Superalgos - BTC-USDT - BB Top Bounce

BTC-USDT - BB Top Bounce - BBTB

Summary: A trading system based on the bounce off the upper Bollinger Band idea, designed to accumulate Bitcoin, targeting a big range of market situations.

BB Top Bounce was released in May 2020. This page explains the trading system and analyzes its performance.

Important: Since the release of this strategy, the structure of the BTC-USDT market changed dramatically, rendering this unusable. The issue is that the system implements rigid volatility filters. The current environment shows much higher volatility than in the past, preventing the strategies from trading. At this point, you may use this system as a demo only, backtesting ranges before 2021. If you wish to experiment and revise this system, you may try removing the volatility filters and implementing new ones, if desired.

The trading system conforms to the Superalgos 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.

Note: BB Top Bounce is available on the BB-Top-Bounce.json hipping with Superalgos.

Foundations->Concept->Reusable Snippets->Read Whole Page Warning

Warning: , 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.

BBTB Performance in Backtests (Binance)

The following was the performance in backtests at the time of publishing:

Details	Jan 2018 - Apr 2020	2020 Jan-Apr	2019	2018
Trades:	77	8	26	42
Hits:	67	6	25	35
Fails:	10	2	1	7
Hit Ratio:	87 %	75 %	96 %	83 %
ROI:	4,870 %	140 %	268 %	453 %

Ayrıntılar	Ocak 2018 - Nisan 2020	2020 Ocak-Nisan	2019	2018
Ticaret:	77	8	26	42
Hit:	67	6	25	35
Başarısız:	10	2	1	7
İsabet Oranı:	%87	%75	%96	%83
yatırım getirisi:	4.870 %	140 %	268 %	453 %

Notes on Backtests Performance

The table above shows the results for different periods tested independently.

Each backtest starts with an initial capital. With the default configuration, the system reinvests accumulated profits on every trade (positionSize = balanceBaseAsset).

ROI is calculated over the initial capital for each backtest, and the result is rounded to the closest integer.

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).

Assumptions

Slippage: 0.1 % in all orders.

Fees: 0.1 % in all orders.

Technical Sheet

Market

USDT-BTC, with BTC as the base asset.

Strategy Goal

Accumulate bitcoin in a wide range of market situations, with a moderate approach to risk to trade as frequently as possible.

Approach

Split the goal into two fundamental notions:

1. Target specific market situations: Each strategy in the trading system is specialized in a particular market situation. This allows describing different trading opportunities with very specific conditions for the take position event, and managing the trade taking into account the specific context.

2. Filter out dubious opportunities: Opportunities occurring in specific market situations usually perform poorly and may be filtered out to avoid fails and preserve capital.

Trading Idea

The main trading idea is to identify bounces off the top band of the Bollinger Bands (BB) on the 1-hour chart to take short positions on bitcoin as the price leaves the top band and heads for the lower band.

Most trades are expected to be short, while others have the potential to run longer while under the management stage.

Position Size

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.

Die positionSize ist standardmäßig auf balanceBaseAsset eingestellt. Das bedeutet, dass das Handelssystem Positionen mit dem gesamten Guthaben einnimmt, d.h. dem initialen Guthaben, wie es in der Konfiguration des Basis-Asset-Parameters der Handelssitzung definiert ist, zuzüglich aller kumulierten Gewinne, falls vorhanden. Sie können diese Formel nach eigenem Ermessen ändern.

Important: 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.

Trading Frequency

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. That said, when running live on Superalgos, it should be run on the 1-minute time frame to allow quick reactions when evaluating take profit and stop loss targets.

The average trading frequency according to backtests is of around 1 trade every 11 days.

Required Bots

The following bots must be running and up to date to run paper trading, forward testing, and live trading sessions:

Candles :

OHLCVs

Candles & Volumes

Bollinger :

Bollinger Bands & Percentage Bandwith

Bollinger Channels & SubChannels

Sparta :

Implementation

The trading system has eight different strategies, each specializing in a specific market situation. This section analyzes the principles governing each stage, taking the first strategy in the system as an example. The rest of the strategies in the system behave similarly, the main differences being:

Some of the conditions that define the take position event, in particular the ones representing the Market Structure Analysis and Filters (see below).

The specific conditions used to switch take profit management phases.

Trigger Stage

Trigger On vs. Take Position

The conditions at the take position event and the trigger-on event are the same. Therefore, when a strategy is triggered, it also takes a position.

Trading Idea

The trading idea is described by the first three conditions in the take position event, which are common to all strategies:

Previous Breakup:

 chart.at01hs.candle.previous.close > 
chart.at01hs.bollingerBand.previous.movingAverage +
chart.at01hs.bollingerBand.previous.deviation

The condition describes the closing above the upper Bollinger Band of the previous candle.

Current Close In:

 chart.at01hs.candle.close < 
chart.at01hs.bollingerBand.movingAverage + 
chart.at01hs.bollingerBand.deviation

The condition describes the closing below the upper Bollinger Band of the current candle.

Current Red Candle:

 chart.at01hs.candle.close < chart.at01hs.candle.open

The condition serves to confirm that the re-entry happened with a candle closing lower than the opening price—an early indication of a potential short-term reversal.

In short, these first three conditions describe the fact that the price went above the Bollinger Bands and eventually returned within the bands, which may be a sign that it may bounce back in the direction of the lower band.

Market Structure Analysis

The logic for segmenting the market in the particular structures targeted by each of the strategies derives exclusively from studying which market situations produced the best hit ratios while testing the trading idea with symmetrical stop loss and take profit targets. That is, it is purely an empirical approach on what worked best during the span of the dataset tested—from January 2018 until April 2020.

The criteria the trading system uses to analyze the market structure at the time the opportunity arises (as described by the trading idea) is based on the Bollinger Channels and Bollinger Subchannels indicators. These two indicators describe what is the direction (up or down) and the relative slope (side, gentle, medium, steep or extreme) of the 20-periods simple moving average (SMA).

In essence, each strategy specializes in specific market structures as defined by three or four conditions that describe what is going on with the market in two or more time frames.

In particular, the fourth condition in each strategy defines the main characteristic of the specific market situation that the strategy specializes in.

For example, in the case of strategy S1 - 3H Down:

3H - Down:

 chart.at03hs.bollingerChannel.direction === "Down"

The condition defines that the Bollinger Channel direction at the 3-hours time frame is Down.

The rest of the conditions that define the market structure that strategy S1 - H3 Down specializes in are:

3H - Medium, Steep or Extreme:

 chart.at03hs.bollingerSubChannel.slope === "Medium" || 
chart.at03hs.bollingerSubChannel.slope === "Steep" || 
chart.at03hs.bollingerSubChannel.slope === "Extreme"

The condition defines that the 3H sub channel (20-periods moving average) slope must be medium, steep or extreme.

Combined with the previous condition, the above means that—at the 3H time frame—there is a downward trend, with a relatively high slope.

24H - Gentle:

 chart.at24hs.bollingerSubChannel.slope === "Gentle"

The condition defines that the 24H sub channel has a gentle slope.

These three conditions define the market structure that this particular strategy targets. Notice how the last condition, 24H - Gentle does not make a distinction whether the channel is going up or down. It simply requires that, whatever the trend is at the 24H chart, it must be gentle in slope.

The rest of the strategies in the trading system define the market structure in which each operate in a similarly.

Filters

The last few conditions in the take position event of each strategy may be filters. Filters describe particular market situations in which the trading idea has been found to perform poorly and thus are excluded, effectively deciding not to trade in such situations, even when the market situation may be the one the strategy specializes in.

For example, in the case of strategy S1 - 3H Down, the following filter is applied:

Filter 1: 08H Deviation > 200 < 1500:

 if (chart.at08hs.bollingerBand.deviation < 200 || chart.at08hs.bollingerBand.deviation > 1500)
{false} else {true}

The condition dictates that in case the deviation of the Bollinger Bands at the 8H chart is lower than 200 or higher than 1500, the strategy will not take a postion.

The deviation of the Bollinger Bands is an indication of volatility, therefore, Filter 1 dictates that when volatility is very low or very high, the opportunity shall not be taken.

Let’s unpack the syntax so that non-coders may easily understand it…

The core idea of the condition is...

 chart.at08hs.bollingerBand.deviation < 200 || 
chart.at08hs.bollingerBand.deviation > 1500

However, if used in this format, the condition would evaluate true when the deviation is lower than 200 or higher than 1500, which is the opposite of what is intended.

To reverse the logic so that the condition may act as a filter, a simple if () {} else {} statement is used. This piece of code is evaluated as follows: if the statement between brackets evaluates true, then the code between the first set of curly brackets is returned, else, the code in the second set of curly brackets is returned.

So, if the condition is meant to prevent the taking of the position when it evaluates true, then the code must return false when the condition evaluates true, and true when the condition evaluates false.

Bu nedenle, koşul, doğru olarak değerlendirdiğinde konumun alınmasını engellemeyi amaçlıyorsa, koşul doğru olarak değerlendirildiğinde kod false, koşul yanlış olarak değerlendirdiğinde ise doğru döndürmelidir.

Wenn die Bedingung also verhindern soll, dass die eingenommen wird, wenn sie als wahr bewertet wird, muss der Code false zurückgeben, wenn die Bedingung als wahr bewertet wird, und wahr, wenn die Bedingung als falsch bewertet wird.

Any number of filters may be used, and different strategies may use different filters. However, all of them are built with the logic described above, using if () {} else {} statements to reverse the logic of the condition.

Open Stage

Initial Stop

The initial stop is set at 3% above the position rate...

 (positionRate + positionRate * 3 / 100)

Initial Take Profit

Initial take profit is set 5% below the position rate...

 (positionRate - positionRate * 0.05)

Position Size

Die positionSize ist standardmäßig auf balanceBaseAsset eingestellt. Das bedeutet, dass das Handelssystem Positionen mit dem gesamten Saldo einnimmt, d. h. mit dem initialen Saldo, wie er in der Konfiguration des Parameters für das Basis-Asset der Handelssitzung definiert ist, zuzüglich aller kumulierten Gewinne, falls vorhanden.

You may change this formula to fit your specific goals and risk management style.

Manage Stage

The logic behind the management of trades varies between strategies, and is one of the key strategy design elements of the trading system. Being able to apply different management rules to trades that occur in diverse market situations is a highly valuable feature.

That said, the management is based on the same principles across the trading system, and what may vary across strategies are the specific conditions that implement the switching of phases.

The following is the overall description of the principles. You may look into the specific rules by analyzing the move to phase events of each strategy.

Stop Loss Management

The intial formula is overriden when a candle closes 3% below the position rate...

 (chart.at01hs.candle.previous.close < positionRate - positionRate * 3 / 100)

There is only one additional phase to manage the stop loss, which sets a trailling stop 2% above the 20-periods moving average...

 (if (chart.at01hs.bollingerBand.movingAverage + chart.at01hs.bollingerBand.movingAverage * 2 / 100 < stopLoss) 
{chart.at01hs.bollingerBand.movingAverage + chart.at01hs.bollingerBand.movingAverage * 2 / 100} 
else {stopLoss})

Let’s unpack the syntax, including the if () {} else {} statement you are already familiar with…

In this case, the condition being evaluated is...

 chart.at01hs.bollingerBand.movingAverage + 
chart.at01hs.bollingerBand.movingAverage * 2 / 100 < 
stopLoss

... which intends to determine if the price 2% above the moving average is lower than the current value for the stop loss. In case the statement is true, then the same statement is set as the valid formula to calculate the trailing stop. In case the statement is false, then the stop loss value is left as is.

... hareketli ortalamanın %2 üzerindeki fiyatın, stop loss için mevcut değerden düşük olup olmadığını belirlemeyi amaçlar. İfadenin doğru (true) olması durumunda, takip eden durağı hesaplamak için aynı ifade geçerli formül olarak ayarlanır. İfadenin yanlış (false) olması durumunda zararı durdur değeri olduğu gibi bırakılır.

In other words, the new stop loss set for the current candle can never be higher than the one set for the previous candle. That is, the stop loss may not increase—it either decreases or stays the same.

Take Profit Management

The initial formula is overriden when the following two conditions in the next phase event validate true:

1H EMA7 < positionRate:

 chart.at01hs.base7EMA.ema7 < positionRate

The 7-periods exponential moving average (EMA) must go below the position rate.

positionPeriods > 2:

 positionPeriods > 2

The position must be more than two-periods long.

The management of take profit targets is handled with three different phases:

Manage Phase

It is the phase that kicks in once the initial take profit next phase event validates true. The formula for the manage phase is:

 if (chart.at01hs.base7EMA.ema7 - chart.at01hs.base7EMA.ema7 * 0.03 < 
positionRate - positionRate * 0.03) 
{chart.at01hs.base7EMA.ema7 - chart.at01hs.base7EMA.ema7 * 0.03} 
else {positionRate - positionRate * 0.03}

This means that the take profit target is set 3% below the 7-periods EMA when the resulting value is at least 3% below the position rate. If that is not the case, then the take profit target is set 3% below the position rate.

The logic behind this formula is that some room should be allowed for the trade to develop, but still, profit shall be taken at 3% if a downward trend does not emerge. If price ranges above the position rate, then the target remains at 3%, pretty much like with the initial setting. If a sudden move or a wick drops to at least 3% below the take position rate, then the take position target is likely to be hit. However, if price starts dropping organically, then the 7 EMA will soon drop below the position rate and the formula will result in a value that is lower than 3% below the position rate, thus, allowing the trade to develop in the expected direction.

Close Phase

The close phase is the phase that is activated every time there is an indication the market may turn against the trade. The take profit formula for this phase is:

 if (chart.at01hs.bollingerBand.movingAverage - chart.at01hs.bollingerBand.deviation < 
positionRate - positionRate * 0.03) 
{chart.at01hs.bollingerBand.movingAverage - chart.at01hs.bollingerBand.standardDeviation * 2} 
else {positionRate - positionRate * 0.03}

This means that the take profit target is set to the lower Bollinger Band when the value is at least 3% below the position rate, otherwise, it is set 3% below the position rate.

Run Phase

This is the phase that is activated every time there is an indication that a downtrend may accelerate, favoring the trade and letting it run freely. The take profit formula for this phase is:

 if (chart.at01hs.base7EMA.ema7 - chart.at01hs.base7EMA.ema7 * 0.2 < 
positionRate - positionRate * 0.03) 
{chart.at01hs.base7EMA.ema7 - chart.at01hs.base7EMA.ema7 * 0.2} 
else {takeProfit}

The take profit target is set 20% below the 7 EMA if the value is at least 3% below the position rate, which is the most likely scenario, and to 3% below the position rate in case it is not. As hinted earlier, the goal of this phase is to let the trade run freely, still with the trailing stop securing profits 2% above the 7 EMA.

Switching Phases

In general terms, the Manage may switch to both the and the Run discretionarily. The may cancel the close intention and go back to the Manage , or even go straight to the Run if the market situation demands it. And the Run phase may cancel the run and go back to the Manage .

The specific conditions for switching from one phase to another phase may vary in each strategy. You may review each particular case to get the details, but conceptually, this is how it works:

Move to Close Phase Event: A convergence between EMA 7 and EMA 14 signals that the downward move is losing steam, thus a switch to the close phase for a tighter take profit target is in order. The close phase may cancel when the convergence recedes and divergence is spotted.

Move to Run Phase Event: A divergence between EMA 7 and EMA 14, confirmed by a divergence between EMA 14 and EMA 21 indicates that the downward trend is deepening and gaining momentum, thus, allowing the trade to run is the best bet, always with a tight top trailing behind the EMA 7. A run may cancel when the divergence recedes and convergence is spotted.

Warning and Disclaimer

Foundations->Concept->Reusable Snippets->Live Trading Warning

Warning: 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 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 LICENSE.

Foundations->Concept->Reusable Snippets->Trading System Disclaimer

Important: 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.

Performance in backtesting is not an indication of live trading performance. 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. 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.

Live performance is not an indication of future performance.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.

Trading strategies lose effectiveness with time.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.

Important: DIES IST KEINE FINANZIELLE BERATUNG. AUCH WENN DIE MIT SUPERALGOS VERSANDTEN STRATEGIEN VOLL FUNKTIONSFÄHIG SIND, GIBT SUPERALGOS KEINE AUSDRÜCKLICHE ODER STILLSCHWEIGENDE EMPFEHLUNG AB, WIE SIE SIE VERWENDEN SOLLTEN. WIR TEILEN DIE STRATEGIEN NUR ZU LEHRZWECKEN. HANDELN SIE AUF IHR EIGENES RISIKO.

Die Performance im Backtesting ist kein Hinweis auf die Performance im Live-Handel. Die Live-Performance kann im Verhältnis zur Backtesting-Performance variieren, zum Guten oder zum Schlechten, höchstwahrscheinlich zum Schlechten. Dies liegt daran, dass die Entwicklung von Handelsstrategien im Nachhinein erfolgt, d. h. im Nachhinein, wenn man weiß, was in einem bestimmten Marktbereich passiert ist. Die Muster, auf die sich die Strategien stützen, können immer wieder auftreten oder auch nicht. Handelsstrategien versuchen, Muster zu interpretieren und vorherzusagen, was folgen könnte, aber sie sind weit davon entfernt, perfekt oder genau zu sein. Im günstigsten Fall liegt eine Strategie öfter richtig als falsch.

Die aktuelle Leistung ist kein Hinweis auf die künftige Leistung. Auch wenn eine Strategie im Live-Handel eine bestimmte Leistung erbracht hat, gibt es keine Garantie dafür, welche Leistung die Strategie in Zukunft erzielen wird. Live-Performance-Ergebnisse sind sicherlich wertvoller als Backtesting oder simulierte Performance, können aber dennoch nicht die Zukunft vorhersagen.

Handelsstrategien verlieren mit der Zeit an Effektivität. Wie viel Zeit? Das weiß niemand. Die Märkte entwickeln sich, verändern sich, durchlaufen verschiedene Zyklen, sowohl lang- als auch kurzfristige, von denen einige vielleicht noch nicht getestet wurden. Das gilt für alle Märkte, ganz zu schweigen von den Kryptomärkten, die ein sehr junger Markt sind, der sich noch in einem sehr frühen Stadium befindet. Kryptomärkte verändern sich dramatisch schnell, wenn die Marktgröße steigt, mehr Profi-Händler in den Markt eintreten, mehr intelligentes Geld größere Summen investiert, mehr Bots den Betrieb von immer größeren Volumina übernehmen, das Ökosystem durch die Verfügbarkeit von Derivatemärkten komplexer wird und so weiter.

Important: ЭТО НЕ ФИНАНСОВАЯ КОНСУЛЬТАЦИЯ. ХОТЯ СТРАТЕГИЯ ДОСТАВКИ С SUPERALGOS МОЖЕТ БЫТЬ ПОЛНОСТЬЮ ФУНКЦИОНАЛЬНОЙ, SUPERALGOS НЕ ДАЕТ НИКАКИХ ЯВНЫХ ИЛИ ПОДРАЗУМЕВАЕМЫХ РЕКОМЕНДАЦИЙ, КАК ВЫ ДОЛЖНЫ ИХ ИСПОЛЬЗОВАТЬ. МЫ ДЕЛИМСЯ СТРАТЕГИЯМИ ТОЛЬКО ДЛЯ ОБРАЗОВАТЕЛЬНЫХ ЦЕЛЕЙ. ТОРГОВАТЬ НА СВОЙ СОБСТВЕННЫЙ РИСК.

Результаты бэктестинга не являются показателем реальных торговых результатов. Производительность в реальном времени может варьироваться в зависимости от производительности при тестировании на истории, в лучшую или в худшую сторону, скорее всего, в худшую сторону. Это происходит потому, что разработка торговых стратегий делается постфактум, с учетом того, что произошло в определенном диапазоне рынка. Паттерны, на которых могут быть основаны стратегии, могут повторяться или нет. Торговые стратегии пытаются интерпретировать закономерности и предсказать, что может последовать за ними, но они далеки от совершенства или точности. В лучшем случае стратегия чаще бывает правильной, чем неправильной.

Производительность в реальном времени не является показателем будущих результатов. Точно так же, даже если стратегия принесла определенную результативную торговлю в реальном времени, нет никаких гарантий, каких результатов может достичь стратегия в будущем. Результаты работы в реальном времени, безусловно, более ценны, чем бэктесты или моделирование производительности, но все же не могут предсказать будущее.

Торговые стратегии со временем теряют эффективность. Сколько времени? Никто не знает. Рынки развиваются, меняются, проходят разные циклы, как долгосрочные, так и краткосрочные, некоторые из которых, возможно, не были протестированы. Это верно для всех рынков, не говоря уже о криптографии, которая является очень молодым рынком, все еще находящимся на очень ранних стадиях. Криптовалютные рынки меняются очень быстро, поскольку рыночная капитализация увеличивается, на рынок выходит все больше профессиональных трейдеров, более умные деньги вливают более крупные капиталы, все больше ботов берут на себя операции с постоянно растущими объемами, экосистема усложняется с появлением деривативных рынков и так далее.

Important: ESTO NO ES ASESORAMIENTO FINANCIERO. AUNQUE LAS ESTRATEGIAS QUE SE ENVÍAN CON SUPERALGOS PUEDEN SER TOTALMENTE FUNCIONALES, SUPERALGOS NO HACE NINGUNA RECOMENDACIÓN EXPRESA O IMPLÍCITA SOBRE CÓMO DEBE UTILIZARLAS. COMPARTIMOS LAS ESTRATEGIAS SÓLO CON FINES EDUCATIVOS. OPERE BAJO SU PROPIO RIESGO.

El rendimiento en el backtesting no es una indicación del rendimiento de las operaciones en vivo. El rendimiento en vivo puede variar en relación con el rendimiento en el backtesting, para bien o para mal, muy probablemente para mal. Esto ocurre porque el diseño de las estrategias de trading se realiza a posteriori, con la retrospectiva de lo ocurrido en un determinado rango del mercado. Los patrones en los que se basan las estrategias pueden seguir ocurriendo o no. Las estrategias de trading intentan interpretar los patrones y predecir lo que puede suceder, pero están lejos de ser perfectas o precisas. El mejor escenario es que una estrategia acierte más veces de las que se equivoque.

El rendimiento en vivo no es una indicación del rendimiento futuro.Del mismo modo, incluso cuando una estrategia ha obtenido un determinado rendimiento operando en directo, no hay ninguna garantía del rendimiento que la estrategia pueda alcanzar en el futuro. Los resultados del rendimiento en vivo son ciertamente más valiosos que el backtesting o el rendimiento simulado, pero siguen sin poder predecir el futuro.

Las estrategias de trading pierden eficacia con el tiempo. ¿Cuánto tiempo? Nadie lo sabe. Los mercados evolucionan, cambian, pasan por diferentes ciclos, tanto a largo como a corto plazo, algunos de los cuales pueden no haber sido probados. Esto es cierto para todos los mercados, y no digamos para el cripto, que es un mercado muy joven, todavía en sus primeras etapas. Los mercados de criptomonedas cambian con gran rapidez, a medida que aumenta la capitalización del mercado, entran en el espacio más operadores profesionales, más dinero inteligente aporta mayores capitales, más bots se encargan de las operaciones de volúmenes cada vez mayores, se añade más complejidad al ecosistema con la disponibilidad de mercados de derivados, etc.

Important: BU FINANSAL TAVSIYE DEĞILDIR. SUPERALGOS ILE GÖNDERIM STRATEJILERI TAMAMEN IŞLEVSEL OLSA DA, SUPERALGOS BUNLARI NASIL KULLANMANIZ GEREKTIĞI KONUSUNDA AÇIK VEYA ZIMNI BIR ÖNERIDE BULUNMAZ. STRATEJILERI YALNIZCA EĞITIM AMAÇLI PAYLAŞIYORUZ. KENDI SORUMLULUĞUNUZDA IŞLEM YAPIN. Backtest'teki performans, canlı işlem performansının bir göstergesi değildir. Canlı performans, geri testteki performansa bağlı olarak, daha iyi veya daha kötü, büyük olasılıkla daha kötüsü için değişebilir. Bunun nedeni, ticaret stratejilerinin tasarımının, piyasanın belirli bir aralığında olanların arka planında, olaydan sonra yapılmasıdır. Stratejilerin dayanabileceği kalıplar oluşmaya devam edebilir veya etmeyebilir. Ticaret stratejileri kalıpları yorumlamaya ve neyin takip edebileceğini tahmin etmeye çalışır, ancak mükemmel veya doğru olmaktan uzaktırlar. En iyi senaryo, bir stratejinin yanlış olduğundan daha fazla doğru olmasıdır. Canlı performans, gelecekteki performansın bir göstergesi değildir. Benzer şekilde, bir strateji belirli bir performans ticaretini canlı olarak sunsa bile, stratejinin gelecekte hangi performansı elde edebileceğinin garantisi yoktur. Canlı performans sonuçları, geri test veya simüle edilmiş performanstan kesinlikle daha değerlidir, ancak yine de geleceği tahmin edemez. Ticaret stratejileri zamanla etkinliğini kaybeder. Ne kadar zaman? Kimse bilmiyor. Piyasalar gelişir, değişir, hem uzun hem de kısa vadeli, bazıları test edilmemiş olabilecek farklı döngülerden geçer. Bu, çok genç bir pazar olan kriptoyu bir kenara bırakın, hala çok erken aşamalarında olan tüm pazarlar için geçerlidir. Kripto piyasaları, piyasa değeri arttıkça, daha fazla profesyonel tüccar alana girdikçe, daha fazla akıllı para daha büyük sermayeler döktükçe, daha fazla bot sürekli artan hacimli operasyonları devraldıkça ekosisteme daha fazla karmaşıklık eklendikçe çarpıcı bir şekilde hızlı değişiyor.

Community Trading Systems — TOC

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1. BTC-USDT - Weak-hands Buster - WHB

2. BTC-USDT - BB Top Bounce - BBTB

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