Beating Bitcoin buy and hold: 2600%
Güncellendi
* Active strategy vs. passive buy-and-hold (light blue line in backtest plot below).
* Includes Bitfinex fees (0.1%).
* Backtest plot is from 2017-01-03 until today.
* It is possible to reduce the drawdown by adjusting position size strategy and/or other parameters -- to get a smoother equity curve.
* No indicator or entry "repainting" is being done here; this is a common problem with some strategies here on TV.
* Send me a message if you're interested in development of automated trading of this and/or other strategies!
Works on other assets too!
* Includes Bitfinex fees (0.1%).
* Backtest plot is from 2017-01-03 until today.
* It is possible to reduce the drawdown by adjusting position size strategy and/or other parameters -- to get a smoother equity curve.
* No indicator or entry "repainting" is being done here; this is a common problem with some strategies here on TV.
* Send me a message if you're interested in development of automated trading of this and/or other strategies!
Works on other assets too!
Not
You have to click the "Buy & Hold Equity" button below to see the comparison between this strategy and simply buying and holding Bitcoin.Not
By using windowed kelly% to control order size, this strategy is much better in my own tests. It is not possible to do this in PineScript though.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.