Extremely Overfit Bitcoin Long/Short

This is a highly overfit (in my opinion) script to long/short BTC on the 15m time frame. May be usable for other cryptocurrencies or timeframes with some parameter adjustments. I backtested it on a few exchanges with ETH.

The simplest way to increase the number of trades is to decrease the "FastChannelLength" parameter or increase the "SlowChannelLength" parameter, or both. Decreasing the margins of the channels also increases the number of trades. In GENERAL, you should expect that adding more trades will hurt profitability, because, as the title says, this script is extraordinarily overfit.

It does include a commission fee from the start, which I find is essential to not providing an overly rosy view of how a strategy would work.
Skrip sumber terbuka

Dalam semangat TradingView yang sebenar, penulis skrip ini telah menerbitkannya dengan menggunakan sumber terbuka supaya pedagang-pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda dapat menggunakannya secara percuma tetapi penggunaan semula kod ini dalam penerbitan adalah dikawalselia oleh Peraturan Rumah. Anda boleh menyukai skrip ini untuk menggunakannya pada carta.

Ingin menggunakan skrip ini pada carta?


Great Job !!
Is there an (study) Alert version available?
+1 Balas
@PeetW72, I'm new to tradingview so sorry if I don't understand the question, but isn't the behavior the same if you just set an alert based on the strategy? In any case I haven't made a study version but I'm sure there's a tutorial somewhere about how to convert between the two.

Also, if you (or anyone) were **hypothetically** going to use this IRL, I would turn the "FastChannelLength" down to 5 and crank the stop loss up to like 4.5% -- at least backtesting through late 2019 shows this setting to be somewhat more optimal, or at least lower-variance. (Not financial advice).
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