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Julian Molina committed 2021-01-26 17:09:26 +01:00
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Projects/Superalgos/Schemas/Docs-Concepts/reusable-snippets.json
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"text": "Dummy",
"updated": 1610122641114
},
{
"style": "Title",
"text": "Read Whole Page Warning",
"updated": 1611675615893
},
{
"style": "Block",
"text": "Read Whole Page Warning",
"updated": 1611675626970
},
{
"style": "Warning",
"text": "Trading, trading with bots, and trading with Community-shared trading systems entail risks. Make sure you read the whole page, including the warnings at the bottom of the page. You should fully understand how this trading system works so that you may make your own informed decisions as of how to use it. Use this trading system at your own risk.",
"updated": 1611675586788
},
{
"style": "Block",
"text": "Dummy",
"updated": 1611675545647
},
{
"style": "Title",
"text": "Live Trading Warning",
"updated": 1611675667792
},
{
"style": "Block",
"text": "Live Trading Warning",
"updated": 1611675680690
},
{
"style": "Warning",
"text": "Superalgos is a piece of computer software. Like with any software, errors may occur at any point, including errors that may cause you to lose money. You are responsible for taking all precautions you may deem appropriate before trading live. Even if you take all possible precautionary measures, things may still go wrong and errors may occur. By using this software to trade live despite the warnings, you acknowledge that you are aware of the inherent risks in trading and in using software for that purpose. The Superalgos project offers the software AS IS, with no explicit or implied warranties of any kind. The project, the software, the superalgos.org website, this documentation, and the Community do not offer financial advice. Although the strategies shipping with the system may be fully functional, Superalgos does not make any express or implied recommendation as to how you should use them. We share strategies for educational purposes only. Trade under your responsibility and at your own risk. The use of the software is subject to the terms of the <a href=\"https://github.com/Superalgos/Superalgos/blob/master/LICENSE\" target=\"_blank\">LICENSE</a>.",
"updated": 1611675794734
},
{
"style": "Block",
"text": "Dummy",
"updated": 1611675552888
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{
"style": "Title",
"text": "Trading System Disclaimer",
"updated": 1611675873043
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{
"style": "Block",
"text": "Trading System Disclaimer",
"updated": 1611675912784
},
{
"style": "Important",
"text": "THIS IS NOT FINANCIAL ADVICE. ALTHOUGH STRATEGIES SHIPPING WITH SUPERALGOS MAY BE FULLY FUNCTIONAL, SUPERALGOS DOES NOT MAKE ANY EXPRESS OR IMPLIED RECOMMENDATION AS OF HOW YOU SHOULD USE THEM. WE SHARE STRATEGIES FOR EDUCATIONAL PURPOSES ONLY. TRADE AT YOUR OWN RISK.<br/><br/><b>Performance in backtesting is not an indication of live trading performance.</b> Live performance may vary in relation to performance in backtesting, for better or for worse, most likely for worse. This happens because the design of trading strategies is done after the fact, with the hindsight of what happened in a certain range of the market. Patterns upon which strategies may be based on may keep occurring or not. Trading strategies attempt to interpret patterns and predict what may follow, but they are far from being perfect or accurate. The best-case scenario is a strategy being right more times than it is wrong.<br/><br/><b>Live performance is not an indication of future performance. </b>Similarly, even when a strategy has delivered a certain performance trading live, there is no guarantee of what performance the strategy may achieve in the future. Live performance results are certainly more valuable than backtesting or simulated performance but still can’t predict the future.<br/><br/><b>Trading strategies lose effectiveness with time. </b>How much time? No-one knows. Markets evolve, change, go through different cycles, both long and short-term, some of which may not have been tested. That is true for all markets, let alone crypto, which is a very young market, still in its very early stages. Crypto markets change dramatically fast, as the market cap increases, more pro-traders enter the space, more smart money pours larger capitals, more bots take over operations of ever-increasing volumes, more complexity is added to the ecosystem with the availability of derivative markets, and so on.",
"updated": 1611676109591
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{
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"text": "Dummy"
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{
"style": "Text",
"text": "Next snippet"
"text": "WIP"
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{
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"text": "WIP"
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{
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"text": "WIP"
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{
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Projects/Superalgos/Schemas/Docs-Topics/community-trading-systems-001-btc-usdt-weak-hands-buster-whb.json
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{
"topic": "Community Trading Systems",
"pageNumber": "1",
"type": "BTC-USDT - Weak-hands Buster (WHB)",
"definition": {
"text": "A trading system based on the break down of the Bollinger Bands idea, designed to accumulate Bitcoin, targeting major downward market moves.",
"updated": 1611675437927
},
"paragraphs": [
{
"style": "Text",
"text": "Weak-hands Buster was released in the Superalgos Community Telegram group in August 2019 and has been trading live since. An evolution of the system is currently available as version 2. This page explains the trading system and analyzes its performance.",
"updated": 1611675468833
},
{
"style": "Text",
"text": "The trading system conforms to the Superalgos Trading Protocol, therefore, it may function as a fully automated trading system. People not interested in trading automation may still obtain the strategy’s rules (situations, conditions, and formulas) from the design space and use the set of rules as they see fit."
},
{
"style": "Note",
"text": "Weak-hands Buster v2 is available on the Weak-Hands-Buster v2.json plugin workspace shipping with Superalgos.",
"updated": 1611675482499
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Read Whole Page Warning",
"updated": 1611676482873
},
{
"style": "Title",
"text": "WHB V.2 Performance in Backtests (Binance)",
"updated": 1611676505532
},
{
"style": "Text",
"text": "The following was the performance in backtests at the time of publishing:"
},
{
"style": "Table",
"text": "| Details | Jan 2018 - Mar 2020 | 2020 Jan-Mar | 2019 | 2018 |\n| Trades: | 24 | 2 | 9 | 13 |\n| Hits: | 19 | 1 | 8 | 10 |\n| Fails: | 5 | 1 | 1 | 3 |\n| Hit Ratio: | 79 % | 50 % | 89 % | 77 % |\n| ROI: | 2,662 % | 75 % | 142 % | 551 % |",
"updated": 1611676638676
},
{
"style": "Subtitle",
"text": "Notes on Backtests Performance",
"updated": 1611676669651
},
{
"style": "List",
"text": "The table above shows the results for different periods tested independently."
},
{
"style": "List",
"text": "Each backtest starts with an initial capital. With the default configuration, the system reinvests accumulated profits on every trade (positionSize = balanceBaseAsset)."
},
{
"style": "List",
"text": "ROI is calculated over the initial capital for each backtest, and the result is rounded to the closest integer."
},
{
"style": "List",
"text": "Because the system reinvests accumulated profits, the sum of ROI in different periods is not the same as ROI for all periods run in one single test (first column)."
},
{
"style": "Subtitle",
"text": "Assumptions"
},
{
"style": "List",
"text": "Slippage: 0.1 % in all orders."
},
{
"style": "List",
"text": "Fees: 0.1 % in all orders."
},
{
"style": "Title",
"text": "Technical Sheet"
},
{
"style": "Subtitle",
"text": "Market"
},
{
"style": "Text",
"text": "USDT-BTC, with BTC as the base asset."
},
{
"style": "Subtitle",
"text": "Strategy Goal"
},
{
"style": "Text",
"text": "Accumulate bitcoin during bear markets and/or consolidation periods, with a conservative approach to minimize risk."
},
{
"style": "Subtitle",
"text": "Approach"
},
{
"style": "Text",
"text": "Split the goal into two fundamental notions:"
},
{
"style": "List",
"text": "Focus on potentially big market moves: The strategy is optimized for major trend reversals resulting in long bear markets. Significant consolidations during bull markets are targetted as well.",
"updated": 1611676774411
},
{
"style": "List",
"text": "Take the clearest and most promising opportunities only: Pass on everything else to avoid fails and preserve capital.",
"updated": 1611676784702
},
{
"style": "Subtitle",
"text": "Trading Idea"
},
{
"style": "Text",
"text": "The main trading idea is to identify short-term reversals as well as continuations and deepening of trends marked by a break down of the Bollinger Bands (BB) on the 1-hour chart, using the Percentage Bandwidth (%B) indicator, the Bollinger Bands Moving Average (BB MA) and the Bollinger Band deviation to assess momentum and volatility, optimize the take position event, and filter out late entries."
},
{
"style": "Subtitle",
"text": "Implementation"
},
{
"style": "Text",
"text": "The original system is dissected in a Coinmonks article: How to Increase your Bitcoin Holdings in a Bear Market. Version 2 maintains the trading idea and the take position event almost intact."
},
{
"style": "Subtitle",
"text": "Position Size"
},
{
"style": "Text",
"text": "The positionSize is set to balanceBaseAsset by default. This means that the trading system takes positions with the whole balance, that is, the initialBalance as defined in the configuration of the base asset parameter of the trading session, plus all accumulated profits if any. You may change this formula as you see fit."
},
{
"style": "Important",
"text": "Please take enough time to consider the implications of the above statement and make your own judgment about what setting may be appropriate for you.",
"updated": 1611676831315
},
{
"style": "Subtitle",
"text": "Trading Frequency"
},
{
"style": "Text",
"text": "The strategy is designed with the one-hour time frame as the main decision-making instance, meaning that it makes trigger and take position decisions upon the closing of the one-hour candle."
},
{
"style": "Text",
"text": "That said, when running live on Superalgos, it should be run on the one-minute time frame to allow it to react fast to market moves when evaluating take profit and stop loss targets."
},
{
"style": "Text",
"text": "Because the strategy is rather conservative in its design, it doesn’t trade every opportunity that may occur. Instead, the strategy is quite selective and trades only the most promising ones."
},
{
"style": "Text",
"text": "As a consequence, and as you may infer from the number of trades in the backtesting report above and the live trading performance of WHB V1 described below, the strategy performs an average of about one trade per month."
},
{
"style": "Subtitle",
"text": "Required Bots"
},
{
"style": "Text",
"text": "The following bots must be running and up to date to run paper trading, forward testing, and live trading sessions:"
},
{
"style": "Text",
"text": "Masters Data Mine:"
},
{
"style": "List",
"text": "OHLCVs"
},
{
"style": "List",
"text": "Candles & Volumes"
},
{
"style": "List",
"text": "Bollinger Bands & Percentage Bandwith"
},
{
"style": "List",
"text": "Bollinger Channels & SubChannels"
},
{
"style": "Text",
"text": "Sparta Data Mine:"
},
{
"style": "List",
"text": "EMA (Popular)"
},
{
"style": "Title",
"text": "Changes on WHB V.2"
},
{
"style": "List",
"text": "The two different situations making up the take position event were split into two separate strategies operating under the same trading system. This means that take profit and stop targets may be managed separately for each take position situation. This is the first case of two complementary strategies running under the same trading system."
},
{
"style": "List",
"text": "An additional condition was implemented at the take position event of each strategy so that each specializes in two different volatility ranges. The Xtreme strategy works best in extreme volatility situations (e.g. ATH period in late 2017 and early 2018). The Steep strategy works best in normal (by BTC standards) volatility situations."
},
{
"style": "List",
"text": "Management of take profit implemented originally was greatly improved for the Steep strategy, with a few simple additions and checks on the conditions that determine the events that switch phases."
},
{
"style": "List",
"text": "The trailing stop for the Steep strategy was raised from 5 to 5.25% above the 20 MA. The trailing was delayed to kick-in only after the market has dropped 5%. The initial stop target remains the same at 3%."
},
{
"style": "Title",
"text": "Original WHB Live Performance"
},
{
"style": "Table",
"text": "| Details | Sep 2019 - Mar 2020 |\n| Trades: | 7 |\n| Hits: | 4 |\n| Fails: | 3 |\n| Hit Ratio: | 57% |\n| ROI: | 76% |",
"updated": 1611676965907
},
{
"style": "Title",
"text": "Original WHB Main Live Trades",
"updated": 1611676994942
},
{
"style": "Subtitle",
"text": "Sep 2019"
},
{
"style": "Png",
"text": "PNGs/Superalgos/Docs/trading-systems/whb-01.png",
"updated": 1611677095937
},
{
"style": "Subtitle",
"text": "Nov 2019"
},
{
"style": "Png",
"text": "PNGs/Superalgos/Docs/trading-systems/whb-02.png",
"updated": 1611677158974
},
{
"style": "Subtitle",
"text": "Mar 2020",
"updated": 1611677186600
},
{
"style": "Png",
"text": "PNGs/Superalgos/Docs/trading-systems/whb-03.png",
"updated": 1611677219965
},
{
"style": "Title",
"text": "Warning and Disclaimer"
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Live Trading Warning",
"updated": 1611677308824
},
{
"style": "Text",
"text": ""
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Trading System Disclaimer",
"updated": 1611677317072
},
{
"style": "Text",
"text": ""
}
]
}