MA wiht Logistic [Jsk] — Strategy by Jasonkasei
By Jasonkasei
Performance Metrics
- Author: Jasonkasei
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 1 hour
- Net P&L: +914,469.97 USDT (+92.59%)
- Win Rate: 14.3%
- Profit Factor: 1.147
- Max Drawdown: 2,160,377.89 USDT (53.08%)
- Total Trades: 432
- Sharpe Ratio: 0.214
Description
This script is published for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Trade at your own risk; the author accepts no liability for any financial loss incurred.Concept• Direction is defined by the relationship between price and two moving averages (Fast & Slow).Long: Close > Fast MA > Slow MAShort: Close < Fast MA < Slow MA• Three independent exit modes are available:1) None – positions are closed only when an opposite signal appears.2) Percentage – fixed take-profit / stop-loss expressed in % of entry price (default +20 % / –5 %).3) Logistic – a dynamic take-profit / stop-loss based on a logistic transformation of unrealised P&L.Key Inputs• MA Type: EMA, SMA or WMA• Fast / Slow MA length• Exit Mode: None | Percentage | Logistic• Percentage TP / SL values (active when Exit Mode = Percentage)• Logistic settings: slope k, midpoint, TP / SL probability thresholds (active when Exit Mode = Logistic)Recommended UseThe script works on any market or timeframe, but MA-based trend filters usually perform better in assets with smooth, directional moves. Always verify results in the Strategy Tester and account for commissions and slippage.