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Bitduke
18 Nis 2020 13:53

Squeeze Momentum Strategy SL TP v2 

Bitcoin Perpetual FuturesFTX

Açıklama

Improved version of my Squeeze Momentum Strategy.

Changes:

  • Possible to change source: ohlc4, hl2, hlc3, close
  • Enter your stop loss and take profit in %, NOT ticks
  • Working and robust even without take profit / stop loss
  • Yearly drawdown lower than 20%


Backtesting

Backtested on BTCPERP (FTX). It shows much better results on 1h timeframe (about 200% yearly, 55% in 2020) and relatively low drawdown to date.

  • Initial Capital: $1000
  • Capital per trade: $1000
  • Including fee: 0.075% (buy + sell) side, type "taker"


Strategy doesn't repaint.

Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).

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To access: sign up on FTX using ref link from my signature.
Yorumlar
petr.tesnar
Hello,is it possible to get access to this script? Thank you very much :-)
petr.tesnar
@Petr.tesnar, Registered on FTX and bitMEX :-)
DanielBabich
Hello, could I get access to this script? Thanks in advance!
DanielBabich
@Bitduke, Thank you very much! I backtested your previous squeeze indicator, also nice work. I let code my own strategy also based on the squeeze, but my results are far away from yours. Are you open minded to have a call and to exchange a bit experiences? Would be great! I'm by the way working in the crypto area. Thanks in advance and would be great to have call! :) (sorry, posted the other comment on a wrong reply)
deitydoll
Thank you for your script Mr.Bitduke
Bitduke
@deitydoll, no problem!
DanielBabich
@Bitduke, Thank you very much! I backtested your previous squeeze indicator, also nice work. I let code my own strategy also based on the squeeze, but my results are far away from yours. Are you open minded to have a call and to exchange a bit experiences? Would be great! I'm by the way working in the crypto area. Thanks in advance and would be great to have call! :)
lcrpt
Hi this indicator looks really good, may i have access to it please
Daha Fazla