INVITE-ONLY SCRIPT
BTC Trading Strategy (>8x Buy & Hold)
Updated
This is proprietary alpha strategy aimed at trading large-cap cryptos, including BTC and ETH.
The script is comprised of several proprietary momentum and volatility indicators that generate buy & sell signals. Roughly 30% of entries are successful, with the rest being exited quickly once invalidated; the entries that persist generated an outsized return. The strategy returned over 8x Buy & Hold returns of BTC from 2016-2021, for a total of >91,000% (from 2016 - 2021/04) vs. roughly 11,000% buy & hold.
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The script is comprised of several proprietary momentum and volatility indicators that generate buy & sell signals. Roughly 30% of entries are successful, with the rest being exited quickly once invalidated; the entries that persist generated an outsized return. The strategy returned over 8x Buy & Hold returns of BTC from 2016-2021, for a total of >91,000% (from 2016 - 2021/04) vs. roughly 11,000% buy & hold.
Message me for access.
Release Notes
Updated strategy parameters to maximize returns.Release Notes
Added support for abrupt exits/entries on overextended runs prior to reversal.There is a small bug: the strategy would often report entries/exits for the same side at the same time, these should be just ignored for now and they don't impact the overall performance assessment.
Release Notes
Fixed a bug that resulted in recursive orders. Another bug remains, but is smaller and will be fixed later.Release Notes
Resolved defect with duplicate orders.Release Notes
Resolved charting defectRelease Notes
Added commission of 0.05% and stop loss, which increased the historical performance of this strategy to an aggregate 15x over buy & hold since 2016.Slippage and funding not taken into account.
Release Notes
Updated tags.Release Notes
Optimized stop loss/extended profit taking.Release Notes
Introduced profit taking suppression during volatility spikes, achieving an extra ~400% gain since 2018.Release Notes
Updated parameters used for sample results:pyramiding=0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, calc_on_every_tick=false, commission_value=0.05, slippage=0
Start date: 2018/1/1
End date: 2021/5/15
No leverage.
Happy trading!
Release Notes
Typo: start date is 2019/1/1.Release Notes
Introduced additional volatility filters to prevent unnecessary entries/exits. No other changes.Release Notes
Major revision, and the last revision to this script that will be posted publicly. Future versions will be posted under "BTC Trading Strategy".Two major changes in this revision: 1) added additional bullish/bearish pattern detection and 2) added support for bear markets (e.g., BTC in 2018).
Sample resulted updated to show last 2 years of trades.
Release Notes
Updated strategy with recent developments.Invite-only script
Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact UnknownUnicorn14354828 for more information, or follow the author's instructions below.
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