Quantoshi Global Liquidity StrategyThis strategy leverages global liquidity data alongside technical indicators like the Rate of Change (ROC) and Double Exponential Moving Average (DEMA) to identify optimal long-entry points during major market trends. The script is designed to capture long-term, sustained momentum and includes built-in risk management by filtering out rapid price spikes. It is best suited for swing trading or long-term trend trading.
Key Features:
Global Liquidity Data:
The strategy incorporates data from major global central banks and M2 money supply to calculate a comprehensive liquidity index, which is a critical component for long-term trend detection.
ROC-DEMA Crossover:
It combines the Rate of Change (ROC) and a 100-period Double Exponential Moving Average (DEMA) to identify momentum shifts. Long entries are triggered when these indicators confirm an upward trend.
Price Thresholds:
The strategy compares the current price to the price from several candles ago to ensure positions are not entered during unsustainable price surges.
Custom Alerts:
Automated alerts for long entries and exits allow users to automate their trades or receive timely notifications when market conditions are met.
How It Works:
The strategy enters long positions when ROC and DEMA signals confirm a positive trend, and the price conditions suggest a sustainable upward momentum. Long exits occur when the momentum reverses, with a clear crossover signal of ROC below DEMA. Custom alert messages make it ideal for automated trading setups.
Why It's Unique:
This strategy combines liquidity data with technical indicators to filter noise and focus on significant market shifts. It allows traders to capture major trend reversals without needing to actively monitor the charts, making it useful for those focused on swing or long-term trading.
Backtesting & Risk Management:
Given its long-term focus, this strategy generates only a few signals per decade when used on a weekly timescale. As a result, traditional backtesting show few trades, but historical analysis reveals its effectiveness in capturing major market movements.
Account Size:
The backtest is based on a $1,000 account size to represent a realistic trading scenario.
Commissions & Tick size: Commission fees of 0.1% and a tick size of 100 are applied to reflect real-world trading conditions.
Trade Size:
Risk per trade is limited to 5% of the account balance to align with sound risk management practices.
Bitcointrading
Aulus - Smoothing Profit Curve on Bitcoin TradingAulus is our new strategy made with the idea of smoothing profit curve. With leverage trading some strategies can leave you with heavy drawdowns, and even if final profit looks good, this drawdown periods can be exhausting. So in our research we've focused on maximum profits, minimum possible drawdowns and most importantly, profit curve smoothing.
Same as our latest strategy Aurelius, Aulus has more helpers for real trading, such as:
— Getting onboard on pullbacks and
— Take profits on heavy overbought/oversold spots
And as always:
— No repainting
— No “security” function, so this strategy fully works on given timeframe
— No waiting for bigger candle close
------- Modelling high-leverage trading in detail -------
High-leverage trading
High leverage was in mind when we were designing this strategy. In short, if we use real margin of 1.5% on Bitmex that equals real leverage of 67. Real leverage means that is no subsidy payment for the Bitmex insurance fund of exchange. Putting it simple, our stop loss is 1.5% below entry price for longs. That gives us an opportunity to trade position size that is about x3 of our initial capital when actually risking 5% percent of equity. We can also fine-tune our risk appetite, so risking 2% of equity with 1.5% stop loss gives us about x1.2 on our initial capital, and risking 2% of equity with 3% stop loss gives us tradable position of 60% of our capital. Credits for this system going to Antiliqudation tool.
Backtest
We're trying to make backtest modes as realistic as we can, so there is leverage modelling:
— Initial capital: 9 822 USD. That means we put the price of 1 BTC in the beginning of testing.
— Fixed order size of 2.6 BTC per position. That means we're using 4% of equity per trade.
— We have more than 1000 orders. It is hard to monitor them 24/7 so automation is good thing to use.
Automation
— Commission of 0 is real in implementation, as some exchanges pays you -0.025% (negative) market maker commission. Automated order execution is necessary for zero commission, and a special type of order that tries to enter a position with a limit order that is constantly adjusted to be at the front of the order book is needed. So automation tools calls it “aggressive” order. Please look for ways of automation listed on Pine Coders site.
— Slippage can be set in “aggressive” orders, here in backtests default is zero.
There are lot more details about algotrading and leverage nuances, feel free to contact and ask for anything.
Use the link under backtesting results block to obtain access to this strategy!
BTC Massive ProfitThis script is meant to be used on BTC while viewing the 30m chart. This script has generated MASSIVE profits. Greatest BTC script on the market
