Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
Descrizione
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Cryptocurrency markets are not Gaussian in nature, and similar is the case with other financial markets. But still, most of the volatility indicators(and many other indicators as well) are based upon the Gaussian Model.
This Strategy is a perfect example of how custom Gaussian Models can predict the price action with decent accuracy.
This strategy primarily depends on the implied volatility of the trading Instrument.
It tries to predict reversals in the price action when the price moves abruptly and shows weakness to sustain or continue the sudden changes. Also note, the strategy is only valid for shorter timeframes since, in the bigger timeframes, other more dominating factors control the price action.
The strategy also uses only one user input parameter; this drastically reduces the risks of overfitting and makes the Strategy more apt for other volatile instruments as well.
It also does not use any of the Tradingview indicators/functions that can cause the script to have repainting issues. Tradingview Repainting Docs
It enters in positions when sudden changes are not sustainable in nature.
Backtesting Settings
Initial Capital: 1000 USD Order Size: 5000 USD (Considering 5x leverage) Commission: 0% Backtest Range: 29-11-2019 to 29-12-2019
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Note di rilascio
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The Sphynx strategy continues to generate profit in 2020.
Backtesting Settings
Initial Capital: 1000 USD Order Size: 5000 USD (Considering 5x leverage) Commission: 0% Backtest Range: 29-11-2019 to 11-01-2020
Note: Leverage can be increased to raise potential profits on the cost of increased risks.