Skip to content

BitBankStrategy1

Jump to bottom
Lutz Leonhardt edited this page Feb 15, 2018 · 2 revisions

Iteration 1

if (featureSet.wavg_distance_to_midpoint_percent60min > 0
                && featureSet.wavg_distance_to_midpoint_percent5min > 0
                && featureSet.wavg_distance_to_midpoint_percent30min > 0
                && featureSet.power_imbalance > 1
                && featureSet.estimated_future_wavg_5 > 1
                && featureSet.estimated_future_wavg_30 > 1
                && featureSet.estimated_future_wavg_60 > 1
                && featureSet.estimated_future_wavg_120 > 1
            ) {
                this.adviceLong()
            } else if (featureSet.wavg_distance_to_midpoint_percent60min < 0
                       && featureSet.wavg_distance_to_midpoint_percent5min < 0
                       && featureSet.wavg_distance_to_midpoint_percent30min < 0
                       && featureSet.power_imbalance < 1
                       && featureSet.estimated_future_wavg_5 < 1
                       && featureSet.estimated_future_wavg_30 < 1
                       && featureSet.estimated_future_wavg_60 < 1
                       && featureSet.estimated_future_wavg_120 < 1
            ) {
                this.adviceShort()
            }

Entry at (UTC) Exit at (UTC) Exposure Entry balance Exit balance P&L Profit
2018-01-17 21:29 2018-01-17 21:41 12 minutes 99.790 100.461 0.67 0.67%
2018-01-17 22:33 2018-01-17 23:17 44 minutes 100.159 98.988 1.17 -1.17%
2018-01-18 00:21 2018-01-18 00:57 36 minutes 98.691 98.729 0.04 0.04%
2018-01-18 01:46 2018-01-18 03:58 2 hours 98.433 96.261 2.17 -2.21%
2018-01-18 04:01 2018-01-18 04:09 8 minutes 95.972 96.095 0.12 0.13%
2018-01-18 04:23 2018-01-18 05:29 an hour 95.806 94.884 0.92 -0.96%
2018-01-18 05:40 2018-01-18 06:07 27 minutes 94.599 94.820 0.22 0.23%
2018-01-18 06:34 2018-01-18 06:45 11 minutes 94.535 93.879 0.66 -0.69%
2018-01-18 06:46 2018-01-18 06:51 5 minutes 93.597 92.992 0.61 -0.65%
2018-01-18 06:53 2018-01-18 06:59 6 minutes 92.713 93.112 0.40 0.43%
2018-01-18 07:00 2018-01-18 07:06 6 minutes 92.833 92.736 0.1 -0.10%
2018-01-18 07:29 2018-01-18 08:42 an hour 92.458 92.416 0.04 -0.04%
2018-01-18 08:59 2018-01-18 09:10 11 minutes 92.139 92.087 0.05 -0.06%
2018-01-18 09:16 2018-01-18 09:21 5 minutes 91.811 92.018 0.21 0.23%
2018-01-18 09:27 2018-01-18 09:32 5 minutes 91.742 91.823 0.08 0.09%
2018-01-18 09:48 2018-01-18 09:51 3 minutes 91.548 92.076 0.53 0.58%
2018-01-18 10:00 2018-01-18 11:12 an hour 91.800 91.880 0.08 0.09%
2018-01-18 11:51 2018-01-18 12:13 22 minutes 91.605 91.350 0.26 -0.28%
2018-01-18 14:13 2018-01-18 14:41 28 minutes 91.076 91.078 0.00 0.00%
2018-01-18 15:14 2018-01-18 15:46 32 minutes 90.805 91.138 0.33 0.37%
2018-01-18 17:10 2018-01-18 18:00 an hour 90.864 90.287 0.58 -0.64%
2018-01-18 18:04 2018-01-18 18:22 18 minutes 90.016 89.623 0.39 -0.44%
2018-01-18 18:29 2018-01-18 18:38 9 minutes 89.354 89.037 0.32 -0.35%
2018-01-18 19:30 2018-01-18 19:52 22 minutes 88.770 88.523 0.25 -0.28%
Clone this wiki locally