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sonnyparlin
4 ott 2021 20:26

TemaVWAPRSI Strategy 

Ethereum / U. S. DollarKraken

Descrizione

Exchange: Kraken
Timeframe: 5m
Pair: ETH/USD

If you use this for any other exchange or pair, you'll have to tweak the settings, most importantly are the trailing stop ticks. This strategy is currently in what I would call beta mode. It uses the volume weighted average price indicator, rate of change, two triple exponential moving averages and the relative strength index to find buy and sell signals.

Note di rilascio

Converted to pinescript v5

Note di rilascio

Simplified things and fixed some unintended behavior. Configured for BTCUSD on BINANCE, 5m candles.

Note di rilascio

Starting capitol is set to $1000.

Note di rilascio

Updated some initial values, added some small changes. Configured for bitcoin on binance, 5m candles.
Commenti
usefulHunter4435
repaint?
miarmus
sonnyparlin
@usefulHunter4435, The built-in function 'strategy.exit()' only accepts ticks for the trailing stop-loss instead of accepting a price percentage, which would be way more reliable for backtesting. Therefore you cannot trust the backtests for strategies that use ticks for stops / trailing stops. (because pinescript is garbage)
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