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bennef
3 ตุลา 2019 เวลา 12 นาฬิกา 56 นาที

SSL Channel BF 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

คำอธิบาย

SSL Channel Close is a great all-rounder based on 2 Simple Moving Averages, one of recent Highs, one of recent Lows.

The calculation prints a channel on the chart consisting of 2 lines.
This strategy gives a Long signal when price closes above the top of these 2 lines and a Short signal when it closes below the bottom.

Trading in choppy sideways markets can compound losses so we avoid that here by using recent ATR to determine relative volatility and refrain from trading when the background is White.

We use a basic 3% stop loss.

Charted on XBT/USD Bitmex Daily chart.

INSTRUCTIONS
  • Green = long
  • Red = short
  • White Background= No trade


The way I have set this strategy up is that if we get stopped out but we are still in a green or red background, we re-enter. Closing the trade only occurs on an opposing signal or if we get stopped out.

เอกสารเผยแพร่

Removed ROC function, changed SL to 1% fixed and enabled "recalc after every order".

เอกสารเผยแพร่

After realising that "recalc after order" seems to enter at the best possible point and appears inaccurate, rolling back to previous version. Re-added ROC, SL back to 3%

เอกสารเผยแพร่

Included commissions for taker positions in Bitmex and changed the ROC settings.

เอกสารเผยแพร่

Small changes
ความคิดเห็น
gmeneguzzo
thank you for sharing this work. Please could you provide an alert version ?
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