3ngine Global Boilerplate — Strategy by jordanfray
By jordanfray
Performance Metrics
- Author: jordanfray
- Symbol: BINANCE:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +5,308.71 USDT (+0.53%)
- Win Rate: 100.0%
- Max Drawdown: 2.93 USDT (0.00%)
- Total Trades: 36
- Sharpe Ratio: −0.466
Description
Jul 5, 2022ABOUT THE BOILERPLATEThis strategy is designed to bring consistency to your strategies. It includes a macro EMA filter for filtering out countertrend trades, an ADX filter to help filter out chop, a session filter to filter out trades outside of desired timeframe, alert messages setup for automation, laddering in/out of trades (up to 6 rungs), trailing take profit, and beautiful visuals for each entry. There are comments throughout the strategy that provide further instructions on how to use the boilerplate strategy. This strategy uses `threengine_global_automation_library`throughout and must be included at the top of the strategy using `import [path to latest version] as bot`. This allows you to use dot notation to access functions in the library - EX: `bot.orderCurrentlyExists(orderID)`.HOW TO USE THIS STRATEGY1. Add your inputsThere is a section dedicated for adding your own inputs near the top of the strategy, just above the boilerplate inputs2. Add your calculationsIf your strategy requires calculations, place them in the `Strategy Specific Calculations` section3. Add your entry criteriaAdd your criteria to strategySpecificLongConditions (this gets combined with boilerplate conditions in longConditionsMet)Add your criteria to strategySpecificShortConditions (this gets combined with boilerplate conditions in shortConditionsMet)Set your desired entry price (calculated on every bar unless stored as a static variable) to longEntryPrice and shortEntryPrice. (This will be the FIRST ladder if using laddering capabilities. If you pick 1 for "Ladder In Rungs" this will be the only entry.)4. Plot anything you want to overlay on the chart in addition to the boilerplate plots and labels. Included in boilerplate: Average entry price Stop lossTrailing stopProfit target Ladder rungsJul 5, 2022Release NotesFixed some typos and formatting issues. Jul 5, 2022Release NotesFixed a bunch of variable typos and issues with plot colors not being set correctly based on long vs short states. Jul 6, 2022Release NotesLot of updates to the strategy to add laddering in. Jul 8, 2022Release NotesFixed issues with laddering out of trades. Still an issue with ladder out exits not working as desired/expected. Fix coming soon. Jul 8, 2022Release NotesLots o changesJul 11, 2022Release NotesLaddering in and out is now fixed!Jul 11, 2022Release NotesFixed Short trades which were closing right after opening. Removed redundant strategy.exit() function that was outside of the logic it needed to be in. Jul 11, 2022Release Notesunifying variable format to use camel case everywhere instead of having a mix of underscores and camel case.Jul 13, 2022Release NotesFixed bug that caused the ladder out quantities to be incorrect resulting in the wrong number of exit orders.