1 Trailing Stop Offset % (when profit=10 %) = 1 Stop Loss = 2.5 Tics/Pips Correction = 1000 Initial Capital = 1000 Quantity = 2500 contracts Commission value = 0.003 USD per contract
Notas de prensa
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Stop Loss bug fixed
Notas de prensa
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Faster and Better (Pyramiding max. 10)
Notas de prensa
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Little bug fixed. (We have to consider that is impossible to exit at the top/bottom of each wick, giving you maximum profits, so backtest provides an ideal and perfect result and doesn't consider the price fluctuates)
Notas de prensa
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Now the script is 75% shorter and Pyramiding is infinite...
ETH:USD (BITMEX) now tic correction = 20
XBT:USD (BITMEX) now tic correction = 2
Maybe next month will be 3.14159
Dannnnnnny
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Thank you for this strategy. I tested and it improved my algo-trading a lot. Able to gains a lot.
Kirk65
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Great work... Looking forward for the alerts version :-)
tiamo3733
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Thank you for your hard work and sharing.
kkhaial
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Mate i been waiting for this, Amazing work bro! and really thank you for everything
UnknownUnicorn2151907
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@kkhaial, Thanks bro ... I've posted settings for 2H only but it also provides good results in lower timeframes: At 15 m changing T3 to 34 length for example.
It's also a bit slow because it has 1500 lines of code but I'm going to cut the 75% by changing the code with "Loop for" when I have time... Yeah!I am still learning.