INVITE-ONLY SCRIPT
Proprietary High Timeframe Algo - GB | Strategy
Updated
Strategy version of the Study script of the same indicator. Find the Study script here - 
Backtesting Parameters:
Backtesting Parameters:
- Initial Capital = 100k USD
- Percentage of Equity Used per Trade = 100%
- Pyramiding Orders = 0
- Fees = 0.075% (Bitmex Taker Fee)
- Slippage = $10 per Order (The algorithm is profitable even with $1050 slippage maximum)
Release Notes
Fixed an issue when selecting backtesting period.Release Notes
Improved the performance of the algorithm.Backtesting Parameters:
- Initial Capital = 100k USD
- Percentage of Equity Used per Trade = 100%
- Pyramiding Orders = 0
- Fees = 0.075% (Bitmex Taker Fee)
- Slippage = 25 Ticks per Order (The updated algorithm can handle 824 ticks of slippage before achieving a 10:1 Net Profit to Max Drawdown Ratio.)
The script is written in PineScript V.3, makes no use of the security() function and does not use the Trailing Stop-Loss function from TradingView. No repainting issue whatsoever.
Release Notes
Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD.Release Notes
Version 1.05- Pushed the latest strategy setup to reflect the changes on the study() script.
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 pavlaras for more information, or follow the author's instructions below.
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