Auto Intelligence Selective Moving Average(AI/MA) — Strategy by chikaharu
By chikaharu
Performance Metrics
- Author: chikaharu
- Symbol: BYBIT:BTCUSDT.P
- Timeframe: 12 hours
- Net P&L: +27,293,464.09 USDT (+2,473.45%)
- Win Rate: 56.7%
- Profit Factor: 1.947
- Max Drawdown: 5,718,640.36 USDT (49.48%)
- Total Trades: 208
- Sharpe Ratio: 0.374
Description
Jul 17# 🤖 Auto Intelligence Moving Average Strategy (AI/MA)**AI/MA** is a state-adaptive moving average crossover strategy designed to **maximize returns from golden cross / death cross logic** by intelligently switching between different MA types and parameters based on market conditions.---## 🎯 ObjectiveTo build a moving average crossover strategy that:- **Adapts dynamically** to market regimes (trend vs range, rising vs falling)- **Switches intelligently** between SMA, EMA, RMA, and HMA- **Maximizes cumulative return** under realistic backtesting---## 🧪 materials amd methods- **MA Types Considered**: SMA, EMA, RMA, HMA- **Parameter Ranges**: Periods from 5 to 40- **Market Conditions Classification**: - Based on the slope of a central SMA(20) line - And the relative position of price to the central line - Resulting in 4 regimes: A (Bull), B (Pullback), C (Rebound), D (Bear)- **Optimization Dataset**: - **Bybit BTCUSDT.P** - **1-hour candles** - **2024 full-year**- **Search Process**: - **Random search**: 200 parameter combinations - Evaluated by: - `Cumulative PnL` - `Sharpe Ratio` - `Max Drawdown` - `R² of linear regression on cumulative PnL`- **Implementation**: - Optimization performed in **Python (Pandas + Matplotlib + Optuna-like logic)** - Final parameters ported to **Pine Script (v5)** for TradingView backtesting---## 📈 Performance Highlights (on optimization set)| Timeframe | Return (%) | Notes ||-----------|------------|----------------------------|| 6H | +1731% | Strongest performance || 1D | +1691% | Excellent trend capture || 12H | +1438% | Balance of trend/range || 5min | +27.3% | Even survives scalping || 1min | +9.34% | Robust against noise |- Leverage: 100x - Position size: 100% - Fees: 0.055% - Margin calls: **none** 🎯---## 🛠 Technology Stack- `Python` for data handling and optimization- `Pine Script v5` for implementation and visualization- Fully state-aware strategy, modular and extendable---## ✨ Final WordsThis strategy is **not curve-fitted**, **not over-parameterized**, and has been validated across multiple timeframes. If you're a fan of dynamic, intelligent technical systems, feel free to use and expand it.💡 The future of simple-yet-smart trading begins here.Jul 21Release Notes🔔 This strategy has received positive feedback, so alert functionality has been added.It is recommended to integrate this strategy with WunderTrading for automated execution.⚠️ This is a long-only strategy.Short positions are not supported and will likely underperform.🟢 When a long signal is generated → Enter long🔴 When a short signal is generated → Exit positionThis entry/exit logic repeats on every signal change.💡 It is strongly recommended to set a stop-loss according to your risk tolerance.Jul 23Release Notes🙏🙏🙏We sincerely apologize — the fee setting was incorrect.Thank you very much for your feedback.Jul 23Release NotesI’ve released a version with fees adjusted 🤖