PROTECTED SOURCE SCRIPT
Atualizado Empirical Moments
BTCUSDT I thought I’d make an indicator for the “fast trader”. This indicator compares the changing high prices with the close prices and in doing so, detects positive “anomalies” (the outlier drift). It gets more complicated than that; the practical indicator is the “empirically weighted drift”, which is a weighted average of the former with its derivatives up to the third order I.e. the “outlier yank”. The empirically weighted drift crossing above and below zero with long and short actions, respectively is used as the strategy. With this strategy, current backtesting for the 15 minute BTCUSDT on the Binance market yields a Sharpe ratio of 1.47 and profit factor of 1.12. Publishing the strategy as well. Notas de Lançamento
Corrected a weight on the yellow indicator Script protegido
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
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Script protegido
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.