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Lutz Leonhardt edited this page Feb 15, 2018 · 4 revisions

Iteration 1

    if (featureSet.power_imbalance > 1
        && featureSet.wavg_distance_to_midpoint_percent60min > 0
        && featureSet.estimated_future_wavg_5 > 1
    ) {
        this.adviceLong()
    } else if (featureSet.wavg_distance_to_midpoint_percent60min < 0
               && featureSet.power_imbalance < 1
               && featureSet.estimated_future_wavg_5 < 1
    ) {
        this.adviceShort()
    }

Entry at (UTC) Exit at (UTC) Exposure Entry balance Exit balance P&L Profit
2018-01-17 20:58 2018-01-17 21:06 8 minutes 99.790 98.904 0.89 -0.89%
2018-01-17 21:21 2018-01-17 21:23 2 minutes 98.607 99.399 0.79 0.80%
2018-01-17 21:25 2018-01-17 21:30 5 minutes 99.101 98.261 0.84 -0.85%
2018-01-17 21:35 2018-01-17 21:38 3 minutes 97.966 98.515 0.55 0.56%
2018-01-17 21:47 2018-01-17 21:49 2 minutes 98.220 97.933 0.29 -0.29%
2018-01-17 21:52 2018-01-17 21:56 4 minutes 97.640 97.478 0.16 -0.17%
2018-01-17 22:16 2018-01-17 22:26 10 minutes 97.185 95.649 1.54 -1.58%
2018-01-17 22:28 2018-01-17 22:35 7 minutes 95.362 95.457 0.10 0.10%
2018-01-17 22:38 2018-01-17 23:11 33 minutes 95.171 93.854 1.32 -1.38%
2018-01-17 23:36 2018-01-17 23:37 a minute 93.573 93.360 0.21 -0.23%
2018-01-17 23:48 2018-01-17 23:54 6 minutes 93.080 93.482 0.40 0.43%
2018-01-18 00:06 2018-01-18 00:11 5 minutes 93.202 92.718 0.48 -0.52%
2018-01-18 00:21 2018-01-18 00:41 20 minutes 92.440 91.863 0.58 -0.62%
2018-01-18 01:20 2018-01-18 01:21 a minute 91.588 91.502 0.09 -0.09%
2018-01-18 01:37 2018-01-18 01:38 a minute 91.227 90.954 0.27 -0.30%
2018-01-18 01:46 2018-01-18 01:49 3 minutes 90.681 90.427 0.25 -0.28%
2018-01-18 02:00 2018-01-18 02:08 8 minutes 90.155 90.370 0.21 0.24%
2018-01-18 02:09 2018-01-18 02:11 2 minutes 90.099 89.731 0.37 -0.41%
2018-01-18 02:15 2018-01-18 02:16 a minute 89.461 89.404 0.06 -0.06%
2018-01-18 02:19 2018-01-18 02:28 9 minutes 89.136 88.333 0.8 -0.90%
2018-01-18 02:31 2018-01-18 02:53 22 minutes 88.068 87.596 0.47 -0.54%
2018-01-18 02:56 2018-01-18 03:22 26 minutes 87.333 86.912 0.42 -0.48%
2018-01-18 03:28 2018-01-18 03:58 30 minutes 86.651 85.630 1.02 -1.18%
2018-01-18 04:01 2018-01-18 04:07 6 minutes 85.373 85.483 0.11 0.13%
2018-01-18 04:10 2018-01-18 04:25 15 minutes 85.226 84.876 0.35 -0.41%
2018-01-18 04:26 2018-01-18 04:48 22 minutes 84.621 83.337 1.28 -1.52%
2018-01-18 04:51 2018-01-18 05:21 30 minutes 83.087 82.302 0.78 -0.94%
2018-01-18 05:22 2018-01-18 05:28 6 minutes 82.055 82.276 0.22 0.27%
2018-01-18 05:36 2018-01-18 05:37 a minute 82.029 82.002 0.03 -0.03%
2018-01-18 05:39 2018-01-18 05:51 12 minutes 81.756 81.995 0.24 0.29%
2018-01-18 05:53 2018-01-18 06:03 10 minutes 81.749 81.665 0.08 -0.10%
2018-01-18 06:08 2018-01-18 06:12 4 minutes 81.420 81.201 0.22 -0.27%
2018-01-18 06:16 2018-01-18 06:27 11 minutes 80.957 80.990 0.03 0.04%
2018-01-18 06:33 2018-01-18 06:39 6 minutes 80.747 80.125 0.62 -0.77%
2018-01-18 06:40 2018-01-18 06:41 a minute 79.885 79.858 0.03 -0.03%
2018-01-18 06:42 2018-01-18 06:43 a minute 79.618 79.563 0.06 -0.07%
2018-01-18 06:46 2018-01-18 06:51 5 minutes 79.324 78.811 0.51 -0.65%
2018-01-18 06:52 2018-01-18 06:59 7 minutes 78.575 78.490 0.08 -0.11%
2018-01-18 07:00 2018-01-18 07:06 6 minutes 78.255 78.173 0.08 -0.10%
2018-01-18 07:12 2018-01-18 07:13 a minute 77.938 77.569 0.37 -0.47%
2018-01-18 07:22 2018-01-18 07:28 6 minutes 77.336 76.719 0.62 -0.80%
2018-01-18 07:29 2018-01-18 07:36 7 minutes 76.489 76.068 0.42 -0.55%
2018-01-18 07:37 2018-01-18 07:57 20 minutes 75.840 75.286 0.55 -0.73%
2018-01-18 08:02 2018-01-18 08:04 2 minutes 75.060 74.835 0.23 -0.30%
2018-01-18 08:11 2018-01-18 08:33 22 minutes 74.610 74.434 0.18 -0.24%
2018-01-18 08:48 2018-01-18 08:56 8 minutes 74.211 74.019 0.19 -0.26%
2018-01-18 08:59 2018-01-18 09:10 11 minutes 73.797 73.755 0.04 -0.06%
2018-01-18 09:16 2018-01-18 09:21 5 minutes 73.534 73.700 0.17 0.23%
2018-01-18 09:24 2018-01-18 09:32 8 minutes 73.479 73.425 0.05 -0.07%
2018-01-18 09:40 2018-01-18 09:43 3 minutes 73.205 72.521 0.68 -0.94%
2018-01-18 09:47 2018-01-18 09:50 3 minutes 72.303 72.758 0.46 0.63%
2018-01-18 09:55 2018-01-18 10:09 14 minutes 72.540 72.296 0.24 -0.34%
2018-01-18 10:22 2018-01-18 10:33 11 minutes 72.079 71.918 0.16 -0.22%
2018-01-18 10:37 2018-01-18 11:12 35 minutes 71.702 71.687 0.02 -0.02%
2018-01-18 11:22 2018-01-18 11:23 a minute 71.472 71.402 0.07 -0.10%
2018-01-18 11:35 2018-01-18 11:38 3 minutes 71.188 71.120 0.07 -0.10%
2018-01-18 11:40 2018-01-18 11:41 a minute 70.906 70.693 0.21 -0.30%
2018-01-18 11:51 2018-01-18 11:58 7 minutes 70.481 70.192 0.29 -0.41%
2018-01-18 12:05 2018-01-18 12:09 4 minutes 69.981 70.084 0.10 0.15%
2018-01-18 12:24 2018-01-18 12:32 8 minutes 69.874 69.966 0.09 0.13%
2018-01-18 12:54 2018-01-18 13:04 10 minutes 69.756 69.408 0.35 -0.50%
2018-01-18 13:07 2018-01-18 13:08 a minute 69.200 69.081 0.12 -0.17%
2018-01-18 13:18 2018-01-18 13:19 a minute 68.873 68.916 0.04 0.06%
2018-01-18 13:22 2018-01-18 13:35 13 minutes 68.709 68.728 0.02 0.03%
2018-01-18 13:49 2018-01-18 13:54 5 minutes 68.522 68.884 0.36 0.53%
2018-01-18 13:56 2018-01-18 13:59 3 minutes 68.678 68.748 0.07 0.10%
2018-01-18 14:13 2018-01-18 14:26 13 minutes 68.542 68.382 0.16 -0.23%
2018-01-18 14:32 2018-01-18 14:33 a minute 68.177 68.085 0.09 -0.13%
2018-01-18 14:36 2018-01-18 14:40 4 minutes 67.880 67.829 0.05 -0.08%
2018-01-18 14:57 2018-01-18 14:58 a minute 67.625 67.703 0.08 0.12%
2018-01-18 15:14 2018-01-18 15:15 a minute 67.500 67.430 0.07 -0.10%
2018-01-18 15:31 2018-01-18 15:33 2 minutes 67.227 67.192 0.04 -0.05%
2018-01-18 15:34 2018-01-18 15:35 a minute 66.990 66.725 0.27 -0.40%
2018-01-18 15:50 2018-01-18 15:51 a minute 66.524 66.397 0.13 -0.19%
2018-01-18 16:07 2018-01-18 16:08 a minute 66.198 66.020 0.18 -0.27%
2018-01-18 16:19 2018-01-18 16:24 5 minutes 65.822 65.796 0.03 -0.04%
2018-01-18 16:26 2018-01-18 16:28 2 minutes 65.599 65.586 0.01 -0.02%
2018-01-18 16:34 2018-01-18 16:36 2 minutes 65.389 65.153 0.24 -0.36%
2018-01-18 17:09 2018-01-18 17:20 11 minutes 64.957 64.641 0.32 -0.49%
2018-01-18 17:21 2018-01-18 17:23 2 minutes 64.447 64.415 0.03 -0.05%
2018-01-18 17:24 2018-01-18 17:25 a minute 64.222 63.893 0.33 -0.51%
2018-01-18 17:32 2018-01-18 17:33 a minute 63.702 63.611 0.09 -0.14%
2018-01-18 17:39 2018-01-18 17:55 16 minutes 63.420 62.997 0.42 -0.67%
2018-01-18 17:58 2018-01-18 18:00 2 minutes 62.808 62.639 0.17 -0.27%
2018-01-18 18:02 2018-01-18 18:18 16 minutes 62.451 62.185 0.27 -0.43%
2018-01-18 18:29 2018-01-18 18:38 9 minutes 61.998 61.779 0.22 -0.35%
2018-01-18 18:44 2018-01-18 18:47 3 minutes 61.593 61.477 0.12 -0.19%
2018-01-18 19:01 2018-01-18 19:02 a minute 61.293 61.093 0.2 -0.32%
2018-01-18 19:03 2018-01-18 19:06 3 minutes 60.910 60.992 0.08 0.14%
2018-01-18 19:30 2018-01-18 19:31 a minute 60.809 60.707 0.1 -0.17%
2018-01-18 19:33 2018-01-18 19:37 4 minutes 60.525 60.442 0.08 -0.14%
2018-01-18 19:38 2018-01-18 19:43 5 minutes 60.260 60.076 0.18 -0.31%
2018-01-18 19:44 2018-01-18 19:51 7 minutes 59.896 59.883 0.01 -0.02%
2018-01-18 19:53 2018-01-18 20:06 13 minutes 59.704 59.469 0.23 -0.39%
2018-01-18 20:20 2018-01-18 20:21 a minute 59.291 59.184 0.11 -0.18%
2018-01-18 20:41 2018-01-18 20:48 7 minutes 59.006 59.006 0 -0.00%
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