(S-6) Mix Bot - Standard + 0 Movs

This strategy takes parts of other previously illustrated strategies and combines them to solve some of the common problems.
The strategy is an accumulation strategy that uses simultaneous deals within price percentages (dynamic price %).
To reduce the deal position while averaging the price, each DCA has only one minigrid (no active minigrids) this way we sell the previous bought DCA order with each price bounce.
The strategy uses the MAX DCA TP for the first time - thanks to the fixed TP it is possible to close deals faster once the breakeven is exceeded.

Mix the logic until you find the one that works best for you :heart:

SETTINGS
(Real Account)

:bento: STANDARD
https://app.gainium.io/combo/662a86b0d809c71930314503?a=386&aid=share-bot&share=8742b294-c032-4206-8599-26696a036a9f

:sushi: MIX + 0 MOVS
https://app.gainium.io/combo/662a7f5bd809c719303082c4?a=386&aid=share-bot&share=7854e0d2-d51c-4edd-9c99-f66ce83062b8





Click below to find out all S-Strategies

👉 Strategies Serie

Strategies Series by @Rossano
(S-1) - INTRO + (S-1) Accumulation Bot
(S-2) - (S-2) ZERO Movements
(S-3) - (S-3) Reduced position size
(S-4) - (S-4) Dynamic grid UP + DOWN
(S-6) - (S-6) Mix Bot - Standard + 0 Movs
(S-10) - (S-10) DCA by Simultaneous Deals

Backtests by @Perez
(Strategy Series) - S Strategies Backtest

4 Likes

This is an interesting concept - selling each bought DCA independently.

Maybe worth mentioning that 0.25% grid spacing is best for pairs with no fees. Have you backtested other spacing or tried pairs with the usual 0.1% fee?

You are right - the :sushi: MIX + 0 MOVS strategy is for 0 fees only.

I’m also running the same strategy (:bento: STANDARD) but with 1% spacing and the results are very similar the only difference is that I added base minigrid to see how to perform during different market conditions.
I will post some backtest results as soon as I have a moment :ok_hand:

3 Likes

Hi @Rossano, I started looking at your strategies and I have some questions :

1. How do you backtest the full range of BTC price? I mean when I do the backtests by myself, I obtain this following results for a 3 year backtesting starting from 30-04-24 :

If you pay attention to when the deals have been made, it’s only during a short period of time and the reason of this is because you only have a certain amount of visible deals (the 20 DCA orders calculated at the actual price)

2. Do you have some backtesting results to show?

3. Do you have any leads or clues about how to do compounding using these combo bots? I know that the work is in progress but when I will better understand how these strategies operate, I want to put myself at work to try to solve this, but if you have some starting ideas it would save me some time or allow me to contrast with what I will be doing

Thanks for these super interesting strategies! There is a lot of good work here, I’m super curious about the future of this :smiley:

So seems like you are using the S-6 0 movs which is a bit advanced because it needs manual intervention every now and then (not always) the gap you see in the backtest is because as you said the price covered all simultaneous deals and then the bot waited for a long time before closing the deal.

The are two things I do as part of the 0 movs strategy

  1. I manage the risk and fund manually, means that if there is a pump I keep opening simultaneous deals and if there is a drop over the set deviation I then look at what happened and make a decision
  2. decide what to do - add funds and start a new deal (new range), wait, invert the deal - we are in spot so I’m not worried about any market condition

The strategy can fail only in one case - world economy crashes and BTC won’t be used by any one anymore

1 Like

I will post backtest results when I have a moment - quick tip, run backtests in shorter periods even every 3 or 6 months to see how the strategy works - you will see that it’s unlikely that you see a major drop in one go and if happens the push back is stronger

1 Like

Investigate S-6 to start with then you will see why I also run a 0 movs version - the compounding version will need a different logic as one bot is always growing in $ value while the second it doesn’t - this means that the first needs to feed two bots at once - also you need to use a single subaccount and not two.

I will update you once I complete this concept :wink:

1 Like

Thanks for the fast answers Rossano!

I have some questions regarding the managment of your funds for this strategy. Let’s say that you want to invest 1000$. If I understood well, you cannot invest the full amount at the beginning because the price might cover all the simultaneous deals at some point. So my first question is :

  1. How many funds (in % of the total) do you reserve in order to add funds again?
  2. How do decide to invert the deal?
  3. By inverting the deal, do you mean changing base to quote?
  4. So in that strategy you are not using two simulateneous bots (one collecting base and the other quote)?
  5. Can you give an example of funds management for this strategy knowing that you want to invest 1000$ and expecting the market to crash to 1000$ BTC price? The same question for a BTC going to 1 million $?

Sorry for all these questions, I’m sure that you probably answered them before in your Telegram channel but I couldn’t find it on the FAQ, take your time to answer, I’m not in a rush :smiley:

Thanks again for this great work!

I’ll breakdown the info so they can be easily digested

Assuming you are still referring to the S-6 0 MOVS - the main purpose of this strategy is to fill all the small gaps between the grid lines so while the STANDARD uses 1% for example (main bot) the 0 MOVS uses 0.25% spacing (filler).

The 0 MOVS is more aggressive and has to be managed closely because it uses the same amount of funds but it covers a smaller range (5% per deal). The main purpose is to don’t let the price go anywhere and profit from every small movs even when the market doesn’t move it generates small grid profits.

  1. Think at your bot as a a gun - you have 5 bullets that cover about 25% deviation then you are not cover - 25% is already a big movement for me but I’m also ready to add another 25% if needed - so if the bot to cover the first 25% uses $1000 I will keep in mind that I may need another EXTRA $1000 to cover a CRASH drop. Would I block that EXTRA in the bot? nope I will use for something else but I need to make sure they will be available when you need them.

I ofter get the same question - and if we are at $70K and the price goes to $10K and I’m not covered? RELAX if you suddenly wake ups and you find that the price crashed to $10K - just add a new DCA and it will bring the avg price and TP down - RELAX we are in spot and we own the asset

  1. It’s very rare that I invert the deal but it’s possible since we are buying in spot - bear in mind that if you sell $100 of BTC you will then need $101 to actually call it profit since reselling what you bought is just a refund (hope it make sense)

  2. No I mean selling the collected BASE (BTC) using a short bot (SPOT) - it may be a bit more complex to do but I will leave it as the last option as the all point of the strategy is collecting BTC - it may apply to those coins we don’t want to collect anymore (as it happened to SOL a while ago).

  3. Yes I updated the link - you will see that one is collecting BTC one is collecting USDC (stable)

  4. I have never seen BTC crashing on one single candle of 1 second - If I invest $1K for example and I cover 25% deviation it means that I’m ready to cover 4 times the same deviation for a total of 100% or $4K.

The main point of these strategies series is to accumulate as much BTC as possible at EVERY price, this means that I’m happy to buy BTC at $1 or $100K this way it’s like if we bought our BTC always at $50K - bear in mind the when the price decrease we are able to buy more BASE with less money means that even our avg. price will improve at every low buy. If BTC goes to $1 Million I think the economy we all know is going to change forever - if that’s the case just watch and enjoy - the range will automatically move up to infinite.

2 Likes

Someone pointed out that the STANDARD was linked to the 0 MOVS - updated the link so you should now see how it work

Someone asked how many simultaneous deals the strategy would need to cover -100% drawdown?

It’s not really needed to cover -100% drawdown as we profit form the small fluctuations and push backs.

Let’s suppose BTC is a $100K and the price starts dropping without an end :joy: - this below is a table showing how the first 4 to 5 orders are more than fine

Certainly! Here is the updated table with the column title changed to “Deal Number” and “Deal” added to each number:

BTC Drawdown from $100K to $0

Deal Drawdown (%) Price (BTC $)
Deal 1 0 BTC $100,000
Deal 2 -25 BTC $75,000
Deal 3 -50 BTC $56,250
Deal 4 -75 BTC $42,187.50
Deal 5 -100 BTC $31,640.63
Extra deals
Deal 6 -125 BTC $23,730.47
Deal 7 -150 BTC $17,797.85
Deal 8 -175 BTC $13,348.39
Deal 9 -200 BTC $10,011.29
Deal 10 -225 BTC $7,508.47
Deal 11 -250 BTC $5,631.35
Deal 12 -275 BTC $4,223.51
Deal 13 -300 BTC $3,167.63
Deal 14 -325 BTC $2,375.72
Deal 15 -350 BTC $1,781.79
Deal 16 -375 BTC $1,336.34
Deal 17 -400 BTC $1,002.26
Deal 18 -425 BTC $751.69
Deal 19 -450 BTC $563.77
Deal 20 -475 BTC $422.83
Deal 21 -500 BTC $317.12
Deal 22 -525 BTC $237.84
Deal 23 -550 BTC $178.38
Deal 24 -575 BTC $133.79
Deal 25 -600 BTC $100.34
Deal 26 -625 BTC $75.25
Deal 27 -650 BTC $56.44
Deal 28 -675 BTC $42.33
Deal 29 -700 BTC $31.75
Deal 30 -725 BTC $23.81
Deal 31 -750 BTC $17.86
Deal 32 -775 BTC $13.40
Deal 33 -800 BTC $10.05
Deal 34 -825 BTC $7.54
Deal 35 -850 BTC $5.66
Deal 36 -875 BTC $4.25
Deal 37 -900 BTC $3.19
Deal 38 -925 BTC $2.39
Deal 39 -950 BTC $1.80
Deal 40 -975 BTC $1.35
Deal 41 -1000 BTC $1.01

These values maintain a consistent drawdown percentage of 25% for each level.

Because we are trading in price ranges we only need to focus on each range.

The picture below shows how effective is the concept of reducing the position size of our deal while DCAing.

Having only one minigrid into our DCAs allow us to reduce our position at every little push back while also averaging the price at every DCA - in essence we are forcing the price to exit to one direction.

The breakeven moves quicker even if we don’t scale our DCA size this is because on one side we buy at a more convenient price while it also sells each DCA in one go at every little push back

It’s impossible to cover 100% percent deviation with 4 deals of 25%. Once you open a new deal that point starts a new 100% range.
It’s a very low chance to need too many deals of 25% opened on BTC but I’ve seen this happened on altcoins that go to 0.

exactly that’s why I won’t run it on alts but top 10 coins - personally I use only BTC for this series

Where do those and the following numbers come from?

you are right I will need to add a bit more context to it - updated

That wasn’t the answer. If you start with 0 % and BTC price $100,000. Why is a 50 % drawdown at $56 and according for the others. What’s the calculation behind it? Shouldn’t 100 % be BTC price $0?

I know you calculate 25 % drawdown from the last price for every deal. But those don’t sum up like -25 %, -50 %, -75 %, …

but

0 %
-25 %
-43.75 %
-57.8125 %

and so on

This is base on simultaneous deals looking at the first opened deal at $100K - so if it opens a deal at $100k but the price falls without recovering it will open a new deal every 25%
I get what you mean since now that we are placing an order from a lower price the % deviation and its relative $ coverage is different - I will need more time to add those but I’m happy for you if you want to add a column with the relative price and percentage if the deal was restarting from a new price

With deals geometrically space all 25 % down from the last deal’s entry price we get:

Deal Total drawdown (%) Price (BTC $)
1 0.0000 100,000.00
2 -25.0000 75,000.00
3 -43.7500 56,250.00
4 -57.8125 42,187.50
5 -68.3594 31,640.63
6 -76.2695 23,730.47
7 -82.2021 17,797.85
8 -86.6516 13,348.39
9 -89.9887 10,011.29
10 -92.4915 7,508.47
11 -94.3686 5,631.35
12 -95.7765 4,223.51
13 -96.8324 3,167.64
14 -97.6243 2,375.73
15 -98.2182 1,781.79
16 -98.6637 1,336.35
17 -98.9977 1,002.26
18 -99.2483 751.69
19 -99.4362 563.77
20 -99.5772 422.83
21 -99.6829 317.12
22 -99.7622 237.84
23 -99.8216 178.38
24 -99.8662 133.79
25 -99.8997 100.34
26 -99.9247 75.25
27 -99.9436 56.44
28 -99.9577 42.33
29 -99.9683 31.75
30 -99.9762 23.81
31 -99.9821 17.86
32 -99.9866 13.39
33 -99.9900 10.05
34 -99.9925 7.53
35 -99.9943 5.65
36 -99.9958 4.24
37 -99.9968 3.18
38 -99.9976 2.38
39 -99.9982 1.79
40 -99.9987 1.34
1 Like