Mean Reversion V-F — Strategy by fullmax
By fullmax
Performance Metrics
- Author: fullmax
- Symbol: BINANCE:STXUSDT
- Timeframe: 2 hours
- Net P&L: +1,867.94 USDT (+144.04%)
- Win Rate: 77.5%
- Profit Factor: 2.364
- Max Drawdown: 204.23 USDT (10.72%)
- Total Trades: 1,812
- Sharpe Ratio: 0.934
Description
Dec 27, 2024This strategy workings on high volatile stock or crypto assetsIt using 5 dynamic band's to get in the long position. In same time depends on the band increases the units of the asset to get in the next position. The unit's of the asset can be adjusted. Make sure to adjust the unit for different asset.The bands are determined of main SMA.There is no stop loss.Take profit is trialing - HMA or % or average price + take profit - note if you use % trailing back test is not realistic but is working on real time.Deviations can be adjust depends on the asset volatility.Dec 28, 2024Release NotesAdd separated deviations on all band's.Clean up same code.This strategy workings on high volatile stock or crypto assetsIt using 5 dynamic band's to get in the long position.In same time depends on the band increases the units of the asset to get in the next position.The unit's of the asset can be adjusted. Make sure to adjust the unit for different asset.The bands are determined of main SMA.There is no stop loss.Take profit is trialing - HMA or % or average price + take profit - note if you use % trailing back test is not realistic but is working on real time.Deviations can be adjust depends on the asset volatility.Jan 28Release NotesAdd option for plotting dynamics band'sAdd option to use different MA TypesChange the calculations on the deviation's of the band's - each band deviation iscalculate from the main MAOne's it get in long position the first band below become static and one's is get on next -position next band below becomes static and so onAdd plot for the static band's one by oneRemove HMA of the trialing take profit - not workingThe units of the asset are change in cash sum for crypto - sum/closeWill update the units for stocks soonJan 28Release NotesAdd unit's for stocks fix plot for static band's