INVITE-ONLY SCRIPT

DD_Alfa_Strategy

Updated
This is my alfa strategy.

Backtested on the 12H timeframe from June 14, 2019 to November 11, 2019.

Summary:

Net Profit: 50.99%
B&H Return: - 4.49%
Max Drawdown: - 5.41%
Sharpe Ratio: 1.309
Profit Factor: 3.979
Hit Rate: 61.33% (Overall), 47.5% (Longs), 77.14% (Shorts)

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Release Notes
Increased percentage of equity per trade from 12.5 to 20.
Release Notes
Updated coloring of equity curve.
Release Notes
Updated to add a Long_6 condition.
Release Notes
Tweaked condition for Long_6.
Release Notes
Made the signalling metric visible.
Release Notes
Updated the position size amount.
Release Notes
Updated Long_6 condition.
Release Notes
Updated position size condition and renamed the signal names.
Release Notes
Updated condition for Very Weak Short.
Release Notes
Added Bitmex Premium Rate feature and changed color codes.
Release Notes
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Release Notes
Updated opacity of the premium rate plot.
Release Notes
Added checkbox options for different types of conditions.
Release Notes
Updated trigger conditions.
Release Notes
Updated the script for XBTH20 from XBTZ19.
Release Notes
Updated for the new contract XBTM20.
Bitcoin (Cryptocurrency)BTCBTCUSDbtcusdlongbtcusdshortOscillatorsTrend AnalysisVolumexbtXBTUSDxbtusdlongxbtusdshort

Invite-only script

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