For this example bellow i have used the current ADR% and configurations:
Leverage 5x
Risk reduction: 100%
Reinvest profit: 80% (I want to left some for margin)
For solana i used 254 (195 for bot, 59 for margin)
The current configs:
Can anyone give me some advice or feedback on this? (I’ve backtested this strategy with multiple assets, with their respective adr, and i always get good results)
No, i’ve analised all the bot trades for 2024, and i’ve requested a feature to improve the stop-loss, but from what i can tell the results are pretty mutch what i gave, a little better if analised on the 1m timeframe.
Sadly I cant conect TV with Gai, but… I created a combo with an ATR and your settings
The results are good in uptrend, but have problems in downtrends you can face more than 50% of realized lost before reach thats results. Tested 3 coins with similar outcomes wich says the setting have that results.
as I can see a filter like 200 EMA 1D improves the DD
I see you change the deal start conditions.
What i would have done is place the ema 200 under the bot start stop, and let the deal ride while bot open.
It doesn’t depend on market or limit orders. It de0ends on maker or taker role while trading. Even you choose market. You maybe still have taker role. Becsuse you will taking liquidity instead of adding it. Also 0.05% is better choice to get near realistic backtest expectations.
Yes the EMA 200 must be placed in the conditions to start a deal whether in the start o maybe in the bot controller to turn off the bot if is under and turn it on if the price is over it.
Regarding the fees maybe you can use limits orders to close deals due your bot is bullish can benefits of this.
Also you can explore min stop loss or trailing TP. But for that you must see how the deals end in the historical data of the Bot
Thanks for sharing this! Have you tested the strategy live yet? I recommend starting with paper trading, and if it goes well, then running a live test with a smaller capital.
As for improvements, I haven’t had much time to do a deep dive, but I would aim to increase the winrate. Sure, the winrate alone doesn’t tell you anything about a strategy’s profitability, but it plays a vital role in the trader’s psychology. It’s easy to run a backtest and disregard the 30% winrate when you see over 1% return daily. But in reality, not every trader has the stomach to lose 7 of every 10 trades. Which will leads to closing trade earlier or modifying the strategy ad-hoc, invalidating the statistics. Also low winrates tend to produce larger drawdowns. And lastly, remember than most often than not the backtest has better results than live, so the actual winrate may be even lower. I would very much prefer a strategy with a higher winrate and smaller profit than high profit but low winrate.
Anyway that’s my 2 cents based on my own experience. Looking forward to seeing how the strategy evolves.
