2Mars - MA / BB / SuperTrend — Strategy by facejungle
By facejungle
Performance Metrics
- Author: facejungle
- Symbol: OKX:SOLUSDT.P
- Timeframe: 1 hour
- Net P&L: +5,064.34 USD (+50.02%)
- Win Rate: 76.0%
- Profit Factor: 3.091
- Max Drawdown: 307.57 USD (2.23%)
- Total Trades: 350
- Sharpe Ratio: 0.669
Description
Oct 21, 2023The 2Mars strategy is a trading approach that aims to improve trading efficiency by incorporating several simple order opening tactics. These tactics include moving average crossovers, Bollinger Bands, and SuperTrend.Entering a Position with the 2Mars Strategy:Moving Average Crossover: This method considers the crossing of moving averages as a signal to enter a position.Price Crossing Bollinger Bands: If the price crosses either the upper or lower Bollinger Band, it is seen as a signal to enter a position.Price Crossing Moving Average: If the price crosses the moving average, it is also considered a signal to enter a position.SuperTrend and Bars confirm:The SuperTrend indicator is used to provide additional confirmation for entering positions and setting stop loss levels. "Bars confirm" is used only for entry to positions.Moving Average Crossover Strategy:A moving average crossover refers to the point on a chart where there is a crossover of the signal or fast moving average, above or below the basis or slow moving average. This strategy also uses moving averages for additional orders #3.Basis Moving Average Length: Ratio * MultiplierSignal Moving Average Length: MultiplierBollinger Bands:Bollinger Bands consist of three bands: an upper band, a lower band, and a basis moving average. However, the 2Mars strategy incorporates multiple upper and lower levels for position entry and take profit.Basis +/- StdDev * 0.618Basis +/- StdDev * 1.618Basis +/- StdDev * 2.618Additional Orders:Additional Order #1 and #2: closing price crosses above or below the Bollinger Bands.Additional Order #3: closing price crosses above or below the basis or signal moving average.Take Profit:The strategy includes three levels for taking profits, which are based on the Bollinger Bands. Additionally, a percentage of the position can be chosen to close long or short positions.Limit Orders:The strategy allows for entering a position using a limit order. The calculation for the limit order involves the Average True Range (ATR) for a specific period.For long positions: Low price - ATR * MultiplierFor short positions: High price + ATR * MultiplierStop Loss:To manage risk, the strategy recommends using stop loss options. The stop loss is updated with each entry order and take-profit level 3. When using the SuperTrend Confirmation, the stop loss requires confirmation of a trend change. It allows for flexible adjustment of the stop loss when the trend changes.There are three options for setting the stop loss:1. ATR (Average True Range):For long positions: Low price - ATR * Long multiplierFor short positions: High price + ATR * Short multiplier2. SuperTrend + ATR:For long positions: SuperTrend - ATR * Long multiplierFor short positions: SuperTrend + ATR * Short multiplier3. StdDev:For long positions: StdDev - ATR * Long multiplierFor short positions: StdDev + ATR * Short multiplierFlexible Stop Loss:There is also a flexible stop loss option for the ATR and StdDev methods. It is triggered when the SuperTrend or moving average trend changes unfavorably.For long positions: Stop-loss price + (ATR * Long multiplier) * MultiplierFor short positions: Stop-loss price - (ATR * Short multiplier) * MultiplierHow configure:Disable SuperTrend, take profit, stop loss, additional orders and begin setting up a strategy.Pick soucre dataNumber of bars for confirmPick up the ratio of the base moving average and the signal moving average.Set up a SuperTrendTime for set up of the Bollinger Bands and the take profitAnd finaly set up of stop loss and limit ordersAll done!For OKX exchange:https://ru.tradingview.com/script/nzilXPNB-2Mars-strategy-OKX/Oct 22, 2023Release NotesFixed minor errorsOct 22, 2023Release NotesAdded:Entry triggerStop-loss triggerSuperTrend as entry signalApr 21Release NotesAdded quantity type for take profit