[TH] Adaptive Trend : Strategy by TaehoKang
By TaehoKang
Performance Metrics
- Author: TaehoKang
- Symbol: BITFINEX:ETHUSD
- Timeframe: 1 day
- Net P&L: +25,596.15 USD (+253.69%)
- Win Rate: 89.8%
- Profit Factor: 9,029.143
- Max Drawdown: 0.80 USD (0.01%)
- Total Trades: 49
- Sharpe Ratio: 0.421
Description
Adaptive Trend : Strategy *** It should be used with 'heikin ashi' chart *** Super Trend Basically, it is super trend strategy ( Rajandran R Supertrend ) - My idea is, 1. (scale) Factor of super trend is related with sensitivity of Up/Down trend change 2. Constant Factor cause failure of super trend strategy when market prices variance is low ( ie. high Factor ==> miss short trend ) 3. By using variance measure ( like BollingerBand ) as a varying Factor, maybe we can catch short trend and long trend together Loss Cut The silver thick line is loss cut line & silver background means exit position status I found that silver background is appear usually when price moves horizontally 1. It is set to open price of actual position entry ( heikin ashi chart's open price = loss cut line = (open + close)/2 ) 2. If position is long ==> loss cut is executed when low price is lower than loss cut line ==> re-entry when low price is higher than loss cut line 3. If Position is short ==> loss cut is executed when high price is higher than loss cut line ==> re-entry when high price is lower than loss cut lin