P2-V2 - BTC Strategy by CryptoRox
By version
Performance Metrics
- Author: version
- Symbol: OKCOIN:BTCUSD3M
- Timeframe: 2 hours
- Net P&L: +1,177.37 USD (+1.18%)
- Win Rate: 19.1%
- Profit Factor: 4.021
- Max Drawdown: 689.10 USD (0.68%)
- Total Trades: 21
- Sharpe Ratio: −0.538
Description
Nov 5, 2015P2-V2 also known as Penner2.0 began with a TEMA and MA cross on Heiken Ashi, a strategy brought to us by a group of crypto traders. Since then we've added a few more indicators and played around with the rules.This is an early release as I have yet to go through the full automation aspect, however, I know some of you would like to see where it's at.If you'd like to learn how to automate a full strategy using the Chrome Extension, go to the linked idea for a eurusd setup.Nov 6, 2015NoteAlert Script://version=2study("P2-V2", shorttitle="Alerts", overlay=false)//Heiken Ashi CandlesFactor = 3Pd = 7isHA = input(true, "HA Candles", bool)data = isHA ? heikenashi(tickerid) : tickerido = security(data, period, open)h = security(data, period, high)l = security(data, period, low)c = security(data, period, close)//Triple EMAtemaLength = input(15, minval=1)ema1 = ema(c, temaLength)ema2 = ema(ema1, temaLength)ema3 = ema(ema2, temaLength)tema = 3 * (ema1 - ema2) + ema3//Moving AveragesmaLength = input(7, minval=1)sma = sma(c, smaLength)//RSIsrc = crsiLength = input(4, minval=1, title="Length")up = rma(max(change(src), 0), rsiLength)down = rma(-min(change(src), 0), rsiLength)rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))rsin= input(9)sn = 100 - rsinln = 0 + rsin//Strategygc = c > o ? 1 : 0rc = c snshort = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi o ? 1 : 0rc = c snshort = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi o ? 1 : 0rc = c snshort = crossunder(tema[2], sma[2]) and rc[1] == 1 and rc == 1 and rsi < lnplot(long, "long", color=green)plot(short, "short", color=red)Nov 8, 2015NoteApologies for all the updates, not sure why pasting that section in here becomes corrupt, so instead I simply published the alert script here:Jan 12, 2016NoteAll orders are now being tracked in a Google Sheet for public viewing. Since: 08/12/2014 07:00:00Net Profit = $644.58 in BTC valueLink for tracked statistics here:bit.ly/1SMvGVuJan 19, 2016NoteTo avoid repainting, this code needs to be adjusted. Results actually improve once the issue is corrected.On line 11 - 14 you'll see this...o = security(data, period, open)h = security(data, period, high)l = security(data, period, low)c = security(data, period, close)we need to actually use the previous candle to avoid repainting, so just add a 1 candle look back.square brackets 1 after the words "open, high, low, close"TV does not let me paste the brackets, but you can see on line 12-16 of this strategy here what is needed. Hope this makes sense. Good luck.Dec 2, 2017Release NotesUpdated to Pinescript version 3 and added the new standard components.